| Macrodat {Ecdat} | R Documentation |
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)
Format
A time serie 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
Source
Bureau of Labor Statistics, OECD, Federal Reserve.
References
Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Educational Publishers, http://wps.aw.com/aw_stockwatsn_economtrcs_1, chapter 12 and 14.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,
Index.Time.Series
[Package
Ecdat version 0.1-5
Index]