data_panel {EWS}

Historical data for 13 OECD countries

Description

data_USA contains: - OECD based Recession Indicators for 13 OECD countries from the Peak through the Trough from 1975:03 to 2019:05 - Yield Spread (10Years TB minus 3Months TB) for 13 OECD countries from 1975:03 to 2019:05

List of countries: Australia, Belgium, Canada, France, Germany, Italy, Japan, the Netherlands, New Zealand, Sweden, Switzerland, the United Kinkdom, the United States.

Usage

data("data_panel")

Format

A data frame with 6903 observations on the following 4 variables.

country

List of countries.

Date

Vector of dates.

YIESPR

historical yield spread for the 13 OECD countries.

OECD

Historical binary variable related to historical recessions for the 13 OECD countries.

Source

https://fred.stlouisfed.org/

Examples

data("data_panel")
head("data_panel")