us.macro.data: US macro data (xts object)

Description Usage Format

Description

A us macro data dataset as an xts object from 1957-02-01 to 2008-01-01. Data were downloaded from the FRED. The variable names correspond to FRED symbols

Usage

1

Format

An xts object with monthly US macro data

INDRPO

log first difference of industrial production

CPIFESL

log first difference of CPI less food and energy

UNRATE

the unemployment rate

FEDFUNDS

the fed funds rate


ChandlerLutz/VARfunctions documentation built on May 6, 2019, 9:56 a.m.