inflationNFP {ArCo}

Dataset used on the empirical example by Carvalho, Masini and Medeiros (2016).

Description

This is the data from the nota fiscal paulista (NFP) example from Carvalho, Masini and Medeiros (2016). The variables are the food away from home component of the inflation and the GDP for 9 metropolitan areas in Brazil. Each variable is represented by a matrix inside the list. The treated unit is the Sao Paulo metropolitan area, which is the first column in each matrix. The treatment took place at t_0=34.

Usage

data(inflationNFP)

Format

A list with two matrixes of 56 rows and 9 variables.

References

Carvalho, C., Masini, R., Medeiros, M. (2016) "ArCo: An Artificial Counterfactual Approach For High-Dimensional Panel Time-Series Data.".