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Description
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Filename
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quarterly, seasonally adjusted, West German fixed
investment, disposable income, consumption
expenditures in billions of DM, 1960Q1-1982Q4;
source: Deutsche Bundesbank
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e1.dat
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quarterly, seasonally adjusted, U.S. fixed
investment (y1), change in business inventories
(y2), 1947Q1-1972Q4; source: U.S. Department of
Commerce, Bureau of Economic Analysis, The National
Income and Product Accounts of the United States,
1929-1974
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e2.dat
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quarterly, seasonally adjusted real U.S. money
(M1), GNP in 1982 Dollars, discount rate on 91-day
treasury bills (rd), yield on long term treasury
bonds (rb), 1954Q1-1987Q4; source: Business
Conditions Digest
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e3.dat
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quarterly, unadjusted, West German real per capita
disposable income, personal consumption
expenditures, 1960Q1-1987Q4; source: Deutsches
Institut fuer Wirtschaftsforschung, Berlin
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e4.dat
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monthly West German interest rate on 3-months loans
in the money market (i_short), yields on bonds
outstanding for total fixed interest securities
(i_long), 1960M1-1987M12; source: Deutsche
Bundesbank
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e5.dat
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U.S. time series for growth rate of output (DQ) and
civilian unemployment rate (U); source: Journal of
Applied Econometrics (JAE) data archive
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Blanchard-Quah.dat
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Canadian time series for labour productivity
(prod), employment (e), unemployment rate (U) and
real wages (rw); source: OECD database
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Canadian.dat
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chemical process data from D.W. Bacon & D.G.
Watts (1971), Estimating the transition between two
intersecting straight lines; source: Biometrika 58,
525-534.
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Chemical.dat
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seasonally adjusted, West Germany: consumption
expenditures in billions of DM, 1960.1-1982.4;
Source: Deutsche Bundesbank (see also Table E.1 of
Lütkepohl (1991))
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German_consumption.dat
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quarterly, seasonally unadjusted West German real
per capita disposable income, 1960.1-1987.4;
source: Deutsches Institut für
Wirtschaftsforschung (see also Table E.4 of
Lütkepohl (1991))
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German_income.dat
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quarterly, seasonally unadjusted nominal German
Gross National Product, 1975.1-1996.4 (West Germany
until 1990.2 all of Germany afterwards); source:
Deutsches Institut für Wirtschaftsforschung,
Volkswirtschaftliche Gesamtrechnung
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GermanGNP.dat
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sample: 1960.1 -- 1995.4, seasonally unadjusted
data West German data until 1990.2, all of Germany
aferwards, see file for more
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GermanM1System.dat
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sample: 1972.1 -- 1998.4 West German data until
1990.2, all of Germany aferwards, see file for more
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GermanMoneySystem.dat
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U.S. time series data: logarithm of real GDP (q), 3
month interbank interest rate (i), real monetary
base (m); source: Federal Reserve Economic Data
(FRED) database
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IS-LM.dat
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U.S. time series data: average weekly hours worked,
mfg (AWHours); source: The Conference Board (see
www.tcb.org), coded as BCI001
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NP_AWHours.dat
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German time series data: Returns (first differences
of logarithm) of the German XETRA DAX index,
multiplied by 100 source: Yahoo - Finanzen
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NP_xetradax_returns100.dat
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Polish prodictivity series: difference of log of
Industrial Production Index and employment
quarterly, seasonally adjusted, 1970.1-1998.4;
source: Polish Central Statistical Office
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Polish_productivity.dat
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Simulated data, SNAR4 process in Yang/Tschernig, ET
2002, 400 observations , generated with GENSTAPS.G
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SNAR4_jm.dat
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first differences of quarterly, seasonally adjusted
U.S. fixed investment 1947.2-1972.4; source: U.S.
Department of Commerce, Bureau of Economic
Analysis, The National Income and Product Accounts
of the United States, 1929-1974
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US_investment.dat
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sample: 1972.1 -- 1998.4 West German data until
1990.2, all of Germany aferwards R - nominal long
term interest rate (Umlaufsrendite); source:
Monatsberichte der Deutschen Bundesbank, quarterly
values are values of last month of quarter
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Umlaufsrendite.dat
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sample: 1972.2 -- 1998.4 West German data until
1990.2, all of Germany aferwards:
Dp - \Delta log gdp deflator; source: Deutsches
Institut für Wirtschaftsforschung,
Volkswirtschaftliche Gesamtrechnung
R - nominal long term interest rate
(Umlaufsrendite); source: Monatsberichte der
Deutschen Bundesbank, quarterly values are values
of last month of quarter
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interest-inflation.dat
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FX Rates: US/EURO YEN/US DM/US US/GB CAN/US;
08/31/1971-09/08/2006
(5-day week with NaNs
replaced with latest observation);
source: www.econstats.com
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exrate.dat
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