R/data.R

In joergrieger/bvars: Estimation and forecasting of bayesian VAR models

#' Multivariate time series of federal funds rate, unemployment, inflation
#'
#' This data set contains three time series to measure the effects of Monetary Policy shocks.
#'
#' @format An xts object of 3 series from 1954 to 2019
#' \describe{
#'   \item{FFR}{The Federal Funds Rate}
#'   \item{Unemployment}{Civilian unemployment rate}
#'   \item{Inflation}{monthly inflation as measure by the changes in the log consumer price index}
#' }
"USMonPol"