Speculative activity, monetary policy and commodity prices

The dataset consists of key macroeconomic indicators sourced from the OECD and the FRED. Data on the thirteen commodities, which are classified as energy commodities (crude oil and heating oil), precious metal commodities (gold, silver, platinum, palladium and copper), agricultural commodities (wheat, sugar, soybeans, coffee and cocoa) or textile commodities (cotton) are not included in these dataset as they are not publicly available and restrictions apply. All data are monthly and span the period 1986:1 to 2018:7.

本数据集收录了取自经济合作与发展组织（Organisation for Economic Co-operation and Development，OECD）与美联储经济数据库（Federal Reserve Economic Data，FRED）的核心宏观经济指标。原计划纳入的13种大宗商品数据未被包含在本数据集内，该类商品被划分为能源大宗商品（原油与取暖油）、贵金属大宗商品（黄金、白银、铂金、钯金与铜）、农业大宗商品（小麦、食糖、大豆、咖啡与可可）以及纺织大宗商品（棉花），因相关数据未对外公开且存在使用限制。所有数据均为月度频率，时间跨度为1986年第1期至2018年第7期。