mcmisc                 package:uroot                 R Documentation

_Q_u_a_r_t_e_r_l_y _M_a_c_r_o_e_c_o_n_o_m_i_c _T_i_m_e _S_e_r_i_e_s _D_a_t_a _S_e_t

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

     This data set contains the macroeconomic time series used in the
     book Franses (1996).

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

           data("mcmisc")
        

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

     An .rda file which stores a list with objects of class 'ts'.

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

     Available time series: (Each corresponding label in the list
     object appears in quotes.)

        *  "usaipi": Total Industrial Production Index for the United
           States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic
           Indicators. Remark: (1985=100).

        *  "canun": Unemployment in Canada. Sample: 1960.1 - 1987.4.
           Source: OECD Main Economic Indicators. Remark: measured in
           1000 persons.

        *  "gergnp": Real GNP in Germany. Sample: 1960.1 - 1990.4.
           Source: Wolters (1992, p.424, note 4).

        *  "ukinvest": Table DA.3.4: Real Total Investment in the
           United Kindom. Sample: 1955.1 - 1988.4. Source: Osborn
           (1990).

        *  "usaipisa": Total Industrial Production Index for the United
           States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic
           Indicators. Remark: (1985=100), Seasonally Adjusted.

        *  "canunsa": Unemployment in Canada. Sample: 1960.1 - 1987.4.
           Source: OECD Main Economic Indicators. Remark: Seasonally
           Adjusted.

        *  "gergnpsa": Real GNP in Germany. Sample: 1960.1 - 1990.4.
           Source: Wolters (1992, p.424, note 4). Remark: Seasonally
           Adjusted.

        *  "ukgdp": United Kingdom gross domestic product. Sample:
           1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985
           prices.

        *  "ukcons": United Kingdom total consumption. Sample: 1955.1 -
           1988.4. Source: Osborn (1990). Remark: at 1985 prices.

        *  "ukndcons": United Kindom nondurables consumption. Sample:
           1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985
           prices.

        *  "ukexp": United Kindom exports of goods and services.
           Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at
           1985 prices.

        *  "ukimp": United Kindom imports of goods and services.
           Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at
           1985 prices.

        *  "ukpinvest": United Kindom public investment. Sample: 1962.1
           - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

        *  "ukwf": United Kindom workforce. Sample: 1955.1 - 1988.4.
           Source: Osborn (1990). Remark: consisting of workforce in
           employment and unemployment.

        *  "swndcpc": Real per capita non-durables consumption in
           Sweden. Sample: 1963.1 - 1988.1. Source: Assarsson (1991).
           Remark: measured in logs.

        *  "swdipc": Real per capita disposable income in Sweden.
           Sample: 1963.1 - 1988.1. Source: Assarsson (1991). Remark:
           measured in logs.

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

     P.H. Franses's homepage: <URL:
     http://www.few.eur.nl/few/people/franses/>.

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

     P.H. Franses: Periodicity and Stochastic Trends in Economic Time
     Series (Oxford University Press, 1996).

