Name:

Description:

quarterly observations from 1954–01 to 1994–12

number of observations : 164

country : United States

Variables:

A time series containing :

m

log of real M1 money stock

infl

quarterly inflation rate (change in log prices), % per year

cpr

commercial paper rate, % per year

y

log real GDP (in billions of 1987 dollars)

tbr

treasury bill rate

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

Source

Hoffman, D.L. and R.H. Rasche (1996) “Assessing forecast performance in a cointegrated system”, Journal of Applied Econometrics, 11, 495–517.

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 9.

Journal of Applied Econometrics data archive : http://qed.econ.queensu.ca/jae/.

See Also

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

Index.Observations, Index.Time.Series

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