R: Canada: Macroeconomic time series

Canada {vars} | R Documentation

## Canada: Macroeconomic time series

### Description

The original time series are published by the OECD. The sample range is from the 1stQ 1980 until 4thQ 2000. The following series have been utilised in the construction of the series provided in `Canada`:
Main Economic Indicators:

Canadian unemployment rate in % | 444113DSA
Canadian manufacturing real wage | 444321KSA
Canadian consumer price index | 445241K

Quarterly National Accounts:

Canadian nominal GDP | CAN1008S1

Labour Force Statistics:

Canadian civil employment in 1000 persons | 445005DSA

The series in `Canada` are constructed as:

`prod` := | 100*(ln(CAN1008S1/445241K)-ln(445005DSA))
`e` := | 100*ln(445005DSA)
`U` := | 444113DSA
`rw` := | 100*ln(100*444321KSA)

Hence, `prod` is used as a measure of labour productivity; `e` is used for employment; `U` is the unemployment rate and `rw` assigns the real wage.

### Usage

    Canada

### Format

An object with class attributes `mts` and `ts` containing four variables with 84 observations.

### Source

OECD: http://www.oecd.org; data set is available for download at http://www.jmulti.org/data_atse.html, the official homepage of JMULTI is www.jmulti.com.

[Package vars version 1.5-3 Index]