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USMacroSWM

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


Description

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

Usage

data("USMacroSWM")

Format

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).

Source

Online complements to Stock and Watson (2007).

References

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

See Also

Examples

data("USMacroSWM")
plot(USMacroSWM)

AER

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

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