Description

Time series of observed and expected price changes in British manufacturing.

Usage

Format

A quarterly multiple time series from 1972(1) to 1985(2) with 2 variables.

actual

Actual inflation.

expected

Expected inflation.

Source

Online complements to Greene (2003), Table F8.1.

https://pages.stern.nyu.edu/~wgreene/Text/tables/tablelist5.htm

References

Greene, W.H. (2003). Econometric Analysis, 5th edition. Upper Saddle River, NJ: Prentice Hall.

Pesaran, M.H., and Hall, A.D. (1988). Tests of Non-nested Linear Regression Models Subject To Linear Restrictions. Economics Letters, 27, 341–348.

See Also

Greene2003

Examples