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money.txt
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The files money contain quarterly data on a number of series
for the United states from January 1954 to December 1994 (T=164).
The data are of subset of the data used by Hoffman and Rasche
(JAE, 1996). The following variables are available:
quarter m infl cpr y tbr
Variable labels:
quarter: quarter of observation (yyyyqq)
m: log of real M1 money stock
infl: quaterly inflation rate (change in log prices), % per year
cpr: commercial paper rate, % per year
y: log real GDP (in billions of 1987 dollars)
tbr: treasury bill rate
Summary statistics:
Variable | Obs Mean Std. Dev. Min Max
---------+-----------------------------------------------------
quarter | 164 197402.5 1186.84 195401 199404
m | 164 4.280384 2.566663 -1.334622 11.89142
infl | 164 6.415489 .1332901 6.275268 6.814227
cpr | 164 8.045429 .3472754 7.413609 8.600394
y | 164 6.266484 3.074548 1.31 16.21333
tbr | 164 5.592974 2.938574 .814333 15.08733