Add data from Natsiopoulos and Tzeremes 2022

R/data.R

@@ -22,7 +22,7 @@
 #' @keywords datasets
 "denmark"
 
-#' The UK earnings equation data
+#' The UK earnings equation data from Pesaran et al. (2001)
 #'
 #' This data set contains the series used by Pesaran et al. (2001) for estimating the UK earnings equation.
 #' The clean format of the data retrieved from the Data Archive of Natsiopoulos and Tzeremes (2022).
@@ -53,3 +53,31 @@
 #' \doi{10.1002/jae.2919}
 #' @keywords datasets
 "PSS2001"
+
+#' The UK earnings equation data from Natsiopoulos and Tzeremes (2022)
+#'
+#' This data set contains the series used by Natsiopoulos and Tzeremes (2022) for re-estimating the UK earnings equation.
+#' The clean format of the data retrieved from the Data Archive of Natsiopoulos and Tzeremes (2022).
+#'
+#' An object of class "zooreg" "zoo".
+#'
+#' @format A time-series object with 196 rows and 9 variables. Time period from 1971:Q1
+#' until 2019:Q4.
+#' \describe{
+#'   \item{time}{time variable}
+#'   \item{w}{real wage}
+#'   \item{Prod}{labor productivity}
+#'   \item{UR}{unemployment rate}
+#'   \item{Wedge}{wedge effect}
+#'   \item{Union}{union power}
+#'   \item{D7475}{income policies 1974:Q1-1975:Q4}
+#'   \item{D7579}{income policies 1975:Q1-1979:Q4}
+#'   \item{UnionR}{union membership}
+#' }
+#' @source \url{http://qed.econ.queensu.ca/jae/datasets/natsiopoulos001/}
+#' @references Kleanthis Natsiopoulos and Nickolaos G. Tzeremes, (2022), "ARDL bounds test for
+#' Cointegration: Replicating the Pesaran et al. (2001) Results for the UK Earnings Equation Using R",
+#' \emph{Journal of Applied Econometrics}, \bold{37, 5}, 1079--1090.
+#' \doi{10.1002/jae.2919}
+#' @keywords datasets
+"NT2022"