Ecdat (version 0.2-9)

Index.Time.Series: Time Series

Description

• annual
  • Klein : Klein's Model I
  • LT : Dollar Sterling Exchange Rate
  • Longley : The Longley Data
  • ManufCost : Manufacturing Costs
  • Mpyr : Money, National Product and Interest Rate
  • PE : Price and Earnings Index
  • Solow : Solow's Technological Change Data

• daily
  • CRSPday : Daily Returns from the CRSP Database
  • Garch : Daily Observations on Exchange Rates of the US Dollar Against Other Currencies
  • SP500 : Returns on Standard \& Poor's 500 Index

• four--weekly
  • Icecream : Ice Cream Consumption

• monthly
  • CRSPmon : Monthly Returns from the CRSP Database
  • Capm : Stock Market Data
  • Forward : Exchange Rates of US Dollar Against Other Currencies
  • Irates : Monthly Interest Rates
  • Mishkin : Inflation and Interest Rates
  • Orange : The Orange Juice Data Set
  • PPP : Exchange Rates and Price Indices for France and Italy
  • Pricing : Returns of Size-based Portfolios
  • StrikeNb : Number of Strikes in Us Manufacturing

• quarterly
  • Consumption : Quarterly Data on Consumption and Expenditure
  • Hstarts : Housing Starts
  • IncomeUK : Seasonally Unadjusted Quarterly Data on Disposable Income and Expenditure
  • MW : Growth of Disposable Income and Treasury Bill Rate
  • Macrodat : Macroeconomic Time Series for the United States
  • Money : Money, GDP and Interest Rate in Canada
  • MoneyUS : Macroeconomic Series for the United States
  • Tbrate : Interest Rate, GDP and Inflation

• weekly
  • DM : DM Dollar Exchange Rate
  • Pound : Pound-dollar Exchange Rate
  • Yen : Yen-dollar Exchange Rate