macrodata: Medium data set from OG et al 2020, rescaled to unit variance
In ooelrich/oscbvar: Stuff for Bayesian vector autoregressions
Description
Starts at 1964Q4, ends at 2019Q1..
Usage
1
Format
A data frame with 218 rows and 7 variables:
- GDPC1
Real GDP. Transformed by 400 x diff-log. Quarterly.
- GDPCTPI
GDP deflator. Transformed by 400 x diff-log. Quarterly.
- FEDFUNDS
FED funds rate. Quarterly.
- PCECC96
Real consumption. Transformed by 400 x diff-log. Quarterly.
- GPDIC1
Real investment. Transformed by 400 x diff-log. Quarterly.
- HOANBS
Hours worked. Transformed by 400 x diff-log. Quarterly.
- AHETPIx
Real compensation/hour. Transformed by 400 x diff-log. Quarterly.
ooelrich/oscbvar documentation built on Sept. 8, 2021, 3:31 p.m.
R Package Documentation
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Description
Starts at 1964Q4, ends at 2019Q1..
Usage
1 |
Format
A data frame with 218 rows and 7 variables:
- GDPC1
Real GDP. Transformed by 400 x diff-log. Quarterly.
- GDPCTPI
GDP deflator. Transformed by 400 x diff-log. Quarterly.
- FEDFUNDS
FED funds rate. Quarterly.
- PCECC96
Real consumption. Transformed by 400 x diff-log. Quarterly.
- GPDIC1
Real investment. Transformed by 400 x diff-log. Quarterly.
- HOANBS
Hours worked. Transformed by 400 x diff-log. Quarterly.
- AHETPIx
Real compensation/hour. Transformed by 400 x diff-log. Quarterly.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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