

NelPlo(tseries)                              R Documentation

_N_e_l_s_o_n_-_P_l_o_s_s_e_r _M_a_c_r_o_e_c_o_n_o_m_i_c _T_i_m_e _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n_:

     These are the extended Nelson-Plosser Data. The series
     are of various lengths but all end in 1988. The data
     set contains the following series: consumer price
     index, industrial production, nominal GNP, velocity,
     employment, interest rate, nominal wages, GNP deflator,
     money stock, real GNP, stock prices (S&P500), GNP per
     capita, real wages, unemployment.

_U_s_a_g_e_:

     data (NelPlo)

_F_o_r_m_a_t_:

     14 macroeconomic time series: `cpi', `ip', `gnp.nom',
     `vel', `emp', `int.rate', `nom.wages', `gnp.def',
     `money.stock', `gnp.real', `stock.prices',
     `gnp.capita', `real.wages', and `unemp'.

_S_o_u_r_c_e_:

     Journal of Business and Economic Statistics data
     archive <URL: http://www.amstat.org/publications/jbes/>

_R_e_f_e_r_e_n_c_e_s_:

     G. Koop and M. F. J. Steel (1994): A Decision-Theoretic
     Analysis of the Unit-Root Hypothesis using Mixtures of
     Elliptical Models. Journal of Business and Economic
     Statistics 12, pp. 95-107.

