Abstract:
Instructional dataset, accompanying Econometrics, Fumio Hayashi, Princeton University Press, (c) 2000 Datasets also accessible in ASCII from http://www.e.u-tokyo.ac.jp/~hayashi/datasets.htm Data from the R. Mishkin paper "Is the Fisher Effect for real?", J. Monetary Econ., 30, 195-215, 1992. 491 monthly observations. Internally documented.
More papers in Instructional Stata datasets for econometrics from Boston College Department of Economics Address: Boston College, 140 Commonwealth Avenue, Chestnut Hill MA 02467 USA Contact information at EDIRC. Series data maintained by Christopher F Baum ().