This data set contains the time series used by Pierre Perron in his
article: ”Trend, Unit Root and Structural Change in Macroeconomic
Time Series".
Usage
data(Raotbl5)
Format
A data frame on real aggregate output for various countries; annual
data starting in 1870 until 1986.
ita
Italy.
nor
Norway.
swe
Sweden.
ukg
United Kingdom.
usa
United States of America.
For further details about the data see Notes in the data
appendix ‘Table D.5’ of Rao, “Cointegration for the Applied
Economist".
Author(s)
Bernhard Pfaff
Source
Pierre Perron (1994), Trend, Unit Root and Structural Change in
Macroeconomic Time Series, in: Cointegration for the Applied Economist,
ed. B. Bhaskara Rao, chapter 4, Data Appendix, Table D.5.