R/data.R

In MichaelGurkov/GaRPackg: Runs GaR analysis

#' Economic data about the Israeli economy
#'
#' @docType data
#'
#'
#' @format A data frame with 93 rows and 21 variables:
#'
#' \describe{
#'   \item{date}{date index}
#'   \item{gdp}{ Israel GDP}
#'   \item{ind_prod_israel}{Israel industrial production index}
#'   \item{rate_euro}{Euro policy rate}
#'   \item{rate_us}{US policy rate}
#'   \item{vix}{VIX index}
#'   \item{ind_prod_us}{US industrial production index}
#'   \item{ind_prod_euro}{Euro industrial production index}
#'   \item{eurostoxx600}{EuroStoxx600 index}
#'   \item{dxy}{}
#'   \item{us_term_spread}{Difference between 10 and 2 year US goverment bond yield}
#'   \item{spread_cpi_corp}{Difference between government and corporate Israel bond}
#'   \item{sovereigh_spread}{Difference between US government and Israel government bond}
#'   \item{sp500}{SP 500 index}
#'   \item{term_spread}{Difference between 10 and 2 year Israel goverment bond yield}
#'   \item{ils_usd_impl_vol}{Implied volatility of USD/ILS exchange rate}
#'   \item{ta_35_impl_vol}{Implied volatility of TA 35 index}
#'   \item{boi_rate}{Israel policy rate}
#'   \item{credit}{Total private credit}
#'   \item{house_price}{House price index}
#'   \item{ta125_close}{Closing price of TA 35 index}
#' }
#'
"gar_data"