USmacro {bcVAR}R Documentation

US: Macroeconomic Time Series

Description

US macroeconomic data for log of U.S. real GNP, the corresponding GNP deflator in logs and the federal funds rate, averaged by quarter. The sample range is from the 4thQ 1954 until 4thQ 2007. The dataset is also used in Kilian, L., and Lütkepohl, H. (2017).

Usage

data("USmacro", package = "bcVAR")

Format

A data frame containing three time series variables with 213 observations from the 4thQ 1954 until 4thQ 2007.

drgdp

Log of U.S. real GNP.

irate

GNP deflator in logs.

infl

Federal funds rate, averaged by quarter.

Source

Data originally provided by FRED (https://fred.stlouisfed.org/).

Examples

data("USmacro", package = "bcVAR")

plot.ts(USmacro)

[Package bcVAR version 0.1-0 Index]