| nporg {urca} | R Documentation |
This data set contains the fourteen U.S. economic time series used by Nelson \& Plosser in their seminal paper.
data(nporg)
A data frame containing fourteen series.
year | Time index from 1860 until 1970. |
gnp.r | Real GNP, |
| [Billions of 1958 Dollars], [1909 -- 1970] | |
gnp.n | Nominal GNP, |
| [Millions of Current Dollars], [1909 -- 1970] | |
gnp.pc | Real Per Capita GNP, |
| [1958 Dollars], [1909 -- 1970] | |
ip | Industrial Production Index, |
| [1967 = 100], [1860 -- 1970] | |
emp | Total Employment, |
| [Thousands], [1890 -- 1970] | |
ur | Total Unemployment Rate, |
| [Percent], [1890 -- 1970] | |
gnp.p | GNP Deflator, |
| [1958 = 100], [1889 -- 1970] | |
cpi | Consumer Price Index, |
| [1967 = 100], [1860 -- 1970] | |
wg.n | Nominal Wages |
| (Average annual earnings per full-time employee in manufacturing), | |
| [current Dollars], [1900 -- 1970] | |
wg.r | Real Wages, |
| [Nominal wages/CPI], [1900 -- 1970] | |
M | Money Stock (M2), |
| [Billions of Dollars, annual averages], [1889 -- 1970] | |
vel | Velocity of Money, |
| [1869 -- 1970] | |
bnd | Bond Yield (Basic Yields of 30-year corporate bonds), |
| [Percent per annum], [1900 -- 1970] | |
sp | Stock Prices, |
| [Index; 1941 -- 43 = 100], [1871 -- 1970] | |
Bernhard Pfaff
Nelson, C.R. and Plosser, C.I. (1982), Trends and Random Walks in Macroeconomic Time Series, Journal of Monetary Economics, 10, 139–162.
http://korora.econ.yale.edu/phillips/index.htm