Data set for the United Kingdom

This data set contains the series used by Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

Usage

data(UKconinc)

Format

A data frame of quarterly data ranging from 1955:Q1 until 1984:Q4. The data is expressed in natural logarithms.

consl	The log of total real consumption in the U.K.
incl	The log of real disposable income in the U.K.

Source

Journal of Applied Econometrics Data Archive http://qed.econ.queensu.ca/jae/

References

Hylleberg, S., R. F. Engle, C. W. J. Granger and B. S. Yoo (1990), Seasonal Integration and Cointegration, Journal of econometrics, 44, 215–238.

Author

Bernhard Pfaff