gdpdef

A dataset containing a quarterly U.S. time series with two components:
the percentage change of real GDP and the percentage change of GDP implicit price deflator,
covering the period from 1959Q1 - 2019Q4.

datasets

Penalized and non-penalized maximum likelihood estimation of smooth
transition vector autoregressive models with various types of transition weight
functions, conditional distributions, and identification methods. Constrained
estimation with various types of constraints is available. Residual based
model diagnostics, forecasting, simulations, and calculation of impulse
response functions, generalized impulse response functions, and generalized
forecast error variance decompositions. See
Heather Anderson, Farshid Vahid (1998) <doi:10.1016/S0304-4076(97)00076-6>,
Helmut Lütkepohl, Aleksei Netšunajev (2017) <doi:10.1016/j.jedc.2017.09.001>,
Markku Lanne, Savi Virolainen (2025) <doi:10.48550/arXiv.2403.14216>,
Savi Virolainen (2025) <doi:10.48550/arXiv.2404.19707>.

Savi Virolainen

sstvars

Toolkit for Reduced Form and Structural Smooth Transition Vector
Autoregressive Models

gdpdef function

A numeric matrix of class <code>'ts'</code> with 244 rows and 2 columns with one time series in each column:<dl>
 <dt>First column (GDP):</dt>
<dd>The quarterly percent change of real U.S. GDP, from 1959Q1 to 2019Q4, <a href="https://fred.stlouisfed.org/series/GDPC1">https://fred.stlouisfed.org/series/GDPC1</a>.</dd> <dt>Second column (GDPDEF):</dt>
<dd>The quarterly percent change of U.S. GDP implicit price deflator, from 1959Q1 to 2019Q4, <a href="https://fred.stlouisfed.org/series/GDPDEF">https://fred.stlouisfed.org/series/GDPDEF</a>.</dd>
</dl>

Format

U.S. real GDP percent change and GDP implicit price deflator percent change. — gdpdef

A numeric matrix of class <code>'ts'</code> with 244 rows and 2 columns with one time series in each column:<dl>
 <dt>First column (GDP):</dt>
<dd>The quarterly percent change of real U.S. GDP, from 1959Q1 to 2019Q4, <a href='https://fred.stlouisfed.org/series/GDPC1'>https://fred.stlouisfed.org/series/GDPC1</a>.</dd>

 <dt>Second column (GDPDEF):</dt>
<dd>The quarterly percent change of U.S. GDP implicit price deflator, from 1959Q1 to 2019Q4, <a href='https://fred.stlouisfed.org/series/GDPDEF'>https://fred.stlouisfed.org/series/GDPDEF</a>.</dd>


</dl>

gdpdef: U.S. real GDP percent change and GDP implicit price deflator percent change.

Description

Usage

Arguments

Format