R: Macroeconomic Series for the United States

MoneyUS

R Documentation

Macroeconomic Series for the United States

Description

quarterly observations from 1954–01 to 1994–12

number of observations : 164

country : United States

Usage

data(MoneyUS)

Format

A time series 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,

Index.Time.Series