Macrodat {StockWatson} | R Documentation |
Macroeconomic time series for the United States
Description
quarterly observations from 1959-1 to 2000-4
number of observations : 168
observation : country
country : United States
Usage
data(Macrodat)
Format
A dataframe containing :
- Date
- year:quarter
- LHUR
- unemployment Rate (Average of Months in Quarter)
- PUNEW
- cPI (Average of Months in Quarter)
- FYFF
- federal Funds Interest Rate (Last Month in Quarter)
- FYGM3
- 3 Month Treasury Bill Interest Rate (Last Month in Quarter)
- FYGT1
- 1 Year Treasury Bond Interest Rate (Last Month in Quarter)
- EXRUK
- dollar / Pound Exchange Rate (Last Month in Quarter)
- GDPJP
- real GDP for Japan
Source
Bureau of Labor Statistics, OECD, Federal Reserve.
References
Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Educational Publishers.
[Package
StockWatson version 0.1-2
Index]