Tbrate {ETM}R Documentation

Interest rate, GDP and inflation

Description

quarterly observations from 1950-1 to 1996-4

number of observations : 188

observation : Country

country : Canada

Usage

data(Tbrate)

Format

A dataframe containing :

ID
the observation number
year
the year
quarter
the quarter
r
the 91-day Treasury Bill rate
y
the log of real GDP
pi
the inflation rate

Note

“r is a quarterly average of series B14001, y is the log of series D20463, pi is 400*(log(D20012/D20464)).”

Source

CANSIM database of Statistics Canada.

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, chapter 2.


[Package ETM version 0.1-2 Index]