Intratesm {Ecdat}R Documentation

Interest Rates (monthly)

Description

monthly observations from 1955-1 to 2001-12

number of observations : 564

observation : country

country : United States

Usage

data(Intratesm)

Format

A time serie containing :

rff

the federal funds rate

rt1

the 1 year treasury bill rate

rt3

the 3 year treasury constant maturity rate

rt10

the 10 year treasury constant maturity rate

References

Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 13 and 14.

See Also

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

Index.Time.Series


[Package Ecdat version 0.1-6.1 Index]