Raotbl6: Data set used by Yash P. Mehra (1994)

In urca: Unit Root and Cointegration Tests for Time Series Data

Data set used by Yash P. Mehra (1994)

Description

This data set contains quarterly data for the U.S.A. in Yash P. Mehra's article: “Wage Growth and the Inflation Process: An Empirical Approach" for his wage-price equations.

Usage

data(Raotbl6)

Format

A data frame with quarterly data from 1959:1 until 1989:3.

rgnp	Real GNP.
pgnp	Potential real GNP.
ulc	Unit labor cost.
gdfco	Fixed weight deflator for personal consumption expenditure excluding food and energy.
gdf	Fixed weight GNP deflator.
gdfim	Fixed weight import deflator.
gdfcf	Fixed weight deflator for food in personal consumption expenditure.
gdfce	Fixed weight deflator for energy in personal consumption expenditure.

Further details about the data can be found in the data appendix of Rao, “Cointegration for the Applied Economist".

Author(s)

Bernhard Pfaff

Source

Yash P. Mehra (1994), Wage Growth and the Inflation Process: An Empirical Approach, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 5, Data Appendix, Table D.6.

urca documentation built on May 29, 2024, 5:36 a.m.