JLN2013: US macroeconomic data set from Jurado, Ludvigson and Ng...
In johannestang/macrods: A collection of macroeconomic datasets.
Description
Usage
Format
Source
References
Description
A dataset containing 132 monthly US macroeconomic variables
spanning the period 1960-2011. The dataset is from Jurado, Ludvigson and Ng (2013).
Usage
1
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
- names:
Short names of the variables.
- desc:
Description of the variables.
Source
http://www.econ.nyu.edu/user/ludvigsons/jlndata.zip.
References
Jurado, K., Ludvigson, S. C., Ng, S. (2013) Measuring Uncertainty. http://www.econ.nyu.edu/user/ludvigsons/jln.pdf
johannestang/macrods documentation built on May 19, 2019, 3:02 p.m.
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Description Usage Format Source References
Description
A dataset containing 132 monthly US macroeconomic variables spanning the period 1960-2011. The dataset is from Jurado, Ludvigson and Ng (2013).
Usage
1 |
Format
A list with the following:
- rawdata:
The raw dataset as a matrix where the columns are the variables as time series objects.
- tcodes:
The transformation codes used to transform the variables to be stationary.
- names:
Short names of the variables.
- desc:
Description of the variables.
Source
http://www.econ.nyu.edu/user/ludvigsons/jlndata.zip.
References
Jurado, K., Ludvigson, S. C., Ng, S. (2013) Measuring Uncertainty. http://www.econ.nyu.edu/user/ludvigsons/jln.pdf
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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