Data set for the United Kingdom

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Description

This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

Usage

1

Format

A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.

consl The log of total real consumption in the U.K.
incl The log of real disposable income in the U.K.

Author(s)

Bernhard Pfaff

Source

Journal of Applied Econometrics Data Archive http://qed.econ.queensu.ca/jae/

References

Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

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