R/oil.R

In martinbaumgaertner/varexternal: Vector autoregression with external instruments

#' Macro data on oil shocks
#'
#' This folder contains data for the oil-SVAR used in the paper as empirical illustration, as well as a the fiscal-SVAR application in “Marginal Tax Rates and Income: New Time Series Evidence”, Mertens and Montiel Olea (2018); Forthcoming at The Quarterly Journal of Economics

#' @docType data
#'
#' @usage data(oil)
#' @format Matrix with 6 rows (see examples)
#'
#' @keywords datasets
#'
#' @examples
#' data(oil)
#' ydata<-data[,3:5]
#' z<-data[,6]
#' years<-data[,1:2]
#'
#' @references Olea, Stock and Watson (2018)
#'
#' @source https://github.com/jm4474/SVARIV
#'
"oil"