data.macro: Macroeconomic Data from Germany

In desk: Didactic Econometrics Starter Kit

Macroeconomic Data from Germany

Description

This is a (time series) data set on macroeconomic data from Germany covering 129 consecutive quarters (Q1 1990 – Q1 2023).

Usage

data.macro

Format

A data frame with 129 observations on the following seven variables:

quarter	identifies the time period in combination with year.
year	identifies the time period in combination with quarter.
consump	private consumption in the observed quarter.
invest	gross investment in the observed quarter.
gov	government expenditure in the observed quarter.
netex	net exports (exports - imports) in the observed quarter.
gdp	gross domestic product in the observed quarter.

Details

These National Accounts data are measured in real quantities (billions of chained 2015 Euros) and are calendar and seasonally-adjusted (method: X13 JDemetra+). Theoretically, private consumption, gross investment, government expenditure, and net exports should exactly sum up to the gross domestic product. However, in practice, there are often some minor discrepancies in the data. As a result, for didactical purposes, we calculated gross investment as residuals rather than using the actual data.

Source

Imported from Federal Statistical Office of Germany, data ID: 81000-0020.

References

Auer, L.v., Hoffmann, S. & Kranz, T. (2023): Ökonometrie - Das R-Arbeitsbuch, 2nd ed., Springer-Gabler (https://www.oekonometrie-lernen.de).

desk documentation built on May 29, 2024, 6:05 a.m.