mishkin: T-Bill and Inflation Rates in the United States.

In lachlandeer/hayashir: R Companion to "Econometrics" by Fumio Hayashi

T-Bill and Inflation Rates in the United States.

Description

Hayashi Source: Mishkin, F., 1992, "Is the Fisher Effect for Real?'Journal of Monetary Economics, 30, 195-215.

Usage

data('mishkin')

Format

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

Details

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.

Notes

Used in Section 11 of Chapter 2 and Empirical Exercise 1 of Chapter 2.

Source

https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical

Examples

 str(mishkin)

lachlandeer/hayashir documentation built on Feb. 9, 2023, 2:01 p.m.