R/bvar_datasets.R

In bdemeshev/bvarr: Package for Bayesian Vector Auto Regressions

#' US inflation, employement and interest rate data.frame
#'
#' Quarterly US data on inflation, unemployment and interest rate,
#' 1953:Q1 - 2006:Q3 from KK-code. The variables are as follows:
#'
#' @format A data.frame with 215 rows and 3 variables:
#' \describe{
#'   \item{inflation}{inflation}
#'   \item{employment}{employment}
#'   \item{interest_rate}{interest_rate}
#' }
#' @source \url{https://sites.google.com/site/dimitriskorobilis/matlab/code-for-vars}
"Yraw"

#' Russian macroeconomic indicators data.frame
#'
#' Monthly russian data on various macroeconomic indicators.
#' 1995:M1 - 2015:M3. The variables are as follows:
#'
#' @format A data.frame with 243 rows and 24 variables:
#' \describe{
#'   \item{construction}{construction}
#'   \item{cpi}{cpi}
#'   \item{employment}{employment}
#'   \item{export}{export}
#'   \item{gas_price}{gas_price}
#'   \item{gov_balance}{gov_balance}
#'   \item{ib_rate}{ib_rate}
#'   \item{import}{import}
#'   \item{ind_prod}{ind_prod}
#'   \item{labor_request}{labor_request}
#'   \item{lend_rate}{lend_rate}
#'   \item{m2}{m2}
#'   \item{ner}{ner}
#'   \item{nfa_cb}{nfa_cb}
#'   \item{oil_price}{oil_price}
#'   \item{ppi}{ppi}
#'   \item{real_income}{real_income}
#'   \item{real_investment}{real_investment}
#'   \item{reer}{reer}
#'   \item{retail}{retail}
#'   \item{time_y}{time_y}
#'   \item{unemp_rate}{unemp_rate}
#'   \item{wage}{wage}
#'   \item{agriculture}{agriculture}
#' }
#' @source \url{http://www.cbr.ru/eng/}
"macro_russia"