ECB: Macroeconomic data of the Euro Zone

In urca: Unit Root and Cointegration Tests for Time Series Data

Macroeconomic data of the Euro Zone

Description

This data set contains some macroeconomic figures of the Euro Zone in order to estimate an exemplary money demand function.

Usage

data(ecb)

Format

A data frame containing five series.

period	Time index from Q31997 until Q42003.
gdp.defl	Gross Domestic Product Deflator,
	[Index 2000=100, seasonally adjusted]
gdp.nom	Nominal Gross Domestic Product,
	[Current prices, EUR billions, seasonally adjusted]
m3	Monetary Aggregate M3,
	[outstanding amount at end of quarter, EUR billions, seasonally adjusted]
rl	Benchmark Government Bond yield with a maturity of 10 years,
	[percentages per annum, average of last quarter's month].

Author(s)

Bernhard Pfaff

Source

European Central Bank, Monthly Bulletins, Frankfurt am Main, Germany.

References

https://www.ecb.europa.eu

urca documentation built on Aug. 30, 2022, 1:10 a.m.