NPDATA1.DAT
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This is a slice of the updated Nelson-Plosser Dataset used by
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Schotman and vanDijk (1991), Journal of Applied Econometrics.
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The data runs from 1909-1988 (80 annual observations for each series.
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The Variables are all U.S. and are:
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cpi (CPI)
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employment (EMP)
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gnp deflator (GNPD)
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industrial production index (IP)
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gnp per capita (GNPC)
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interest rate (R)
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money (M)
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nominal gnp (NGNP)
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real gnp (RGNP)
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real wages (RW)
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s&p500 (SP)
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unemployment rate (U)
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velocity = nominal gnp/money (V)
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wages (W)
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___CPI___ ___EMP___ ___GNPD__ ____IP___ ___GNPC__ ___R_____ ____M____ ___NGNP__ ___RGNP__ ___RW____ ____SP___  _____U___ _____V____ ____W____
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3.3322045 10.465158 3.3707382 2.3025851 7.1631724 3.7700000 2.5400259 10.416311 4.7604631 3.0629235 2.2731563  1.6292405 0.78390154 6.3952616
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3.3672958 10.484641 3.3978585 2.3608540 7.1701195 3.8000000 2.5907670 10.471638 4.7883247 3.1112906 2.2353763  1.7749524 0.77472717 6.4785096
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3.3672958 10.496234 3.3911470 2.3223877 7.1793080 3.9000000 2.6475922 10.485703 4.8138091 3.0814511 2.2235419  1.9021075 0.72754861 6.4488894
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3.4011974 10.530308 3.4307562 2.4595888 7.2196420 3.9000000 2.7166795 10.581521 4.8690717 3.0773123 2.2544447  1.5260563 0.75141609 6.4785096
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3.3911470 10.553153 3.4372078 2.5257286 7.2086003 4.0000000 2.7555697 10.586584 4.8782461 3.1441523 2.1412419  1.4586150 0.76546784 6.5352413
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3.4045252 10.533668 3.4468079 2.4595888 7.1444072 4.1000000 2.7966714 10.561008 4.8331023 3.1406980 2.0893919  2.0668628 0.63127178 6.5453497
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3.4144426 10.532390 3.4812401 2.6100698 7.1212525 4.1500000 2.8673306 10.596635 4.8243057 3.0791539 2.1174596  2.1400662 0.62593843 6.4937538
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3.4873751 10.580607 3.5973123 2.7788193 7.1831117 4.0500000 3.0373539 10.785187 4.9000761 3.1341890 2.2481289  1.6292405 0.73716407 6.6214057
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3.6480575 10.598733 3.8066625 2.7850112 7.1770188 4.0500000 3.1933529 11.008744 4.9067552 3.1350593 2.1400662  1.5260563 0.76546784 6.7833252
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3.8088822 10.662235 3.9627161 2.7725887 7.2936977 4.7500000 3.2857865 11.243738 5.0225639 3.2007119 2.0202222 0.33647224 0.90421815 7.0094089
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3.9473901 10.643948 3.9852735 2.6461748 7.2449415 4.7500000 3.4343097 11.338572 4.9863426 3.2172745 2.1724764 0.33647224 0.81093022 7.1647204
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4.0943446 10.616413 4.1157798 2.6946272 7.1815919 5.1000000 3.5496174 11.424094 4.9416424 3.2398542 2.0769384  1.6486586 0.77932488 7.3343294
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3.9815491 10.560178 3.9550825 2.4336134 7.0707241 5.1700000 3.4919517 11.150520 4.8504665 3.2596338 1.9257074  2.4595888 0.63127178 7.2413663
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3.9160150 10.624590 3.9019727 2.6741486 7.2041493 4.7100000 3.5180911 11.213171 4.9972123 3.2410286 2.1294215  1.9021075 0.62593843 7.1569564
