Macrodat                package:Ecdat                R Documentation

_M_a_c_r_o_e_c_o_n_o_m_i_c _T_i_m_e _S_e_r_i_e_s _f_o_r _t_h_e _U_n_i_t_e_d _S_t_a_t_e_s

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

     quarterly observations from 1959-1 to 2000-4

     _number of observations_ :  168

     _observation_ :  country

     _country_ :  United States

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

     data(Macrodat)

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

     A time serie containing :

     _l_h_u_r unemployment Rate (Average of Months in Quarter)       

     _p_u_n_e_w CPI   (Average of Months in Quarter)       

     _f_y_f_f federal Funds Interest Rate (Last Month in Quarter)       

     _f_y_g_m_3 3 Month Treasury Bill Interest Rate (Last Month in Quarter)                 

     _f_y_g_t_1 1 Year Treasury Bond Interest Rate (Last Month in Quarter)                 

     _e_x_r_u_k dollar / Pound Exchange Rate (Last Month in Quarter)       

     _g_d_p_j_p real GDP for Japan       

_S_o_u_r_c_e:

     Bureau of Labor Statistics, OECD, Federal Reserve.

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

     Stock, James H.  and  Mark W.  Watson (2003) _Introduction to
     Econometrics_, Addison-Wesley Educational Publishers, <URL:
     http://wps.aw.com/aw_stockwatsn_economtrcs_1>.

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

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

