B3: West German Business Cycles 1955-1994

Description Usage Format Details Source References See Also Examples

Description

West German Business Cycles 1955-1994

Usage

1

Format

A data frame with 157 observations on the following 14 variables.

PHASEN

a factor with levels 1 (upswing), 2 (upper turning points), 3 (downswing), and 4 (lower turning points).

BSP91JW

GNP (y)

CP91JW

Private Consumption (y)

DEFRATE

Government deficit (percent of GNP)

EWAJW

Wage and salary earners (y)

EXIMRATE

Net exports as (percent of GNP)

GM1JW

Money supply M1 (y)

IAU91JW

Investment in equipment (y)

IB91JW

Investment in construction (y)

LSTKJW

Unit labor cost (y)

PBSPJW

GNP price deflator (y)

PCPJW

Consumer price index (y)

ZINSK

Short term interest rate (nominal)

ZINSLR

Long term interest rate (real)

where (y) stands for “yearly growth rates”.

Note that years and corresponding year quarters are given in the row names of the data frame, e.g. “1988,3” for the third quarter in 1988.

Details

The West German Business Cycles data (1955-1994) is analyzed by the project B3 of the SFB475 (Collaborative Research Centre “Reduction of Complexity for Multivariate Data Structures”), supported by the Deutsche Forschungsgemeinschaft.

Source

RWI (Rheinisch Westfälisches Institut für Wirtschaftsforschung), Essen, Germany.

References

Heilemann, U. and Münch, H.J. (1996): West German Business Cycles 1963-1994: A Multivariate Discriminant Analysis. CIRET–Conference in Singapore, CIRET–Studien 50.

See Also

For benchmarking on this data see also benchB3

Examples

1
2

klaR documentation built on March 19, 2018, 5:03 p.m.