Quarterly Macroeconomic Time Series Data Set

Description

This data set contains the macroeconomic time series used in the book Franses (1996).

Usage

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      data("mcmisc")
   

Format

An .rda file which stores a list with objects of class ts.

Details

Available time series: (Each corresponding label in the list object appears in quotes.)

  • "usaipi": Total Industrial Production Index for the United States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic Indicators. Remark: (1985=100).

  • "canun": Unemployment in Canada. Sample: 1960.1 - 1987.4. Source: OECD Main Economic Indicators. Remark: measured in 1000 persons.

  • "gergnp": Real GNP in Germany. Sample: 1960.1 - 1990.4. Source: Wolters (1992, p.424, note 4).

  • "ukinvest": Table DA.3.4: Real Total Investment in the United Kindom. Sample: 1955.1 - 1988.4. Source: Osborn (1990).

  • "usaipisa": Total Industrial Production Index for the United States. Sample: 1960.1 - 1991.4. Source: OECD Main Economic Indicators. Remark: (1985=100), Seasonally Adjusted.

  • "canunsa": Unemployment in Canada. Sample: 1960.1 - 1987.4. Source: OECD Main Economic Indicators. Remark: Seasonally Adjusted.

  • "gergnpsa": Real GNP in Germany. Sample: 1960.1 - 1990.4. Source: Wolters (1992, p.424, note 4). Remark: Seasonally Adjusted.

  • "ukgdp": United Kingdom gross domestic product. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukcons": United Kingdom total consumption. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukndcons": United Kindom nondurables consumption. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukexp": United Kindom exports of goods and services. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukimp": United Kindom imports of goods and services. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukpinvest": United Kindom public investment. Sample: 1962.1 - 1988.4. Source: Osborn (1990). Remark: at 1985 prices.

  • "ukwf": United Kindom workforce. Sample: 1955.1 - 1988.4. Source: Osborn (1990). Remark: consisting of workforce in employment and unemployment.

  • "swndcpc": Real per capita non-durables consumption in Sweden. Sample: 1963.1 - 1988.1. Source: Assarsson (1991). Remark: measured in logs.

  • "swdipc": Real per capita disposable income in Sweden. Sample: 1963.1 - 1988.1. Source: Assarsson (1991). Remark: measured in logs.

Source

P.H. Franses's homepage: http://www.few.eur.nl/few/people/franses/.

References

P.H. Franses: Periodicity and Stochastic Trends in Economic Time Series (Oxford University Press, 1996).

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