mishkin.Rd

% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/mishkin.R
\docType{data}
\name{mishkin}
\alias{mishkin}
\title{T-Bill and Inflation Rates in the United States.}
\format{A data.frame with 491 observations on 7 variables:
\itemize{
 \item \strong{year:} year
 \item \strong{month:} month
 \item \strong{inflation_1:} one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
 \item \strong{inflation_3:} one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
 \item \strong{tbill_1:} one month treasury bill rate, in percent, annualized
 \item \strong{tbill_3:} three month treasury bill rate, in percent, annualized
 \item \strong{cpi:} the consumer price index for urban consumers using all goods
}}
\source{
\url{https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical}
}
\usage{
data('mishkin')
}
\description{
Hayashi Source: Mishkin, F., 1992, "Is the Fisher Effect for Real?'Journal of Monetary Economics, 30, 195-215.
}
\details{
A time series data set at monthly frequency of the one-month T-bill rate and the monthly inflation, stated in percent at annual rates.
}
\section{Notes}{
 Used in Section 11 of Chapter 2 and Empirical Exercise 1 of Chapter 2.
}

\examples{
 str(mishkin)
}
\keyword{datasets}