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Ecdat (version 0.4-2)

Mishkin: Inflation and Interest Rates

Description

monthly observations from 1950-2 to 1990-12

number of observations : 491

observation : country

country : United States

Usage

data(Mishkin)

Arguments

Format

A time series containing :

pai1

one-month inflation rate (in percent, annual rate)

pai3

three-month inflation rate (in percent, annual rate)

tb1

one-month T-bill rate (in percent, annual rate)

tb3

three-month T-bill rate (in percent, annual rate)

cpi

CPI for urban consumers, all items (the 1982-1984 average is set to 100)

References

Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 2, 176-184.

See Also

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

Index.Time.Series