gdp {QR.break} | R Documentation |
US Real GDP Growth Data
Description
This dataset contains quarterly real GDP growth rates in the US from 1947 Q4 to 2009 Q2. It is used in Oka and Qu (2011) to examine whether and where distributional breaks occur in US GDP.
Usage
data(gdp)
Format
A data frame with four variables:
yq
A character vector representing the year and quarter (e.g., "1947 Q2").gdp
A numeric vector of real GDP growth rates (annualized by multiplying by 4).lag1
A numeric vector representing the first-order lagged value ofgdp
.lag2
A numeric vector representing the second-order lagged value ofgdp
.
References
Oka, T. and Z. Qu (2011). Estimating Structural Changes in Regression Quantiles. Journal of Econometrics, 162(2), 248–267.
Examples
data(gdp)
names(gdp)
summary(gdp)
[Package QR.break version 1.0.2 Index]