Name:

Description:

annual observations from 1900 to 1989

number of observations : 90

observation : country

country : United States

Variables:

A time series 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

Link To Google Sheets:

Rows:

Columns:

Files:

License Type:

References/Notes/Attributions:

Source

Stock, J. and M. Watson (1999) “Testing for common trends”, Journal of the American Statistical Association, 83, 1097-1107.

References

Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 10, 665-667.

See Also

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

Index.Observations, Index.Time.Series

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