Raotbl6


  This data set contains quarterly data for the U.S.A. in Yash
  P. Mehra's article: ``Wage Growth and the Inflation Process: An
  Empirical Approach" for his wage-price equations. 


datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Raotbl6 function

A data frame with quarterly data from 1959:1 until 1989:3. <table><tr><td>
    <code>rgnp</code> </td>
</tr><tr><td> Real GNP. </td>
</tr><tr><td>
    <code>pgnp</code> </td>
</tr><tr><td> Potential real GNP. </td>
</tr><tr><td>
    <code>ulc</code> </td>
</tr><tr><td> Unit labor cost. </td>
</tr><tr><td>
    <code>gdfco</code> </td>
</tr><tr><td> Fixed weight deflator for personal consumption
    expenditure excluding food and energy.</td>
</tr><tr><td>
    <code>gdf</code> </td>
</tr><tr><td> Fixed weight GNP deflator. </td>
</tr><tr><td>
    <code>gdfim</code> </td>
</tr><tr><td> Fixed weight import deflator. </td>
</tr><tr><td>
    <code>gdfcf</code> </td>
</tr><tr><td> Fixed weight deflator for food in personal consumption
    expenditure.  </td>
</tr></table> Further details about the data can be found in the data appendix of
  Rao, ``Cointegration for the Applied Economist". 

Format

Yash P. Mehra (1994), Wage Growth and the Inflation Process: An
  Empirical Approach, in:  Cointegration for the Applied Economist,
  ed. B. Bhaskara Rao, chapter 5, Data Appendix, Table D.6.

Raotbl6: Data set used by Yash P. Mehra (1994)

Description

Usage

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Format

Source