moneydemand: Money Supply during the 20th Century.

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

Money Supply during the 20th Century.

Description

Hayashi Source: Stock, J., and M. Watson, 1993, "A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems," Econometrics, 61, 783-820.

Usage

data('moneydemand')

Format

A data.frame with 90 observations on 4 variables:

• log_m1: natural log of M1 money supply

• log_p: natural log of net national product (NNP) price deflator

• log_nnp: natural log of net national product

• interest_rate: commercial paper rate, annualized in percent

Details

A time series data set at annual frequency of US money demand. Data period is 1900 to 1989.

Notes

Used in Chapter 10.5 and the Empirical Exercise of Chapter 10.

Source

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

Examples

 str(moneydemand)

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