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This data set contains some macroeconomic figures of the Euro Zone in order to estimate an exemplary money demand function.

Usage

data(ecb)

Format

A data frame containing five series.

periodTime index from Q31997 until Q42003.
gdp.deflGross Domestic Product Deflator,
[Index 2000=100, seasonally adjusted]
gdp.nomNominal Gross Domestic Product,
[Current prices, EUR billions, seasonally adjusted]
m3Monetary Aggregate M3,
[outstanding amount at end of quarter, EUR billions, seasonally adjusted]
rlBenchmark Government Bond yield with a maturity of 10 years,
[percentages per annum, average of last quarter's month].

Source

European Central Bank, Monthly Bulletins, Frankfurt am Main, Germany.

Author

Bernhard Pfaff