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vars (version 1.1-9)

Canada: Canada: Macroeconomic time series

Description

The original time series are published by the OECD. The sample range is from the 1stQ 1980 until 4thQ 2000. The following series have been utilised in the construction of the series provided in Canada: Main Economic Indicators: ll{ Canadian unemployment rate in % 444113DSA Canadian manufacturing real wage 444321KSA Canadian consumer price index 445241K } Quarterly National Accounts: ll{ Canadian nominal GDP CAN1008S1 } Labour Force Statistics: ll{ Canadian civil employment in 1000 persons 445005DSA } The series in Canada are constructed as: rl{ prod := 100*(ln(CAN1008S1/445241K)-ln(445005DSA)) e := 100*ln(445005DSA) U := 444113DSA rw := 100*ln(100*444321KSA) } Hence, prod is used as a measure of labour productivity; e is used for employment; U is the unemployment rate and rw assigns the real wage.

Usage

Canada

Arguments

format

A data frame containing four variables with 84 observations.

source

OECD: http://www.oecd.org; data set is available for download at http://www.jmulti.org/data_atse.html, the official homepage of JMULTI is www.jmulti.com.