urca: Raotbl6 – R documentation

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Raotbl6

Data set used by Yash P. Mehra (1994)

Description

This data set contains quarterly data for the U.S.A. in Yash P. Mehra's article: “Wage Growth and the Inflation Process: An Empirical Approach" for his wage-price equations.

Usage

data(Raotbl6)

Format

A data frame with quarterly data from 1959:1 until 1989:3.

`rgnp`	Real GNP.
`pgnp`	Potential real GNP.
`ulc`	Unit labor cost.
`gdfco`	Fixed weight deflator for personal consumption expenditure excluding food and energy.
`gdf`	Fixed weight GNP deflator.
`gdfim`	Fixed weight import deflator.
`gdfcf`	Fixed weight deflator for food in personal consumption expenditure.
`gdfce`	Fixed weight deflator for energy in personal consumption expenditure.

Further details about the data can be found in the data appendix of Rao, “Cointegration for the Applied Economist".

Author(s)

Bernhard Pfaff

Source

Yash P. Mehra (1994), Wage Growth and the Inflation Process: An Empirical Approach, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 5, Data Appendix, Table D.6.

urca

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