nkpc: New Keynesian Phillips curve data
In mbreaks: Estimation and Inference for Structural Breaks in Linear Regression Models
nkpc R Documentation
New Keynesian Phillips curve data
Description
Data set from inflation and other macroeconomic variables
Usage
nkpc
Format
## 'nkpc'
A data frame with 151 rows and 12 columns:
- year
Current period year
- quarter
Quarter in current period year
- inf
Inflation rate
- inflag
Inflation rate in previous period
- inffut
Expected inflation rate, taken as value of inflation rate of next period
- ygap
Productivity output gap
- lbs
- lbslag
- spreadlag
- dwlag
- dcplag
Source
Perron, P. and Yamamoto, Y., 2015. "Using ols to estimate and test for structural changes in models with endogenous regressors." Journal of Applied Econometrics 30, 119–144.
mbreaks documentation built on April 3, 2025, 7:38 p.m.
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| nkpc | R Documentation |
New Keynesian Phillips curve data
Description
Data set from inflation and other macroeconomic variables
Usage
nkpc
Format
## 'nkpc' A data frame with 151 rows and 12 columns:
- year
Current period year
- quarter
Quarter in current period year
- inf
Inflation rate
- inflag
Inflation rate in previous period
- inffut
Expected inflation rate, taken as value of inflation rate of next period
- ygap
Productivity output gap
- lbs
- lbslag
- spreadlag
- dwlag
- dcplag
Source
Perron, P. and Yamamoto, Y., 2015. "Using ols to estimate and test for structural changes in models with endogenous regressors." Journal of Applied Econometrics 30, 119–144.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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