nkpc

Data set from inflation and other macroeconomic variables

datasets

Functions provide comprehensive treatments for estimating, inferring, testing and model selecting in linear regression models with structural breaks. The tests, estimation methods, inference and information criteria implemented are discussed in Bai and Perron (1998) "Estimating and Testing Linear Models with Multiple Structural Changes" <doi:10.2307/2998540>.

Linh Nguyen

mbreaks

Estimation and Inference for Structural Breaks in Linear
Regression Models

Yohei Yamamoto

Pierre Perron

nkpc function

<div class="section" id="nkpc">
<h3><code>nkpc</code></h3>
A data frame with 151 rows and 12 columns:<dl>
<dt>year</dt>
<dd>Current period year</dd><dt>quarter</dt>
<dd>Quarter in current period year</dd><dt>inf</dt>
<dd>Inflation rate</dd><dt>inflag</dt>
<dd>Inflation rate in previous period</dd><dt>inffut</dt>
<dd>Expected inflation rate, taken as value of inflation rate of next period</dd><dt>ygap</dt>
<dd>Productivity output gap</dd><dt>lbs</dt>
<dd></dd><dt>lbslag</dt>
<dd></dd><dt>spreadlag</dt>
<dd></dd><dt>dwlag</dt>
<dd></dd><dt>dcplag</dt>
<dd></dd>
</dl></div>

Format

New Keynesian Phillips curve data — nkpc

<div class='section' id='nkpc'>
<h3><code>nkpc</code></h3>


A data frame with 151 rows and 12 columns:<dl>
<dt>year</dt>
<dd>Current period year</dd>

<dt>quarter</dt>
<dd>Quarter in current period year</dd>

<dt>inf</dt>
<dd>Inflation rate</dd>

<dt>inflag</dt>
<dd>Inflation rate in previous period</dd>

<dt>inffut</dt>
<dd>Expected inflation rate, taken as value of inflation rate of next period</dd>

<dt>ygap</dt>
<dd>Productivity output gap</dd>

<dt>lbs</dt>
<dd></dd>

<dt>lbslag</dt>
<dd></dd>

<dt>spreadlag</dt>
<dd></dd>

<dt>dwlag</dt>
<dd></dd>

<dt>dcplag</dt>
<dd></dd>


</dl>

</div>

nkpc: New Keynesian Phillips curve data

Description

Usage

Arguments

Format

`nkpc`