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3.9337845 10.690922 3.9259259 2.8507065 7.3011478 4.6100000 3.6000482 11.351582 5.1113852 3.3127304 2.1482677 0.87546874 0.70309751 7.2463681
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3.9357395 10.682973 3.9140210 2.7850112 7.2793188 4.6600000 3.6527340 11.346871 5.1089712 3.3275508 2.2027648  1.6094379 0.66782937 7.2633296
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3.9608132 10.716238 3.9318256 2.8791985 7.3453648 4.5000000 3.7388594 11.441429 5.1896179 3.3185401 2.4114395  1.1631508 0.62593843 7.2793188
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3.9702919 10.746433 3.9357395 2.9391619 7.3889461 4.4000000 3.7768903 11.482466 5.2470241 3.3268330 2.5329028 0.58778666 0.66268797 7.2970910
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3.9512437 10.747122 3.9120230 2.9391619 7.3740019 4.3000000 3.8006444 11.460579 5.2459709 3.3631493 2.7304638  1.1939225 0.62057649 7.3145528
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3.9376908 10.753083 3.9199912 2.9755296 7.3677086 4.0500000 3.8377304 11.482466 5.2517497 3.3978585 2.9932291  1.4350845 0.60431597 7.3356340
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3.9376908 10.776662 3.9239516 3.0819100 7.4211775 4.4200000 3.8416005 11.543406 5.3161573 3.4038605 3.2588655  1.1631508 0.66268797 7.3414839
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3.9120230 10.730728 3.8979241 2.8959119 7.3065314 4.4000000 3.8227545 11.411634 5.2122147 3.3931652 3.0459500  2.1633230 0.51879379 7.3051882
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3.8199077 10.661017 3.8022081 2.7080502 7.2181768 4.1000000 3.7539647 11.236117 5.1316723 3.4018638 2.6144719  2.7663191 0.37156356 7.2218358
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3.7111301 10.576177 3.6938670 2.4595888 7.0509894 4.7000000 3.5849069 10.969043 4.9712012 3.3364811 1.9358598  3.1612467 0.21511138 7.0475172
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3.6584202 10.571573 3.6712245 2.6246686 7.0264268 4.1500000 3.4725874 10.925956 4.9522997 3.3318473 2.1927702  3.2148678 0.27763174 6.9902565
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3.6913763 10.624979 3.7424202 2.7146947 7.1066061 3.9900000 3.5368931 11.082973 5.0388988 3.3586378 2.2864557  3.0773123 0.38526240 7.0501225
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3.7160081 10.657965 3.7518543 2.8564702 7.1936858 3.5000000 3.6653549 11.187846 5.1328529 3.3874365 2.3608540  3.0007198 0.39877612 7.1033221
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3.7256934 10.707952 3.7541989 3.0252911 7.3172124 3.2000000 3.7723011 11.320323 5.2626902 3.4343097 2.7389027  2.8273136 0.45107562 7.1600692
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3.7612001 10.749785 3.7954892 3.1135153 7.3626453 3.0800000 3.8216606 11.412508 5.3141907 3.4657359 2.7350166  2.6602595 0.49469624 7.2269360
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3.7424202 10.704592 3.7819143 2.8791985 7.3024964 3.0000000 3.8179321 11.346517 5.2621719 3.4245883 2.4414771  2.9444390 0.41210965 7.1670379
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3.7281002 10.739002 3.7658405 3.0819100 7.3765081 2.7500000 3.8973154 11.413039 5.3442463 3.4892083 2.4898942  2.8449094 0.40546511 7.2174434
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3.7376696 10.780206 3.7819143 3.2386785 7.4500796 2.7000000 4.0109630 11.509700 5.4258307 3.5292974 2.3997118  2.6810215 0.39204209 7.2668273
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3.7864598 10.858422 3.8543939 3.4594663 7.5893358 2.6500000 4.1353265 11.732382 5.5748121 3.6238075 2.2844211  2.2925348 0.45742485 7.4103471
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3.8877303 10.963359 3.9702919 3.6000482 7.6998424 2.6500000 4.2649309 11.969781 5.6964221 3.7244879 2.1598688  1.5475625 0.59883650 7.6123368
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3.9473901 11.058638 4.0395363 3.7999735 7.8099471 2.6500000 4.4988092 12.163123 5.8203796 3.8144102 2.4423470 0.64185389 0.55961579 7.7617450
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3.9646155 11.087819 4.0638854 3.8774316 7.8674886 2.6000000 4.6709579 12.255358 5.8897086 3.8661885 2.5233258 0.18232156 0.47623418 7.8308230
