MoneyUS {Ecdat}R Documentation

Macroeconomic Series for the United States

Description

quarterly observations from 1954–01 to 1994–12

number of observations : 164

Usage

data(MoneyUS)

Format

A time serie containing :

m
log of real M1 money stock
infl
quaterly inflation rate (change in log prices), % per year
cpr
commercial paper rate, % per year
y
log real GDP (in billions of 1987 dollars)
tbr
treasury bill rate

Source

Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics , 11, 495–517.

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www.econ.kuleuven.ac.be/GME, chapter 9.

See Also

Index.Books, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series


[Package Ecdat version 0.1-4 Index]