Name:

Description:

monthly observations from 1950-2 to 1990-12

number of observations : 491

observation : country

country : United States

Variables:

A time series containing :

pai1

one-month inflation rate (in percent, annual rate)

pai3

three-month inflation rate (in percent, annual rate)

tb1

one-month T-bill rate (in percent, annual rate)

tb3

three-month T-bill rate (in percent, annual rate)

cpi

CPI for urban consumers, all items (the 1982-1984 average is set to 100)

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

Source

Mishkin, F. (1992) “Is the Fisher effect for real ?”, Journal of Monetary Economics, 30, 195-215.

References

Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 2, 176-184.

See Also

Index.Source, Index.Economics, Index.Econometrics, 

Index.Observations, Index.Time.Series

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