These are the extended Nelson-Plosser Data.
data(NelPlo)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 and the joint series NelPlo.
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.
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, 95--107. tools:::Rd_expr_doi("10.1080/07350015.1994.10509993").