The CITIBASE mnemonics for these variables are industrial production, IP; M2 money supply, FM2; CPI less shelter, PUXHS; yield on new issues of six-month Treasury bills, FYGM6; yield on prime sixmonth commercial paper, FYCP
; Fed funds rate, FYFF; civilian unemployment rate, LHUR.
All data are from Citibase and include industrial production (IP), the CPI less shelter (PUXHS), the secondary market rate on six-month treasury bills (FYGM6), the six-month prime commercial paper rate (FYCP
), M2 (FM2), and the federal funds rate (FYFF).
The rate on six month commercial paper (FYCP
) proxies the rate for MMMFs.