ita_macro

The data set contains yearly, time series for 
Italian log GDP, log foreign direct investment, and log exports, from 1970 to 2020.
Obtained from the World Bank Database.

datasets

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Gianmarco Vacca

bootCT

Bootstrapping the ARDL Tests for Cointegration

ita_macro function

A data frame with 51 rows and 4 variables:<dl>
 <dt>YEAR</dt>
<dd>From 1970 to 2020</dd> <dt>LEXP</dt>
<dd>log Exports (Adjusted for DGP deflator)</dd> <dt>LFI</dt>
<dd>log Foreign Direct Investment (Adjusted for DGP deflator)</dd> <dt>LGDP</dt>
<dd>log GDP</dd>
</dl>

Format

Export, Foreign Investment and GDP dataset. — ita_macro

A data frame with 51 rows and 4 variables:<dl>
 <dt>YEAR</dt>
<dd>From 1970 to 2020</dd>

 <dt>LEXP</dt>
<dd>log Exports (Adjusted for DGP deflator)</dd>

 <dt>LFI</dt>
<dd>log Foreign Direct Investment (Adjusted for DGP deflator)</dd>

 <dt>LGDP</dt>
<dd>log GDP</dd>


</dl>

ita_macro: Export, Foreign Investment and GDP dataset.

Description

Usage

Arguments

Format