Name | Data (right click on the link and save to your computer) | Topic | Variables | Notes and Issues in Econometrics for Your Consideration |
Ahmed, Tasmina | Korea_Phillips | The Phillips Curve: An empirical inverse relationship between unemployment and | CPI - consumer priceindex dinf - period to period change in inflation dun - period to period change in unemployment rate inf - inflation lcpi - log of CPI lwages - log of wages unemp - unemployment rate wage_inf - growth in wages wages - wages wages01 - another wage series |
Error Correction Pps 637-634. Also P 352 and Prob C11.4 on page 405 |
Brennen, Andrew | Unionization | Declining Union Presence in US - For decades there has been a secular decline in the degree of and power of unions in the workplace. | cpi - consumer price index kl - capital-labor ratio l - labor employment tud - % unionized un - unemployment w - wages y - output yl - output per worker |
What has 'caused' the decline in unionization? Read about Granger Causality in your text, pps. 649 - 650 |
Case, Stuart | Imports | US Imports: It seems that we always have a trade deficit. Can explain the growth of imports. | For United Kingdom cpi - consumer price index gdp - gross domestic product imp - imports ppi - producer price index |
Multicollinearity Pps 95-97 |
Cornelius, Ian | Greek Firms | Firm Size and Financial Performance: Are bigger firms necessarily better performers? | as_str - asset structure empl - employment inv_turn - ratio of inventory to sales liquid - liquid assets netprof_sales - ratio of net profit to sales netprof_totass - ratio of net profits to assets sales - sales |
Heteroscedasticity Pps 271-276 |
Echebiri, Ike | Investment | Fixed Business Investment: Investment spending is very volatile and seems to drive the business cycle. | i - investment r - interest rate y - income |
Autocorrrelation Sections 12.1 & 12.2 |
Evans, Marian | Wages | Wages and Education: What is the wage premium attributable to more education? | age - age black - dummy for race educ - years of education educj - set of dummies for indication exper - experience feduc - father's education iq - iq kww - ? male - dummy for gender married - dummy for marital status meduc - mother's education south - geographic dummy ssibs - # of siblings urban - location dummy wage - wage |
Dummy Variables Pps 225-243 |
Hang, Dong | Sleep | Sleep Habits: Is everyone sleepy in the workplace and school? | sleep - hours of sleep totwrk - total work hours educ - education age - age, agesq - square of age case - id clerical - job dummy construc - job dummy earns74 - earnings in 1974 educ - education exper - experience gdhlth - good health dummy hrwage - hourly wage lhrwahe - log of wage lothinc - log of other income male - gender dummy marr - married dummy selfe - self employed slpnaps - naps? smsa - city dummy south - geography dummy spsepay - spouse pay spwrk75 - spouse worked in 1975 dummy totwrk - total hours of work union - dummy for union membership yrsmarr - years married worknrm - normal work time leisj - hours of leisure black - race yngkid - dummy for young childrenin household male - dummy for gender |
Heteroscedasticity Pps 271-276 |
Jordan, Michael | House Prices | Home Size and Price: Using house attributes to explain price. | price - price rooms - rooms sqfeet - square feet in house |
Heteroscedasticity Pps 271-276 |
Lee, Sora | Money | Money Supply in Italy: Friedman won the Nobel, in part, for his work on money supply and economic growth. | For Italy: cpi - consumer price index gdp - gross domestic product lgdp_p - log of real GDP lm2_p - log of M2, the money supply lnr and lr - log of the interest rate |
Problem 11.7 P 403 and Section 18.1 |
Lin, Da | Food | Food Consumption in the US: A Chicken in Every Pot | lcons - log of expenditure on food ldisp - log of disposable income lprice - log of price |
Autocorrrelation Sections 12.1 & 12.2 |
Liu, Mengjiao | Cobb Douglas | US Production Function: Measuring the marginal product of labor and returns to scale. | k - capital l - labor y - output |
Testing restrictions Sections 4.4 and 4.5 Autocorrrelation Sections 12.1 & 12.2 |
Noble, Bethany | Consumption | The US Consumption Function: The MPC and the Permanent Income Hypothesis | ce -consumer spending pdi - real personal disposable income |
Problem c11.7, page 406 see also material on distributed lags in Section 18.1 |
Reismeier, Thomas | LM Equation | The US Money Market: The Effect of Monetary Policy on the US Economy | i - investment m - money r - interest rate y - national income |
Endogenous RHS variable Pps 521-525 Autocorrrelation Sections 12.1 & 12.2 |
Salinas, Rafael | IS Equation | Investment and Saving: The Effect of G & T on the US Economy | i - investment m - money r - interest rate y - national income |
Endogenous RHS variable Pps 521-525 Autocorrrelation Sections 12.1 & 12.2 |
Uyens, Travis | Money Demand | Money Demand in the UK: Why is the Recession Taking So Long, or Is There a Liquidity Trap | m0 - narrow definition of money m4 - broad defintion of money cons - consumption disp - disposable income gdp - gross domestic product gfcf - gross fixed capital formation - investment r - interest rate tbill - treasury bill interest rate |
Omitted Variables Pps 89-94 |
Youssef, Andrew | Production | Firm Output: Marginal Product and Returns to Scale | q - quantity p - price of good f - amount of fertilizer applied r - rainfall |
Autocorrrelation Sections 12.1 & 12.2 Testing restrictions Sections 4.4 and 4.5 |
Zhu, Liyin | Health | Birth Weight: Bad Habits, Birth Weight and Health | bwght - birth weight cigs - cigarette consumption faminc - family income |
Multicollinearity Pps 95-97 |