us macro quarterly description

Stock and Watson’s Introduction to Econometrics, 3 rd Updated Edition Documentation for USMacro_Quarterly These are quarterly data on several macroeconomic variables from 1957:Q1 – 2013:Q4. All data series are from the Federal Reserve Economic Data (FRED) database maintained by the Federal Reserve Bank of St. Louis. You can find updates for these data series there. Variable Name Description GDPC96 Real Gross Domestic Product JAPAN_IP Production of Total Industry in Japan (FRED series name is JPNPROINDQISMEI) PCECTPI Personal Consumption Expenditures: Chain-type Price Index GS10 10-Year Treasury Constant Maturity Rate (Quarterly Average of Monthly Values) GS1 1-Year Treasury Constant Maturity Rate (Quarterly Average of Monthly Values) TB3MS 3-Month Treasury Bill: Secondary Market Rate (Quarterly Average of Monthly Values) UNRATE Civilian Unemployment Rate (Quarterly Average of Monthly Values) EXUSUK U.S. / U.K. Foreign Exchange Rate (Quarterly Average of Daily Values) CPIAUCSL Consumer Price Index for All Urban Consumers: All Items (Quarterly Average of Monthly Values)

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Stock and Watson’s Introduction to Econometrics, 3rd Updated Edition

Documentation for USMacro_Quarterly

These are quarterly data on several macroeconomic variables from 1957:Q1 – 2013:Q4. All data series are from the Federal Reserve Economic Data (FRED) database maintained by the Federal Reserve Bank of St. Louis. You can find updates for these data series there.

Variable Name

Description

GDPC96 Real Gross Domestic Product JAPAN_IP Production of Total Industry in Japan (FRED series name is JPNPROINDQISMEI) PCECTPI Personal Consumption Expenditures: Chain-type Price Index

GS10 10-Year Treasury Constant Maturity Rate (Quarterly Average of Monthly Values) GS1 1-Year Treasury Constant Maturity Rate (Quarterly Average of Monthly Values)

TB3MS 3-Month Treasury Bill: Secondary Market Rate (Quarterly Average of Monthly Values) UNRATE Civilian Unemployment Rate (Quarterly Average of Monthly Values) EXUSUK U.S. / U.K. Foreign Exchange Rate (Quarterly Average of Daily Values)

CPIAUCSL Consumer Price Index for All Urban Consumers: All Items (Quarterly Average of Monthly Values)

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