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Koop and Korobilis (2010) dataset

Source: R/data.R
KoopKorobilis2010.Rd

Quarterly US macroeconomic data (1953Q1-2006Q3) from Koop and Korobilis (2010)

Usage

KoopKorobilis2010

Format

KoopKorobilis2010

A multivariate time series object with 215 rows and 3 columns:

delta pi

inflation rate (annual percentage change in a chain-weighted GDP price index)

u

unemployment rate (seasonally adjusted civilian unemployment rate, all civilian workers aged 16 years or older)

r

interest rate (yield on the three-month Treasury bill rate)

Source

Koop, G. and Korobilis, D. (2010). Bayesian multivariate time series methods for empirical macroeconomics. Foundations and Trends in Econometrics, 3(4), pp. 267-358.