USfygt {meboot} | R Documentation |
Data set employed in Murray (2006, pp.795-797) to test the null hypothesis that per capita federal deficits explain long-term Treasury bond interest rates based on the Stock and Watson's dynamic OLS model.
data (USfygt)
A .rda file storing the data as ts
objects within a list. Attach the list object to access to the data directly by their names reported below.
Annual data. Available time series: (Each corresponding label in the list object appears in quotes.)
Data was made available by James Stock and Mark Watson to readers of their famous Econometrica paper, 1993, 61, pp 783-820, who in turn used standard sources for US macroeconomic data from government publications.
Murray, M.P. (2006), Econometrics. A modern introduction, New York: Pearson Addison Wesley.