AER (version 1.2-9)

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).

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

# NOT RUN {
data("USMacroSWM")
plot(USMacroSWM)
# }

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