Instructional dataset, Accompanying Econometric Analysis of Financial Time Series, Terence C. Mills, Cambridge University Press, 2d ed. (c) 2000 Datasets also accessible in ASCII from http://www.lboro.ac.uk/departments/ec/cup Includes the variables: RSQ: 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q4 (176 observations); R20Q: Yield on 20 Year UK Gilts, quarterly, 1952Q1 to 1995Q4; RSQREAL: Real 91 day Treasury Bill rate, quarterly, 1952Q1 to 1995Q3 (175 observations)
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Length: Date of creation: 2000 Date of revision: Handle: RePEc:boc:bocins:rsq-20-r
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