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.

本数据集涵盖采集自经济合作与发展组织（OECD）与联邦储备经济数据（Federal Reserve Economic Data，FRED）的核心宏观经济指标。共计13种大宗商品的相关数据未被纳入本数据集，这些大宗商品被划分为能源商品（原油与取暖油）、贵金属商品（黄金、白银、铂、钯与铜）、农产品（小麦、食糖、大豆、咖啡与可可）以及纺织品类商品（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1月至2018年7月。