gdp: US Real GDP Growth Data

In QR.break: Structural Breaks in Quantile Regression

US Real GDP Growth Data

Description

This dataset contains quarterly real GDP growth rates in the US from 1947 Q4 to 2009 Q2. It is used in Oka and Qu (2011) to examine whether and where distributional breaks occur in US GDP.

Usage

data(gdp)

Format

A data frame with four variables:

• yq A character vector representing the year and quarter (e.g., "1947 Q2").

• gdp A numeric vector of real GDP growth rates (annualized by multiplying by 4).

• lag1 A numeric vector representing the first-order lagged value of gdp.

• lag2 A numeric vector representing the second-order lagged value of gdp.

References

Oka, T. and Z. Qu (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248–267.

Examples

data(gdp)
names(gdp)
summary(gdp)

QR.break documentation built on June 8, 2025, 1:53 p.m.