euro_area_indicators

<p>This data set gives thre quarterly time series of 
  real gross domestic product, M3 aggregate, M1 aggregate, 
  inflation rate (HICP), unemployment rate and long-term interest rate
  for the Euro Area from Q1,1999 to Q4,2017, according to the ECB Real Time
  DataBase (RTDB).</p>

datasets

Contains five functions performing the calculation of unconditional and conditional Granger-causality spectra, bootstrap inference on both, and inference on the difference between them via the bootstrap approach of Farne' and Montanari, 2018 <arXiv:1803.00374>.

Matteo Farne'

grangers

Inference on Granger-Causality in the Frequency Domain

euro_area_indicators function

<p>A matrix containing as columns six quarterly time series
	ranging from Q1,1999 to Q4,2017.</p>

euro_area_indicators: Six Euro Area Monetary Indicators

Description

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Details

References