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3.9871305 11.070693 4.0893320 3.7208625 7.8391316 2.5500000 4.8410325 12.264082 5.8726810 3.8437442 2.7186604 0.64185389 0.31481074 7.8308230
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4.0690268 10.980195 4.2002050 3.5610461 7.7012002 2.4300000 4.9323133 12.247737 5.7449244 3.7618975 2.8379082  1.3609766 0.14842001 7.8308230
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4.2031990 10.979002 4.3121405 3.6737658 7.6732231 2.5000000 4.9836066 12.351570 5.7362497 3.7316995 2.7193198  1.3609766 0.18232156 7.9348716
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4.2780540 10.998811 4.3770141 3.7135721 7.6998424 2.8000000 4.9978877 12.459016 5.7798172 3.7409974 2.7427736  1.3350011 0.28517894 8.0189547
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4.2682979 10.989791 4.3707129 3.6584202 7.6834037 2.7400000 4.9938282 12.454822 5.7810521 3.7693067 2.7232672  1.7749524 0.26236426 8.0375432
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4.2780540 11.011555 4.3845235 3.8044378 7.7587605 2.5800000 5.0159545 12.559434 5.8729625 3.8242841 2.9123507  1.6677068 0.34358970 8.1022836
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4.3541414 11.051874 4.4496853 3.8856790 7.8180279 2.6700000 5.0524168 12.702000 5.9490788 3.8368683 3.1063788  1.1939225 0.45107562 8.1909089
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4.3757570 11.064229 4.4716388 3.9239516 7.8308230 3.0000000 5.1053392 12.752742 5.9791389 3.8753590 3.1986731  1.0986123 0.44468582 8.2511421
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4.3832759 11.077918 4.4807401 4.0036902 7.8582542 3.1500000 5.1428325 12.806537 6.0229632 3.9239516 3.2080171  1.0647107 0.45107562 8.3072126
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4.3882572 11.058165 4.4953553 3.9473901 7.8264431 3.0000000 5.1772790 12.807217 6.0088132 3.9361301 3.3908103  1.7047481 0.41210965 8.3243363
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4.3845235 11.085521 4.5097600 4.0673159 7.8823149 3.0400000 5.2133040 12.894107 6.0822189 3.9947084 3.7010550  1.4816045 0.46373402 8.3793095
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4.3993753 11.107345 4.5432948 4.1108739 7.8830694 3.0900000 5.2305737 12.946194 6.1005431 4.0321145 3.8420296  1.4109870 0.50681760 8.4314174
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4.4343819 11.110521 4.5798524 4.1239034 7.8792915 3.6800000 5.2564532 12.997104 6.1147878 4.0390080 3.7927889  1.4586150 0.51879379 8.4734503
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4.4612998 11.092428 4.6051702 4.0569888 7.8512720 3.6100000 5.3038023 13.011061 6.1032295 4.0449792 3.8338452  1.9169226 0.47623418 8.5063344
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4.4693505 11.115161 4.6210435 4.1697612 7.8965527 4.1000000 5.3475836 13.089144 6.1652077 4.0911729 4.0496958  1.7047481 0.51879379 8.5604442
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4.4852599 11.131548 4.6376374 4.1926805 7.9006366 4.5500000 5.3504353 13.129804 6.1897005 4.0999952 4.0226695  1.7047481 0.54232429 8.5852256
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4.4953553 11.131929 4.6501436 4.1987046 7.9035963 4.2200000 5.3990673 13.161771 6.2089924 4.1183866 4.1937373  1.9021075 0.52472853 8.6137753
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4.5064542 11.149514 4.6615505 4.2780540 7.9519114 4.4200000 5.4548937 13.236272 6.2724996 4.1470951 4.1332447  1.7047481 0.53649337 8.6534708
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4.5185224 11.163368 4.6746962 4.3372907 7.9765954 4.1600000 5.5178544 13.288730 6.3117348 4.1675950 4.2466364  1.7404662 0.52472853 8.6860917
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4.5315236 11.185032 4.6895113 4.4042772 8.0159878 4.3300000 5.5785971 13.357293 6.3649229 4.2002050 4.3990067  1.6486586 0.53649337 8.7316592
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4.5485998 11.209263 4.7086289 4.4908810 8.0649509 4.3500000 5.6556421 13.437005 6.4261648 4.2137559 4.4792668  1.5040774 0.54232429 8.7623330
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4.5767707 11.238725 4.7353209 4.5849675 8.1164171 4.7500000 5.7300998 13.527638 6.4893569 4.2244952 4.4457054  1.3350011 0.56531381 8.8013189
