A multivariate quarterly time series from 1960(1) to 1977(3) with variables
VST
value of stocks,
MB
monetary base,
RTPD
dollar rent on producer durables,
RTPS
dollar rent on producer structures,
XBC
production capacity for business output.
Source
The data was originally studied by Woglom (1981), the data set is given
in
Krämer and Sonnberger (1986).
References
G. Woglom (1981),
A Reexamination of the Role of Stocks in the Consumption Function and the
Transmission Mechanism.
Journal of Money, Credit and Banking13, 215–220
W. Krämer & H. Sonnberger (1986),
The Linear Regression Model Under Test. Heidelberg: Physica