NelPlo                package:tseries                R Documentation

_N_e_l_s_o_n-_P_l_o_s_s_e_r _M_a_c_r_o_e_c_o_n_o_m_i_c _T_i_m_e _S_e_r_i_e_s

_D_e_s_c_r_i_p_t_i_o_n:

     These are the extended Nelson-Plosser Data.

_U_s_a_g_e:

     data (NelPlo)

_F_o_r_m_a_t:

     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'.

_D_e_t_a_i_l_s:

     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.

_S_o_u_r_c_e:

     Journal of Business and Economic Statistics data archive <URL:
     http://www.amstat.org/publications/jbes/>

_R_e_f_e_r_e_n_c_e_s:

     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, pp. 95-107.

