Macroeconomic Time Series for the United States
quarterly observations from 1959-1 to 2000-4
number of observations : 168
observation : country
country : United States
data(Macrodat)
A time series containing :
unemployment rate (average of months in quarter)
CPI (Average of Months in Quarter)
federal funds interest rate (last month in quarter)
3 month treasury bill interest rate (last month in quarter)
1 year treasury bond interest rate (last month in quarter)
dollar / Pound exchange rate (last month in quarter)
real GDP for Japan
Bureau of Labor Statistics, OECD, Federal Reserve.
Stock, James H. and Mark W. Watson (2003) Introduction to Econometrics, Addison-Wesley Educational Publishers, chapter 12 and 14.
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