| Irates {Ecdat} | R Documentation |
Monthly Interest Rates
Description
monthly observations from 1946–12 to 1991–02
number of observations : 531
observation : country
country : United–States
Usage
data(Irates)Format
A time series containing :
- r1
interest rate for a maturity of 1 months (% per year).
- r2
interest rate for a maturity of 2 months (% per year).
- r3
interest rate for a maturity of 3 months (% per year).
- r5
interest rate for a maturity of 5 months (% per year).
- r6
interest rate for a maturity of 6 months (% per year).
- r11
interest rate for a maturity of 11 months (% per year).
- r12
interest rate for a maturity of 12 months (% per year).
- r36
interest rate for a maturity of 36 months (% per year).
- r60
interest rate for a maturity of 60 months (% per year).
- r120
interest rate for a maturity of 120 months (% per year).
Source
McCulloch, J.H. and H.C. Kwon (1993) U.S. term structure data, 1947–1991, Ohio State Working Paper 93-6, Ohio State University, Columbus.
References
Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,