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NPORG

Nelson \& Plosser original data set

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

data(nporg)

A data frame containing fourteen series.

`year`	Time index from 1860 until 1970.
`gnp.r`	Real GNP,
	[Billions of 1958 Dollars], [1909 -- 1970]
`gnp.n`	Nominal GNP,
	[Millions of Current Dollars], [1909 -- 1970]
`gnp.pc`	Real Per Capita GNP,
	[1958 Dollars], [1909 -- 1970]
`ip`	Industrial Production Index,
	[1967 = 100], [1860 -- 1970]
`emp`	Total Employment,
	[Thousands], [1890 -- 1970]
`ur`	Total Unemployment Rate,
	[Percent], [1890 -- 1970]
`gnp.p`	GNP Deflator,
	[1958 = 100], [1889 -- 1970]
`cpi`	Consumer Price Index,
	[1967 = 100], [1860 -- 1970]
`wg.n`	Nominal Wages
	(Average annual earnings per full-time employee in manufacturing),
	[current Dollars], [1900 -- 1970]
`wg.r`	Real Wages,
	[Nominal wages/CPI], [1900 -- 1970]
`M`	Money Stock (M2),
	[Billions of Dollars, annual averages], [1889 -- 1970]
`vel`	Velocity of Money,
	[1869 -- 1970]
`bnd`	Bond Yield (Basic Yields of 30-year corporate bonds),
	[Percent per annum], [1900 -- 1970]
`sp`	Stock Prices,
	[Index; 1941 -- 43 = 100], [1871 -- 1970]

Bernhard Pfaff

Nelson, C.R. and Plosser, C.I. (1982), Trends and Random Walks in Macroeconomic Time Series, Journal of Monetary Economics, 10, 139–162.

Unit Root and Cointegration Tests for Time Series Data

v1.3-0

GPL (>= 2)

Authors

Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]

Initial release

2016-09-06