RealInt

0th

Percentile

US Ex-post Real Interest Rate data, 1961(1):1986(3)

US ex-post real interest rate: the three-month treasury bill deflated by the CPI inflation rate.

Keywords
datasets
Usage
RealInt
Format

A quarterly time series from 1961(1) to 1986(3).

References

  1. J. Bai and P. Perron (2003), Computation and Analysis of Multiple Structural Change Models, Journal of Applied Econometrics, 18, 1-22. http://qed.econ.queensu.ca/jae/2003-v18.1/bai-perron/.

  2. Achim Zeileis, Friedrich Leisch, Kurt Hornik, Christian Kleiber (2002), strucchange: An R Package for Testing for Structural Change in Linear Regression Models, Journal of Statistical Software, 7(2), 1--38. http://www.jstatsoft.org/v07/i02/.

Aliases
  • RealInt
Examples
# NOT RUN {
 
demo(RealInt)

# }
Documentation reproduced from package bcp, version 4.0.3, License: GPL (>= 2)

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