AER: USMacroSWM – R documentation

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USMacroSWM

Monthly US Macroeconomic Data (1947–2004, Stock & Watson)

Time series data on 4 US macroeconomic variables for 1947–2004.

data("USMacroSWM")

A monthly multiple time series from 1947(1) to 2004(4) with 4 variables.

production: index of industrial production.
oil: oil price shocks, starting 1948(1).
cpi: all-items consumer price index.
expenditure: personal consumption expenditures price deflator, starting 1959(1).

Online complements to Stock and Watson (2007).

Stock, J.H. and Watson, M.W. (2007). Introduction to Econometrics, 2nd ed. Boston: Addison Wesley.

data("USMacroSWM")
plot(USMacroSWM)

Applied Econometrics with R

v1.2-10

GPL-2 | GPL-3

Authors

Christian Kleiber [aut] (<https://orcid.org/0000-0002-6781-4733>), Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>)

Initial release

2022-06-13