Mpyr                  package:Ecdat                  R Documentation

_M_o_n_e_y, _N_a_t_i_o_n_a_l _P_r_o_d_u_c_t _a_n_d _I_n_t_e_r_e_s_t _R_a_t_e

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

     annual observations from 1900 to 1989

     _number of observations_ :  90

     _observation_ :  country

     _country_ :  United States

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

     data(Mpyr)

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

     A time serie containing :

     _m natural log of M1

     _p natural log of the net national product price deflator

     _y natural log of the net national product

     _r the commercial paper rate in percent at an annual rate

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

     Stock, J.  and  M.  Watson (1999) "Testing for common trends",
     _Journal of the American Statistical Association _, *83*,
     1097-1107.

_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 10, 665-667.

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

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

