macro

macro contains monthly observations from 1967M1 to 2025M7 for the unemployment rate (the dependent variable), IC (Initial Claims of unemployment insurance), inflation rate (seasonal growth rate of CPI), industrial growth (seasonal growth rate of the industrial production index).r

datasets

data-sets

Procedures include Phillips (1995) FMVAR <doi:10.2307/2171721>, Kitamura and Phillips (1997) FMGMM <doi:10.1016/S0304-4076(97)00004-3>, Park (1992) CCR <doi:10.2307/2951679>, and so on. Tests with 1 or 2 structural breaks include Gregory and Hansen (1996) <doi:10.1016/0304-4076(69)41685-7>, Zivot and Andrews (1992) <doi:10.2307/1391541>, and Kurozumi (2002) <doi:10.1016/S0304-4076(01)00106-3>.

Ho Tsung-wu

COINT

Unit Root Tests with Structural Breaks and Fully-Modified
Estimators

data-sets function

macro contains monthly observations from 1967M1 to 2025M7 for the unemployment rate (the dependent variable), IC (Initial Claims of unemployment insurance), inflation rate (seasonal growth rate of CPI), industrial growth (seasonal growth rate of the industrial production index).r

data-sets: Macroeconomic Time Series Data Sets, 1967M1-2025M7

Description

Usage

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