Swedish macroeconomic data (1980Q1–2005Q4) from Section 4.1 in Villani (2009)
Format
Villani2009
A multivariate time series object with 104 rows and 7 columns:
- delta y_f
foreign GDP growth
- pi_f
foreign CPI inflation
- i_f
foreign 3-month interest rate
- delta y
domestic GDP growth
- pi
domestic CPI inflation
- i
domestic 3-month interest rate
- q
level of the real exchange rate defined as \(q = s + p_f - p\), where \(p_f\) and \(p\) are the foreign and domestic CPI levels in logs and \(s\) is the log of the trade-weighted nominal exchange rate