Eviews5 / EViews5 / Example Files / Pindyck / readme

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Pindyck Directory

The following is a list of the workfiles included in this directory and
series contained in the workfiles.

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CONS1.WF1

GC personal consumption expenditures
GYD disposable personal income
GCDAN personal consumption expenditures on new autos
GWY wages and salaries
R three month treasury bill rate (% per year)

AUTO1.WF1

S personal consumption expenditures on new autos
W wages and salaries

AUTO2.WF1

S personal consumption expenditures on new autos
YP personal income
R three month treasury bill rate (% per year)
CPI consumer price index

TBILL.WF1

R three month treasury bill rate (% per year)
IP federal reserve board index of industrial production
M2 nominal money stock
PW producer price index for all commodities

POLUTE.WF1

PREC Average annual precipitation in inches
JANT Average January temperature in degrees F
JULT Same for July
OVR65 % of 1960 SMSA population aged 65 or older
POPN Average household size
EDUC Median school years completed by those over 22
HOUS % of housing units which are sound & with all facilities
DENS Population per sq. mile in urbanized areas, 1960
NONW % non-white population in urbanized areas, 1960
WCOL % employed in white collar occupations
POOR % of families with income < $3000
HC Relative hydrocarbon pollution potential
NOX Same for nitric oxides
SO2 Same for sulphur dioxide
HUMID Annual average % relative humidity at 1pm
MORT Total age-adjusted mortality rate per 100,000

LWAGE.Wf1

ED years of education
NONWH 1 if non-white
HISP 1 if hispanic
SEX 1 if female
LNWAGE log of wage
AGE age

GAS.WF1

LGAS log per capita real expenditure on gasoline and oil
LP log real price of gasoline and oil
LINC log per capita real disposable income

CONS2.WF1

GCQ real total consumption expenditures (in 1982$)
GYDQ real disposable personal income (in 1982$)

EXPEND.WF1

These are data from Table 6.2 in P&R.
All variables names are the same as in Table 6.2,
except EXPEND which is named EXP in Table 6.2
and the generated variables

INC=PCINC*POP
AID=PCAID*POP

CAUSE.WF1

RGDP real GDP
OILP producer price index for crude petroleum

PATENT1.WF1

LPT log of number of patent applications
LRD log of R&D expenditures lagged five years
SCISECT
CUSIP

PATENT2.WF1

LPT* log of number of patent applications for firm *
LRD* log of R&D expenditures lagged five years for firm *


GARCH.WF1

RAAA AAA corporate bond rate
R3 three month treasury bill rate
IP index of industrial production
PW wholesale (producer) price index
FSPCOM S&P 500 common stock price index
FSDXP S&P 500 common stock dividend yield (% per year)

VOTE.WF1

These are data from Table 11.8 in P&R.
All variables names are the same as in the Table.

KLEIN.WF1

CN Consumption
P Profits
W1 Private wage bill
W2 Government wage bill
I Investment
KLAG End-of-year capital stock
TX Indirect tax
G Government nonwage spending

Y = CN+I+G-TX
W = W1+w2
E = Y+TX-W2

MACRO.WF1

These are data from Table 13.5 in P&R.
All variables names are the same as in the Table.

OIL.WF1

These are data from Table 13.6 in P&R.

P Price
Q Production
N Stocks
IP Index of industrial production

SALES.WF1

SALES Monthly retail sales of department stores

HOUSE.WF1

HS Monthly housing starts

EXER15_5.WF1

FSPCOM S&P 500 Common Stock Price Index
RCAR6T Retail auto sales

INVEN.WF1

GVUQ Change in nonfarm inventories

RANDOM.WF1

These are data from Table 16.4 in P&R.
All variables names are the same as in the Table.

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