Mishkin: Inflation and Interest Rates
In Ecdat: Data Sets for Econometrics
Description
Usage
Format
Source
References
See Also
Description
monthly observations from 1950-2 to 1990-12
number of observations : 491
observation : country
country : United States
Usage
1
Format
A time serie containing :
- pai1
one-month inflation rate (in percent, annual rate)
- pai3
three-month inflation rate (in percent, annual rate)
- tb1
one-month T-bill rate (in percent, annual rate)
- tb3
three-month T-bill rate (in percent, annual rate)
- cpi
CPI for urban consumers, all items (the 1982-1984 average is set to 100)
Source
Mishkin, F. (1992) “Is the Fisher effect for real ?”, Journal of Monetary Economics, 30, 195-215.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 2, 176-184.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Ecdat documentation built on May 3, 2019, 1:24 p.m.
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Description Usage Format Source References See Also
Description
monthly observations from 1950-2 to 1990-12
number of observations : 491
observation : country
country : United States
Usage
1 |
Format
A time serie containing :
- pai1
one-month inflation rate (in percent, annual rate)
- pai3
three-month inflation rate (in percent, annual rate)
- tb1
one-month T-bill rate (in percent, annual rate)
- tb3
three-month T-bill rate (in percent, annual rate)
- cpi
CPI for urban consumers, all items (the 1982-1984 average is set to 100)
Source
Mishkin, F. (1992) “Is the Fisher effect for real ?”, Journal of Monetary Economics, 30, 195-215.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 2, 176-184.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
R Package Documentation
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Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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