e1 {bvartools}

West German economic time series data

Description

The data set contains quarterly, seasonally adjusted time series for West German fixed investment, disposable income, and consumption expenditures in billions of DM from 1960Q1 to 1982Q4. It was produced from file E1 of the data sets associated with Lütkepohl (2007). Raw data are available at http://www.jmulti.de/download/datasets/e1.dat and were originally obtained from Deutsche Bundesbank.

Usage

data("e1")

Format

A named time-series object with 92 rows and 3 variables:

invest

fixed investment.

income

disposable income.

cons

consumption expenditures.

References

Lütkepohl, H. (2006). New introduction to multiple time series analysis (2nd ed.). Berlin: Springer.