bvartools (version 0.0.1)

e1: West German economic time series data

Description

The dataset contains quarterly, seasonally adjusted time series for West German fixed investment, disposable income, and consumption expenditures in billions of DM from 1960Q1 to 1982Q4. It was produced from file E1 of the datasets associated with L<U+00FC>tkepohl (2007). Raw data are available at http://www.jmulti.de/download/datasets/e1.dat and were originally obtained from Deutsche Bundesbank.

Usage

data("e1")

Arguments

Format

A named time-series object with 92 rows and 3 variables:

invest

fixed investment.

income

disposable income.

cons

consumption expenditures.

References

L<U+00FC>tkepohl, H. (2007). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.