e6 {bvartools}R Documentation

German interest and inflation rate data

Description

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 Lütkepohl (2007). Raw data are available at http://www.jmulti.de/download/datasets/e6.dat and were originally obtained from Deutsche Bundesbank and Deutsches Institut für Wirtschaftsforschung.

Usage

data("e6")

Format

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

R

nominal long-term interest rate (Umlaufsrendite).

Dp

Δ log of GDP deflator.

Details

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

References

Lütkepohl, H. (2007). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.


[Package bvartools version 0.0.2 Index]