Mishkin {Hayashi} | R Documentation |
Inflation and Interest Rates
Description
quarterly observations from 1950-2 to 1990-12
number of observations : 491
observation : country
country : United States
Usage
data(Mishkin)
Format
A dataframe containing :
- year
- the date
- mounth
- the mounth
- PAI1
- one-mounth inflation rate (in percent, annual rate)
- PAI3
- three-mounth inflation rate (in percent, annual rate)
- TB1
- one-mounth T-bill rate (in percent, annual rate)
- TB3
- three-mounth T-bill rate (in percent, annual rate)
- CPI
- cPI for urban consumers, all items (the 1982-1984 average is set to 100)
Source
Mishkin, F. (1992) “Is the Fisher effect for real ?”, Journal of Monetary Economics , 30, 195-215.
References
Hayashi, F. (2000) Econometrics, Princeton University Press, chapter 2, 176-184.
[Package
Hayashi version 0.1-2
Index]