dataLabourMarket: dataLabourMarket
In sboriss/trySignRestrictions: trySignRestrictions
Description
Usage
Format
Details
Source
Examples
Description
The data are used in Baumeister, C. and J. D. Hamilton (2015)
Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information,
Econometrica 83(5), 1963-1999.
Usage
1
data("dataLabourMarket")
Format
A data frame with 261 observations on the following 22 variables.
wa numeric vector
na numeric vector
datea Date
consta numeric vector
w_DLna numeric vector
n_DLna numeric vector
w_DLn_L1a numeric vector
w_DLn_L2a numeric vector
w_DLn_L3a numeric vector
w_DLn_L4a numeric vector
w_DLn_L5a numeric vector
w_DLn_L6a numeric vector
w_DLn_L7a numeric vector
w_DLn_L8a numeric vector
n_DLn_L1a numeric vector
n_DLn_L2a numeric vector
n_DLn_L3a numeric vector
n_DLn_L4a numeric vector
n_DLn_L5a numeric vector
n_DLn_L6a numeric vector
n_DLn_L7a numeric vector
n_DLn_L8a numeric vector
Details
Vintages were downloaded in August, 2014 from FRED
wNonfarm Business Sector: Real Compensation Per Hour (COMPRNFB)
nAll Employees: Total Nonfarm Payrolls (PAYEMS)
Growth rates are expressed as 100 times the natural log of the level time series.
Source
Data were downloaded from the MATLAB file 'labor_data.mat' available at the home page of
Christiane Baumeister.
Examples
1
2
data(dataLabourMarket)
## maybe str(dataLabourMarket) ; plot(dataLabourMarket) ...
sboriss/trySignRestrictions documentation built on May 14, 2019, 1:57 a.m.
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Description Usage Format Details Source Examples
Description
The data are used in Baumeister, C. and J. D. Hamilton (2015) Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information, Econometrica 83(5), 1963-1999.
Usage
1 | data("dataLabourMarket")
|
Format
A data frame with 261 observations on the following 22 variables.
wa numeric vector
na numeric vector
datea Date
consta numeric vector
w_DLna numeric vector
n_DLna numeric vector
w_DLn_L1a numeric vector
w_DLn_L2a numeric vector
w_DLn_L3a numeric vector
w_DLn_L4a numeric vector
w_DLn_L5a numeric vector
w_DLn_L6a numeric vector
w_DLn_L7a numeric vector
w_DLn_L8a numeric vector
n_DLn_L1a numeric vector
n_DLn_L2a numeric vector
n_DLn_L3a numeric vector
n_DLn_L4a numeric vector
n_DLn_L5a numeric vector
n_DLn_L6a numeric vector
n_DLn_L7a numeric vector
n_DLn_L8a numeric vector
Details
Vintages were downloaded in August, 2014 from FRED
wNonfarm Business Sector: Real Compensation Per Hour (COMPRNFB)
nAll Employees: Total Nonfarm Payrolls (PAYEMS)
Growth rates are expressed as 100 times the natural log of the level time series.
Source
Data were downloaded from the MATLAB file 'labor_data.mat' available at the home page of Christiane Baumeister.
Examples
1 2 | data(dataLabourMarket)
## maybe str(dataLabourMarket) ; plot(dataLabourMarket) ...
|
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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