e6 {bvartools}

German interest and inflation rate data

Description

The data set contains quarterly, seasonally unadjusted time series for German long-term interest and inflation rates from 1972Q2 to 1998Q4. It was produced from file E6 of the data sets associated with Lütkepohl (2007). Raw data are available at http://www.jmulti.de/download/datasets/e6.dat and were originally obtained from Deutsche Bundesbank and Deutsches Institut für Wirtschaftsforschung.

Usage

data("e6")

Format

A named time-series object with 107 rows and 2 variables:

R

nominal long-term interest rate (Umlaufsrendite).

Dp

\Delta log of GDP deflator.

Details

The data cover West Germany until 1990Q2 and all of Germany aferwards. The values refer to the last month of a quarter.

References

Lütkepohl, H. (2006). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.