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SciencesPo (version 1.02.12)

mishkin92: Mishkin's (1992) Data

Description

Data from the Frederic S. Mishkin (1992) paper Is the Fisher Effect for real?.

  • year Year
  • mon a numeric vector
  • inf1mo a numeric vector
  • inf3mo a numeric vector
  • tbill1mo a numeric vector
  • tbill3mo a numeric vector
  • cpiu a numeric vector
  • quote a numeric vector

Usage

data(mishkin92)

Arguments

format

A data frame with 491 observations on the following 8 variables.

source

Hayashi, F. (2000). Econometrics. Princeton. New Jersey, USA: Princeton University. http://fmwww.bc.edu/ec-p/data/Hayashi/

References

Mishkin, F. S. (1992) Is the Fisher effect for real?: A reexamination of the relationship between inflation and interest rates. Journal of Monetary Economics, 30(2), 195--215.