mishkin92: Mishkin's (1992) Data

In SciencePo: Political Behaviour Analysis Tool

Description

Data from the Frederic S. Mishkin (1992) paper “Is the Fisher Effect for real?”.

Usage

data(mishkin92)

Format

A data frame with 491 observations on the following 8 variables.

year

Year

mon

a numeric vector

inf1mo

a numeric vector

inf3mo

a numeric vector

tbill1mo

a numeric vector

tbill3mo

a numeric vector

cpiu

a numeric vector

quote

a numeric vector

Source

Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.

http://fmwww.bc.edu/ec-p/data/Hayashi/

References

Mishkin, F. S. (1992) Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates. Journal of Monetary Economics, 30(2), 195–215.

Examples

data(mishkin92)

SciencePo documentation built on May 2, 2019, 5:53 p.m.