policyrule {regsc} | R Documentation |
Data for estimating the Taylor's Rule for the US monetary policy
data("policyrule")
A data frame with 200 observations on the following 4 variables.
quarter
a factor of dates, in the form of YYYYQQ.
fedrate
a numeric vector, the federal funds rate.
inflation
a numeric vector, the inflation rate.
gap
a numeric vector, the GDP gap.
http://dx.doi.org/10.1016/j.jedc.2014.09.034
data(policyrule) res = regsc(fedrate~inflation+gap,policyrule,date=policyrule$quarter) summary(res)