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4.6051702 11.262128 4.7672890 4.6051702 8.1312365 4.9500000 5.8045324 13.584747 6.5150089 4.2312037 4.5210274  1.3350011 0.54232429 8.8363739
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4.6463121 11.282946 4.8064770 4.6615505 8.1667843 5.9300000 5.8905386 13.669562 6.5604647 4.2557545 4.5920849  1.2809338 0.54232429 8.9020473
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4.6986605 11.307229 4.8535915 4.7068238 8.1822797 6.5400000 5.9537627 13.741966 6.5857578 4.2600002 4.5833335  1.2527630 0.54812141 8.9586687
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4.7561731 11.312216 4.9074945 4.6700212 8.1650793 7.6000000 5.9947093 13.789296 6.5792512 4.2496374 4.4214877  1.5892352 0.54812141 9.0057732
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4.7986642 11.306393 4.9717756 4.6841389 8.1785483 6.0990000 6.0990686 13.913272 6.6067000 4.2541893 4.5879223  1.7749524 0.58079485 9.0528535
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4.8302586 11.338167 5.0179885 4.7764753 8.2164263 5.9890000 6.2168746 14.008442 6.6552832 4.3052264 4.6931811  1.7227666 0.61094334 9.1354850
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4.8906017 11.371800 5.0805088 4.8546659 8.2575593 6.6590000 6.3114079 14.122480 6.7059610 4.3180859 4.6768395  1.5892352 0.64323177 9.2086877
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4.9952863 11.390927 5.1675202 4.8397243 8.2430147 7.3490000 6.3706122 14.202676 6.7005530 4.2736654 4.4170317  1.7227666 0.63370211 9.2689518
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5.0826357 11.379668 5.2611455 4.7474204 8.2205079 7.3390000 6.4599264 14.284514 6.6879060 4.2624703 4.4562060  2.1400662 0.62605631 9.3451060
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5.1386576 11.412221 5.3232569 4.8354140 8.2587175 7.1390000 6.5817039 14.393696 6.7356178 4.2991392 4.6250708  2.0412203 0.64658878 9.4377968
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5.2016571 11.447565 5.3876964 4.9122950 8.2942660 7.4190000 6.7009965 14.503896 6.7812240 4.3255607 4.5870062  1.9600948 0.66931558 9.5272178
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5.2748217 11.489442 5.4579762 4.9752698 8.3352474 8.2490000 6.7828573 14.626307 6.8328012 4.3376476 4.5645565  1.8082888 0.69706753 9.6124693
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5.3823272 11.517127 5.5429079 5.0139487 8.3486913 9.0990000 6.8622155 14.735076 6.8572808 4.3075800 4.6348261  1.7578579 0.71243155 9.6899071
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5.5089477 11.521955 5.6293890 4.9947962 8.3350953 11.169000 6.9393739 14.820544 6.8556192 4.2500959 4.7772730  1.9600948 0.70791578 9.7590436
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5.6071222 11.533140 5.7218309 5.0166550 8.3438697 13.229000 7.0294186 14.931504 6.8747935 4.2488618 4.8523427  2.0281482 0.74387346 9.8559840
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5.6669052 11.524795 5.7837063 4.9428242 8.3077558 12.589000 7.1188699 14.967980 6.8489768 4.2269076 4.7850722  2.2721259 0.70900627 9.8938128
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5.6985244 11.537716 5.8219651 5.0003059 8.3331023 11.199000 7.2368443 15.040961 6.8840768 4.2649311 5.0777330  2.2617631 0.69009857 9.9634555
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5.7407911 11.577795 5.8578857 5.1062157 8.3893616 12.349000 7.3141543 15.143169 6.9496707 4.2774775 5.0780447  2.0149030 0.71078082 10.018269
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5.7757829 11.597781 5.8871651 5.1249841 8.4127477 11.109000 7.4003523 15.205523 6.9826227 4.2749452 5.2302526  1.9740810 0.70686455 10.050728
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5.7941996 11.620011 5.9129787 5.1362383 8.4300848 8.4990000 7.4803232 15.258091 7.0096668 4.2811725 5.4652714  1.9459101 0.68820448 10.075372
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5.8300457 11.645505 5.9441231 5.1731196 8.4564770 8.9990000 7.5444435 15.324973 7.0455416 4.2710033 5.6588897  1.8245493 0.67576289 10.101049
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5.8705860 11.667165 5.9768030 5.2285646 8.4908482 9.3390000 7.5945765 15.400779 7.0888837 4.2597845 5.5827065  1.7047481 0.66780240 10.130371
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