R: Nelson & Plosser original data set

nporg {urca} | R Documentation

## Nelson \& Plosser original data set

### Description

This data set contains the fourteen U.S. economic time series used by Nelson \& Plosser in their seminal paper.

### Usage

    data(nporg)

### Format

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]

### Author(s)

Bernhard Pfaff

### Source

Nelson, C.R. and Plosser, C.I. (1982), Trends and Random Walks in Macroeconomic Time Series, Journal of Monetary Economics, 10, 139–162.

### References

http://korora.econ.yale.edu/phillips/index.htm

[Package urca version 1.3-0 Index]