ecb {urca} | R Documentation |
This data set contains some macroeconomic figures of the Euro Zone in order to estimate an exemplary money demand function.
data(ecb)
A data frame containing five series.
period | Time index from Q31997 until Q42003. |
gdp.defl | Gross Domestic Product Deflator, |
[Index 2000=100, seasonally adjusted] | |
gdp.nom | Nominal Gross Domestic Product, |
[Current prices, EUR billions, seasonally adjusted] | |
m3 | Monetary Aggregate M3, |
[outstanding amount at end of quarter, EUR billions, seasonally adjusted] | |
rl | Benchmark Government Bond yield with a maturity of 10 years, |
[percentages per annum, average of last quarter's month]. |
Bernhard Pfaff
European Central Bank, Monthly Bulletins, Frankfurt am Main, Germany.