Macroeconomic Series for the United States

Description

quarterly observations from 1954–01 to 1994–12

number of observations : 164

country : United States

Usage

data(MoneyUS)

Format

A time serie containing :

m

log of real M1 money stock

infl

quaterly inflation rate (change in log prices), % per year

cpr

commercial paper rate, % per year

y

log real GDP (in billions of 1987 dollars)

tbr

treasury bill rate

Source

Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www.econ.kuleuven.ac.be/GME, chapter 9.

Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.

See Also

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

Index.Time.Series