policyrule {regsc}R Documentation

The Data for Estimating the Taylor's Rule

Description

Data for estimating the Taylor's Rule for the US monetary policy

Usage

data("policyrule")

Format

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.

Source

http://dx.doi.org/10.1016/j.jedc.2014.09.034

Examples

data(policyrule)
res = regsc(fedrate~inflation+gap,policyrule,date=policyrule$quarter)
summary(res)

[Package regsc version 0.3 Index]