Intratesq               package:Ecdat               R Documentation

_I_n_t_e_r_e_s_t _R_a_t_e_s (_q_u_a_r_t_e_r_l_y)

_D_e_s_c_r_i_p_t_i_o_n:

     quarterly observations from 1955-1 to 2001-4

     _number of observations_ :  188

     _observation_ :  country

     _country_ :  United States

_U_s_a_g_e:

     data(Intratesq)

_F_o_r_m_a_t:

     A time serie containing :

     _r_f_f the federal funds rate

     _r_t_1 the 1 year treasury bill rate

     _r_t_3 the 3 year treasury constant maturity rate

     _r_t_1_0 the 10 year treasury constant maturity rate

_R_e_f_e_r_e_n_c_e_s:

     Davidson, R.  and  James G.  MacKinnon (2004) _Econometric Theory
     and Methods_, New York, Oxford University Press, <URL:
     http://www.econ.queensu.ca/ETM/>, chapter 13.

_S_e_e _A_l_s_o:

     'Index.Books', 'Index.Economics', 'Index.Econometrics',
     'Index.Observations', 'Index.Time.Series'

