Mishkin {Hayashi}R Documentation

Inflation and Interest Rates

Description

quarterly observations from 1950-2 to 1990-12

number of observations : 491

observation : country

country : United States

Usage

data(Mishkin)

Format

A dataframe containing :

year
the date
mounth
the mounth
PAI1
one-mounth inflation rate (in percent, annual rate)
PAI3
three-mounth inflation rate (in percent, annual rate)
TB1
one-mounth T-bill rate (in percent, annual rate)
TB3
three-mounth T-bill rate (in percent, annual rate)
CPI
cPI for urban consumers, all items (the 1982-1984 average is set to 100)

Source

Mishkin, F. (1992) “Is the Fisher effect for real ?”, Journal of Monetary Economics , 30, 195-215.

References

Hayashi, F. (2000) Econometrics, Princeton University Press, chapter 2, 176-184.


[Package Hayashi version 0.1-2 Index]