add ADRR oil data #2

R/data.R

@@ -0,0 +1,21 @@
+#' @title A 3-variable oil price data, from 1971 to 2016
+#'
+#' @description A system used to identify the oil shocks.
+#'
+#' @usage data(oil)
+#'
+#' @format A matrix and a \code{ts} object with time series of over five hundred observations on 3 variables:
+#' \describe{
+#'   \item{opg}{monthly growth rate of global oil production}
+#'   \item{eai}{monthly index of real economic activity}
+#'   \item{rop}{monthly real oil price}
+#' }
+#'
+#' The series are as described by Antolín-Díaz & Rubio-Ramírez (2018) in section IV-A.
+#'
+#' @references
+#' Antolín-Díaz & Rubio-Ramírez (2018) Narrative Sign Restrictions for SVARs, American Economic Review, 108(10), 2802-29, <doi:10.1257/aer.20161852>.
+#'
+#' @source
+#' Replication package, \url{https://www.aeaweb.org/articles?id=10.1257/aer.20161852}
+"oil"