| NT2022 {ARDL} | R Documentation |
The UK earnings equation data from Natsiopoulos and Tzeremes (2022)
Description
This data set contains the series used by Natsiopoulos and Tzeremes (2022) for re-estimating the UK earnings equation. The clean format of the data retrieved from the Data Archive of Natsiopoulos and Tzeremes (2022).
Usage
NT2022
Format
A time-series object with 196 rows and 9 variables. Time period from 1971:Q1 until 2019:Q4.
- time
time variable
- w
real wage
- Prod
labor productivity
- UR
unemployment rate
- Wedge
wedge effect
- Union
union power
- D7475
income policies 1974:Q1-1975:Q4
- D7579
income policies 1975:Q1-1979:Q4
- UnionR
union membership
Details
An object of class "zooreg" "zoo".
Source
http://qed.econ.queensu.ca/jae/datasets/natsiopoulos001/
References
Kleanthis Natsiopoulos and Nickolaos G. Tzeremes, (2022), "ARDL bounds test for Cointegration: Replicating the Pesaran et al. (2001) Results for the UK Earnings Equation Using R", Journal of Applied Econometrics, 37, 5, 1079–1090. doi:10.1002/jae.2919