NT2022: The UK earnings equation data from Natsiopoulos and Tzeremes...
In ARDL: ARDL, ECM and Bounds-Test for Cointegration

NT2022

R Documentation

The UK earnings equation data from Natsiopoulos and Tzeremes (2022)

Description

This data set contains the series used by Natsiopoulos and Tzeremes (2022) for re-estimating the UK earnings equation. The clean format of the data retrieved from the Data Archive of Natsiopoulos and Tzeremes (2022).

Usage

NT2022

Format

A time-series object with 196 rows and 9 variables. Time period from 1971:Q1 until 2019:Q4.

time: time variable
w: real wage
Prod: labor productivity
UR: unemployment rate
Wedge: wedge effect
Union: union power
D7475: income policies 1974:Q1-1975:Q4
D7579: income policies 1975:Q1-1979:Q4
UnionR: union membership

Details

An object of class "zooreg" "zoo".

Source

http://qed.econ.queensu.ca/jae/datasets/natsiopoulos001/

References

Kleanthis Natsiopoulos and Nickolaos G. Tzeremes, (2022), "ARDL bounds test for Cointegration: Replicating the Pesaran et al. (2001) Results for the UK Earnings Equation Using R", Journal of Applied Econometrics, 37, 5, 1079–1090. \Sexpr[results=rd]{tools:::Rd_expr_doi("10.1002/jae.2919")}

ARDL documentation built on Aug. 21, 2023, 9:10 a.m.