mishkin | R Documentation |
Hayashi Source: Mishkin, F., 1992, "Is the Fisher Effect for Real?'Journal of Monetary Economics, 30, 195-215.
data('mishkin')
A data.frame with 491 observations on 7 variables:
year: year
month: month
inflation_1: one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
inflation_3: one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
tbill_1: one month treasury bill rate, in percent, annualized
tbill_3: three month treasury bill rate, in percent, annualized
cpi: the consumer price index for urban consumers using all goods
A time series data set at monthly frequency of the one-month T-bill rate and the monthly inflation, stated in percent at annual rates.
Used in Section 11 of Chapter 2 and Empirical Exercise 1 of Chapter 2.
https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical
str(mishkin)
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