TR_regs: Observational data for Taylor Rule regressions.

In nielsaka/modelconf: Estimation of Model Confidence Sets

Description

This data set is taken from an article by Hansen, Lunde and Nason (2011). It allows to apply the functions of this package and to compare the results with the original outcomes in the paper.

Format

A data frame with 148 observations on the following 21 variables.

list("X")

a factor

list("Constant")

a numeric vector

list("Trend")

a numeric vector

list("FFR")

a numeric vector

list("dFFR")

a numeric vector

list("GDP")

a numeric vector

list("lnGDP")

a numeric vector

list("GDPD.I")

a numeric vector

list("GDPC.I")

a numeric vector

list("HPCE.I")

a numeric vector

list("CPCE.I")

a numeric vector

list("HCPI.I")

a numeric vector

list("CCPI.I")

a numeric vector

list("GAP_HP")

a numeric vector

list("GAP_Gr")

a numeric vector

list("GAP_Tr")

a numeric vector

list("GAP_BK")

a numeric vector

list("Unemp")

a numeric vector

list("UMP.gap")

a numeric vector

list("Lab.Cost")

a numeric vector

list("GDPD.I.GAP_HP")

a numeric vector

Source

Hansen, Lunde, Nason (2011) url ...

References

Hansen, Lunde, Nason (2011)

Examples

data(TR_regs)

nielsaka/modelconf documentation built on Jan. 25, 2020, 12:21 p.m.