| 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 series 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, chapter 12 and 14.
See Also
Index.Source, Index.Economics, Index.Econometrics, Index.Observations,