NPORG function

Nelson and Plosser original data set

Nelson and Plosser original data set

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

latin1

data(nporg)

Format

A data frame containing fourteen series.

yearTime index from 1860 until 1970.
gnp.rReal GNP,
[Billions of 1958 Dollars], [1909 -- 1970]
gnp.nNominal GNP,
[Millions of Current Dollars], [1909 -- 1970]
gnp.pcReal Per Capita GNP,
[1958 Dollars], [1909 -- 1970]
ipIndustrial Production Index,
[1967 = 100], [1860 -- 1970]
empTotal Employment,
[Thousands], [1890 -- 1970]
urTotal Unemployment Rate,
[Percent], [1890 -- 1970]
gnp.pGNP Deflator,
[1958 = 100], [1889 -- 1970]
cpiConsumer Price Index,
[1967 = 100], [1860 -- 1970]
wg.nNominal Wages
(Average annual earnings per full-time employee in manufacturing),
[current Dollars], [1900 -- 1970]
wg.rReal Wages,
[Nominal wages/CPI], [1900 -- 1970]
MMoney Stock (M2),
[Billions of Dollars, annual averages], [1889 -- 1970]
velVelocity of Money,
[1869 -- 1970]
bndBond Yield (Basic Yields of 30-year corporate bonds),
[Percent per annum], [1900 -- 1970]
spStock Prices,
[Index; 1941 -- 43 = 100], [1871 -- 1970]

Source

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

References

http://korora.econ.yale.edu/phillips/index.htm

Author(s)

Bernhard Pfaff

  • Maintainer: Bernhard Pfaff
  • License: GPL (>= 2)
  • Last published: 2024-05-27

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