R: Nelson-Plosser Macroeconomic Time Series

NelPlo {tseries} | R Documentation

## Nelson–Plosser Macroeconomic Time Series

### Description

These are the extended Nelson-Plosser Data.

### Usage

    data(NelPlo)

### Format

14 macroeconomic time series: `cpi`, `ip`, `gnp.nom`, `vel`, `emp`, `int.rate`, `nom.wages`, `gnp.def`, `money.stock`, `gnp.real`, `stock.prices`, `gnp.capita`, `real.wages`, and `unemp` and the joint series `NelPlo`.

### Details

The series are of various lengths but all end in 1988. The data set contains the following series: consumer price index, industrial production, nominal GNP, velocity, employment, interest rate, nominal wages, GNP deflator, money stock, real GNP, stock prices (S&P500), GNP per capita, real wages, unemployment.

### Source

Journal of Business and Economic Statistics data archive http://www.amstat.org/publications/jbes/

### References

G. Koop and M. F. J. Steel (1994): A Decision-Theoretic Analysis of the Unit-Root Hypothesis using Mixtures of Elliptical Models. Journal of Business and Economic Statistics, 12, 95–107.

[Package tseries version 0.10-47 Index]