Mpyr {Hayashi}R Documentation

Money, National Product and Interest Rate

Description

yearly observations from 1900 to 1989

number of observations : 90

observation : country

country : United States

Usage

data(Mpyr)

Format

A dataframe containing :

m
natural log of M1
p
natural log of the net national product price deflator
y
natural log of the net national product
R
the commercial paper rate in percent at an annual rate

Source

T Stock, J. and Watson M. (1999) “Testing for common trends”, Journal of the American Statistical Association , 83, 1097-1107.

References

Hayashi, F. (2000) Econometrics, Princeton University Press, chapter 10, 665-667.


[Package Hayashi version 0.1-2 Index]