Simulated monetary components and rates

SIMULATED monthly data, January 2005 to December 2024, shaped like the components of a broad money aggregate of a central bank: quantities (billions) and rates of return (percent a year) of eight components, and a benchmark rate. The numbers are not real; they are drawn by data-raw/make-data.R in the source package (rates as autoregressive processes that follow a policy-type rate, quantities as trending series that respond to the spread between their own rate and the benchmark) to show the methods.

Usage

money_sim

Format

A data frame with 240 rows and 18 columns:

Date

first day of the month (class Date).

x1

currency in circulation.

x2

demand deposits.

x3

savings deposits.

x4

time deposits up to 3 months.

x5

time deposits of 3 to 6 months.

x6

time deposits of 6 months to 1 year.

x7

time deposits over 1 year.

x8

foreign currency deposits.

r1

the own rate of x1 in percent (zero).

r2

the own rate of x2 in percent (zero).

r3

the own rate of x3 in percent.

r4

the own rate of x4 in percent.

r5

the own rate of x5 in percent.

r6

the own rate of x6 in percent.

r7

the own rate of x7 in percent.

r8

the own rate of x8 in percent.

rb

the benchmark rate in percent (a long bond yield), above every component rate.

Source

Simulated; see data-raw/make-data.R.

See also

Other dmai data: cpi_ch19

Examples

data(money_sim)
head(money_sim)
#>         Date      x1     x2      x3     x4     x5     x6     x7     x8 r1 r2
#> 1 2005-01-01 1235.89 902.17 1528.41 391.09 363.04 453.61 294.87 244.10  0  0
#> 2 2005-02-01 1227.77 929.38 1549.25 383.42 377.85 452.20 301.51 240.38  0  0
#> 3 2005-03-01 1248.90 947.40 1585.89 383.64 377.37 450.00 308.99 245.24  0  0
#> 4 2005-04-01 1243.45 947.19 1584.36 370.24 388.20 445.87 313.15 243.91  0  0
#> 5 2005-05-01 1231.78 945.22 1603.69 388.85 384.77 447.13 319.44 251.38  0  0
#> 6 2005-06-01 1221.64 963.80 1627.26 405.89 394.48 447.90 336.14 242.79  0  0
#>      r3    r4    r5    r6    r7    r8    rb
#> 1 3.500 5.500 6.000 6.500 7.200 1.500 9.500
#> 2 3.510 5.635 6.088 6.475 7.168 1.852 9.553
#> 3 3.165 5.258 5.661 5.932 6.850 1.663 9.028
#> 4 3.729 5.647 6.166 6.263 7.176 1.456 9.267
#> 5 3.070 5.075 5.469 5.883 6.858 1.642 9.127
#> 6 3.216 5.156 5.715 6.124 6.956 1.676 9.058