Intratesq {ETM}R Documentation

Interest rates (quarterly)

Description

quarterly observations from 1955-1 to 2001-4

number of observations : 188

observation : Country

country : United States

Usage

data(Intratesq)

Format

A dataframe containing :

ID
the observation number
year
the year
quarter
the quarter
rff
the federal funds rate
rt1
the 1 year treasury bill rate
rt3
the 3 year treasury constant maturity rate
rt10
the 10 year treasury constant maturity rate

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 13.


[Package ETM version 0.1-2 Index]