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\name{nporg}
\docType{data}
\alias{nporg}
\encoding{latin1}
\title{Nelson and Plosser original data set}
\description{
This data set contains the fourteen U.S. economic time series used by
Nelson and Plosser in their seminal paper.
}
\usage{data(nporg)}
\format{
A data frame containing fourteen series.
\tabular{rl}{
\code{year} \tab Time index from 1860 until 1970. \cr
\code{gnp.r} \tab Real GNP, \cr
\tab [Billions of 1958 Dollars], [1909 -- 1970] \cr
\code{gnp.n} \tab Nominal GNP, \cr
\tab [Millions of Current Dollars], [1909 -- 1970] \cr
\code{gnp.pc} \tab Real Per Capita GNP, \cr
\tab [1958 Dollars], [1909 -- 1970] \cr
\code{ip} \tab Industrial Production Index, \cr
\tab [1967 = 100], [1860 -- 1970] \cr
\code{emp} \tab Total Employment, \cr
\tab [Thousands], [1890 -- 1970] \cr
\code{ur} \tab Total Unemployment Rate, \cr
\tab [Percent], [1890 -- 1970] \cr
\code{gnp.p} \tab GNP Deflator, \cr
\tab [1958 = 100], [1889 -- 1970] \cr
\code{cpi} \tab Consumer Price Index, \cr
\tab [1967 = 100], [1860 -- 1970] \cr
\code{wg.n} \tab Nominal Wages \cr
\tab (Average annual earnings per full-time employee in manufacturing), \cr
\tab [current Dollars], [1900 -- 1970] \cr
\code{wg.r} \tab Real Wages, \cr
\tab [Nominal wages/CPI], [1900 -- 1970] \cr
\code{M} \tab Money Stock (M2), \cr
\tab [Billions of Dollars, annual averages], [1889 -- 1970] \cr
\code{vel} \tab Velocity of Money, \cr
\tab [1869 -- 1970] \cr
\code{bnd} \tab Bond Yield (Basic Yields of 30-year
corporate bonds), \cr
\tab [Percent per annum], [1900 -- 1970] \cr
\code{sp} \tab Stock Prices, \cr
\tab [Index; 1941 -- 43 = 100], [1871 -- 1970] \cr
}
}
\source{
Nelson, C.R. and Plosser, C.I. (1982), Trends and Random Walks in
Macroeconomic Time Series, \emph{Journal of Monetary Economics},
\bold{10}, 139--162.
}
\references{
\url{http://korora.econ.yale.edu/phillips/index.htm}
}
\author{Bernhard Pfaff}
\keyword{datasets}
\concept{data set Nelson Plosser macroeconomic variables}
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