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Ecdat (version 0.4-2)

Macrodat: Macroeconomic Time Series for the United States

Description

quarterly observations from 1959-1 to 2000-4

number of observations : 168

observation : country

country : United States

Usage

data(Macrodat)

Arguments

Format

A time series containing :

lhur

unemployment rate (average of months in quarter)

punew

CPI (Average of Months in Quarter)

fyff

federal funds interest rate (last month in quarter)

fygm3

3 month treasury bill interest rate (last month in quarter)

fygt1

1 year treasury bond interest rate (last month in quarter)

exruk

dollar / Pound exchange rate (last month in quarter)

gdpjp

real GDP for Japan

References

Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Educational Publishers, chapter 12 and 14.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series