gdpdef: U.S. real GDP percent change and GDP implicit price deflator...

In saviviro/gmvarkit: Estimate Gaussian and Student's t Mixture Vector Autoregressive Models

U.S. real GDP percent change and GDP implicit price deflator percent change.

Description

A dataset containing a quarterly U.S. time series with two components: the percentage change of real GDP and the percentage change of GDP implicit price deflator, covering the period from 1959Q1 - 2019Q4.

Usage

gdpdef

Format

A numeric matrix of class 'ts' with 244 rows and 2 columns with one time series in each column:

First column (GDP):

The quarterly percent change of real U.S. GDP, from 1959Q1 to 2019Q4, https://fred.stlouisfed.org/series/GDPC1.

Second column (GDPDEF):

The quarterly percent change of U.S. GDP implicit price deflator, from 1959Q1 to 2019Q4, https://fred.stlouisfed.org/series/GDPDEF.

Source

The Federal Reserve Bank of St. Louis database

saviviro/gmvarkit documentation built on March 8, 2024, 4:15 a.m.