money_demand

A data frame of quarterly indicators useful for modeling the demand for money
in the United States. Data go from the first quarter of 1960 to the third
quarter of 2024.

datasets

These are tools that allow users to do time series diagnostics, primarily
tests of unit root, by way of simulation. While there is nothing necessarily
wrong with the received wisdom of critical values generated decades ago,
simulation provides its own perks. Not only is simulation broadly informative
as to what these various test statistics do and what are their plausible
values, simulation provides more flexibility for assessing unit root by way
of different thresholds or different hypothesized distributions.

Steve Miller

sTSD

Simulate Time Series Diagnostics

Steven Miller

money_demand function

A data frame with 259 observations on the following 6 variables.<dl>
<dt><code>date</code></dt>
<dd>a date</dd><dt><code>m1</code></dt>
<dd>so-called 'narrow' money (M1) in supply, in billions, not seasonally adjusted</dd><dt><code>m2</code></dt>
<dd>monetary supply (M2), in billions, not seasonally adjusted</dd><dt><code>gnpdef</code></dt>
<dd>an implicit price deflator for gross national product (index, 2017 = 100)</dd><dt><code>ffer</code></dt>
<dd>the federal funds effective rate</dd><dt><code>rgnp</code></dt>
<dd>real gross national product (in 2017 dollars)</dd><dt><code>pcepi</code></dt>
<dd>the chain-type price index (index, 2017 == 100)</dd>
</dl>

Format

Quarterly Money Demand in the United States — money_demand

A data frame with 259 observations on the following 6 variables.<dl>
<dt><code>date</code></dt>
<dd>a date</dd>

<dt><code>m1</code></dt>
<dd>so-called 'narrow' money (M1) in supply, in billions, not seasonally adjusted</dd>

<dt><code>m2</code></dt>
<dd>monetary supply (M2), in billions, not seasonally adjusted</dd>

<dt><code>gnpdef</code></dt>
<dd>an implicit price deflator for gross national product (index, 2017 = 100)</dd>

<dt><code>ffer</code></dt>
<dd>the federal funds effective rate</dd>

<dt><code>rgnp</code></dt>
<dd>real gross national product (in 2017 dollars)</dd>

<dt><code>pcepi</code></dt>
<dd>the chain-type price index (index, 2017 == 100)</dd>


</dl>

money_demand: Quarterly Money Demand in the United States

Description

Usage

Arguments

Format

Details