MoneyUS: Macroeconomic Series for the United States
In Ecdat: Data Sets for Econometrics
Description
Usage
Format
Source
References
See Also
Description
quarterly observations from 1954–01 to 1994–12
number of observations : 164
country : United States
Usage
1
Format
A time serie containing :
- m
log of real M1 money stock
- infl
quarterly inflation rate (change in log prices), % per year
- cpr
commercial paper rate, % per year
- y
log real GDP (in billions of 1987 dollars)
- tbr
treasury bill rate
Source
Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 9.
Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.
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
quarterly observations from 1954–01 to 1994–12
number of observations : 164
country : United States
Usage
1 |
Format
A time serie containing :
- m
log of real M1 money stock
- infl
quarterly inflation rate (change in log prices), % per year
- cpr
commercial paper rate, % per year
- y
log real GDP (in billions of 1987 dollars)
- tbr
treasury bill rate
Source
Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 9.
Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
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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