interest_rules_var_data

A tibble, containing data to estimate the effects of interest rate rules for monetary policy.
 The data are used by Jordà (2005).

datasets

Provides functions to estimate and visualize linear as well as nonlinear impulse
responses based on local projections by Jordà (2005) <doi:10.1257/0002828053828518>.
The methods and the package are explained in detail in Adämmer (2019) <doi:10.32614/RJ-2019-052>.

Philipp Adämmer

lpirfs

Local Projections Impulse Response Functions

James P. LeSage

Mehmet Balcilar

Jon Danielsson

interest_rules_var_data function

A tibble with 193 quarterly observations (rows) and 3 variables (columns):<dl>
 <dt>GDP_gap</dt>
<dd>Percentage difference between real GDP and potential GDP (Congressional Budget Office).</dd> <dt>Infl</dt>
<dd>Inflation: Percentage change in the GDP, chain weighted price index at annual rate.</dd> <dt>FF</dt>
<dd>Federal funds rate: quarterly average of daily rates.</dd>
</dl>Sample: 1955:I - 2003:I

Format

Data to estimate the effects of interest rate rules for monetary policy — interest_rules_var_data

A tibble with 193 quarterly observations (rows) and 3 variables (columns):<dl>
 <dt>GDP_gap</dt>
<dd>Percentage difference between real GDP and potential GDP (Congressional Budget Office).</dd>

 <dt>Infl</dt>
<dd>Inflation: Percentage change in the GDP, chain weighted price index at annual rate.</dd>

 <dt>FF</dt>
<dd>Federal funds rate: quarterly average of daily rates.</dd>


</dl>Sample: 1955:I - 2003:I

interest_rules_var_data: Data to estimate the effects of interest rate rules for monetary policy

Description

Usage

Arguments

Format

References