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,

Index.Time.Series


[Package Ecdat version 0.4-2 Index]