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urca (version 1.3-4)

nporg: Nelson and Plosser original data set

Description

This data set contains the fourteen U.S. economic time series used by Nelson and Plosser in their seminal paper.

Usage

data(nporg)

Arguments

Format

A data frame containing fourteen series.

yearTime index from 1860 until 1970.
gnp.rReal GNP,
[Billions of 1958 Dollars], [1909 -- 1970]
gnp.nNominal GNP,
[Millions of Current Dollars], [1909 -- 1970]
gnp.pcReal Per Capita GNP,
[1958 Dollars], [1909 -- 1970]
ipIndustrial Production Index,
[1967 = 100], [1860 -- 1970]
empTotal Employment,
[Thousands], [1890 -- 1970]
urTotal Unemployment Rate,
[Percent], [1890 -- 1970]
gnp.pGNP Deflator,
[1958 = 100], [1889 -- 1970]
cpiConsumer Price Index,
[1967 = 100], [1860 -- 1970]
wg.nNominal Wages
(Average annual earnings per full-time employee in manufacturing),
[current Dollars], [1900 -- 1970]
wg.rReal Wages,
[Nominal wages/CPI], [1900 -- 1970]
MMoney Stock (M2),
[Billions of Dollars, annual averages], [1889 -- 1970]
velVelocity of Money,
[1869 -- 1970]
bndBond Yield (Basic Yields of 30-year corporate bonds),
[Percent per annum], [1900 -- 1970]
spStock Prices,
[Index; 1941 -- 43 = 100], [1871 -- 1970]

Author

Bernhard Pfaff

References

http://korora.econ.yale.edu/phillips/index.htm