These are the extended Nelson-Plosser Data. The series are of various
lengths but all end in 1988. The data set contains the following series:
consumer price index, industrial production, nominal GNP, velocity,
employment, interest rate, nominal wages, GNP deflator, money stock,
real GNP, stock prices (S&P500), GNP per capita, real wages, unemployment.
Usage
data (NelPlo)
Arguments
format
14 macroeconomic time series: cpi, ip, gnp.nom,
vel, emp, int.rate, nom.wages,
gnp.def, money.stock, gnp.real,
stock.prices, gnp.capita, real.wages, and
unemp.
source
Journal of Business and Economic Statistics data archive
http://www.amstat.org/publications/jbes/
References
G. Koop and M. F. J. Steel (1994): A Decision-Theoretic Analysis of
the Unit-Root Hypothesis using Mixtures of Elliptical
Models. Journal of Business and Economic Statistics12, pp. 95-107.