Money {ETM}R Documentation

Money, GDP and interest rate in Canada

Description

quarterly observations from 1967-1 to 1998-4

number of observations : 128

observation : Country

country : Canada

Usage

data(Money)

Format

A dataframe containing :

ID
the observation number
year
the year
quarter
the quarter
M
log of the real money supply
Y
the log of GDP, in 1992 dollars, seasonally adjusted
P
the log of the price level
R
the 3-month Treasury Bill rate

Note

“M is the log of series B1629 (M1B), converted to quarterly, minus P. Y is the log of series D14872. P is the log of series D14840 divided by series D14872. R is series B14007, converted to quarterly.”

Source

CANSIM Database of Statistics Canada.

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 7 and 8.


[Package ETM version 0.1-2 Index]