Mishkin                package:Ecdat                R Documentation

_I_n_f_l_a_t_i_o_n _a_n_d _I_n_t_e_r_e_s_t _R_a_t_e_s

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

     monthly observations from 1950-2 to 1990-12

     _number of observations_ :  491

     _observation_ :  country

     _country_ :  United States

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

     data(Mishkin)

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

     A time serie containing :

     _p_a_i_1 one-mounth inflation rate (in percent, annual rate)

     _p_a_i_3 three-mounth inflation rate (in percent, annual rate)

     _t_b_1 one-mounth T-bill rate (in percent, annual rate)

     _t_b_3 three-mounth T-bill rate (in percent, annual rate)

     _c_p_i CPI for urban consumers, all items (the 1982-1984 average is
          set to 100)

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

     Mishkin, F. (1992) "Is the Fisher effect for real ?", _Journal of
     Monetary Economics _, *30*, 195-215.

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

     Hayashi, F. (2000) _Econometrics_, Princeton University Press,
     <URL:
     http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm>,
     chapter 2, 176-184.

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

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

