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urca (version 1.3-4)

npext: Nelson and Plosser extended data set

Description

This data set contains the fourteen U.S. economic time series used by Schotman and Dijk. All series are transformed by taking logarithms except for the bond yield. The sample period ends in 1988.

Usage

data(npext)

Arguments

Format

A data frame containing fourteen series.

yearTime index from 1860 until 1988.
realgnpReal GNP, [Billions of 1958 Dollars],
[1909 -- 1988]
nomgnpNominal GNP,
[Millions of Current Dollars], [1909 -- 1988]
gnppercaReal Per Capita GNP,
[1958 Dollars], [1909 -- 1988]
indprodIndustrial Production Index,
[1967 = 100], [1860 -- 1988]
employmtTotal Employment,
[Thousands], [1890 -- 1988]
unemployTotal Unemployment Rate,
[Percent], [1890 -- 1988]
gnpdeflGNP Deflator,
[1958 = 100], [1889 -- 1988]
cpiConsumer Price Index,
[1967 = 100], [1860 -- 1988]
wagesNominal Wages
(Average annual earnings per full-time employee in manufacturing),
[current Dollars], [1900 -- 1988]
realwagReal Wages,
[Nominal wages/CPI], [1900 -- 1988]
MMoney Stock (M2),
[Billions of Dollars, annual averages], [1889 -- 1988]
velocityVelocity of Money,
[1869 -- 1988]
interestBond Yield (Basic Yields of 30-year corporate bonds),
[Percent per annum], [1900 -- 1988]
sp500Stock Prices,
[Index; 1941 -- 43 = 100], [1871 -- 1988]

Author

Bernhard Pfaff

References

https://www.amstat.org