e6

0th

Percentile

German interest and inflation rate data

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.

Keywords
datasets
Usage
data("e6")
Details

The data cover West Germany until 1990Q2 and all of Germany aferwards. The values refer to the last month of a quarter.

Format

A named time-series object with 107 rows and 2 variables:

R

nominal long-term interest rate (Umlaufsrendite).

Dp

\(\Delta\) log of GDP deflator.

References

L<U+00FC>tkepohl, H. (2007). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.

Aliases
  • e6
Documentation reproduced from package bvartools, version 0.0.1, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.