USMonPol: Multivariate time series of federal funds rate, unemployment,...

Description Usage Format

Description

This data set contains three time series to measure the effects of Monetary Policy shocks.

Usage

1

Format

An xts object of 3 series from 1954 to 2019

FFR

The Federal Funds Rate

Unemployment

Civilian unemployment rate

Inflation

monthly inflation as measure by the changes in the log consumer price index


joergrieger/bvar documentation built on July 3, 2020, 5:34 p.m.