AER (version 1.2-4)

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). http://wps.aw.com/aw_stock_ie_2/0,12040,3332253-,00.html

References

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

See Also

StockWatson2007, USMacroSW, USMacroSWQ, USMacroB, USMacroG

Examples

data("USMacroSWM")
plot(USMacroSWM)