nporg              package:urca              R Documentation(latin1)

_N_e_l_s_o_n & _P_l_o_s_s_e_r _o_r_i_g_i_n_a_l _d_a_t_a _s_e_t

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

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

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

     data(nporg)

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

     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]

_A_u_t_h_o_r(_s):

     Bernhard Pfaff

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

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

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

     <URL: http://korora.econ.yale.edu/phillips/index.htm>

