The dataset contains quarterly, seasonally unadjusted time series for German long-term interest and inflation rates from 1972Q2 to 1998Q4. It was produced from file E6 of the datasets associated with L<U+00FC>tkepohl (2007). Raw data are available at http://www.jmulti.de/download/datasets/e6.dat and were originally obtained from Deutsche Bundesbank and Deutsches Institut f<U+00FC>r Wirtschaftsforschung.
data("e6")A named time-series object with 107 rows and 2 variables:
nominal long-term interest rate (Umlaufsrendite).
\(\Delta\) log of GDP deflator.
The data cover West Germany until 1990Q2 and all of Germany aferwards. The values refer to the last month of a quarter.
L<U+00FC>tkepohl, H. (2007). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.