urca: ECB – R documentation

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ECB

Macroeconomic data of the Euro Zone

This data set contains some macroeconomic figures of the Euro Zone in order to estimate an exemplary money demand function.

data(ecb)

A data frame containing five series.

`period`	Time index from Q31997 until Q42003.
`gdp.defl`	Gross Domestic Product Deflator,
	[Index 2000=100, seasonally adjusted]
`gdp.nom`	Nominal Gross Domestic Product,
	[Current prices, EUR billions, seasonally adjusted]
`m3`	Monetary Aggregate M3,
	[outstanding amount at end of quarter, EUR billions, seasonally adjusted]
`rl`	Benchmark Government Bond yield with a maturity of 10 years,
	[percentages per annum, average of last quarter's month].

Bernhard Pfaff

European Central Bank, Monthly Bulletins, Frankfurt am Main, Germany.

Unit Root and Cointegration Tests for Time Series Data

v1.3-0

GPL (>= 2)

Authors

Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]

Initial release

2016-09-06