Hayashi Source: Mishkin, F., 1992, "Is the Fisher Effect for Real?'Journal of Monetary Economics, 30, 195-215.
data('mishkin')
A data.frame with 491 observations on 7 variables:
year: year
month: month
inflation_1: one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
inflation_3: one month inflation rate, in percent, annualized. Uses a rental equivalence measure to incorporate residential housing
tbill_1: one month treasury bill rate, in percent, annualized
tbill_3: three month treasury bill rate, in percent, annualized
cpi: the consumer price index for urban consumers using all goods
https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical
A time series data set at monthly frequency of the one-month T-bill rate and the monthly inflation, stated in percent at annual rates.
Used in Section 11 of Chapter 2 and Empirical Exercise 1 of Chapter 2.
str(mishkin)#> Classes ‘tbl_df’, ‘tbl’ and 'data.frame': 491 obs. of 7 variables: #> $ year : num 1950 1950 1950 1950 1950 1950 1950 1950 1950 1950 ... #> $ month : num 2 3 4 5 6 7 8 9 10 11 ... #> $ inflation_1: num -3.55 5.25 1.69 5.06 6.72 ... #> $ inflation_3: num 1.13 4 4.49 7.82 9.43 ... #> $ tbill_1 : num 1.1 1.13 1.12 1.15 1.16 ... #> $ tbill_3 : num 1.13 1.14 1.14 1.18 1.17 ... #> $ cpi : num 23.5 23.6 23.6 23.7 23.8 24.1 24.3 24.4 24.6 24.7 ...