Klein-Goldberger Data

The Klein-Goldberger Data

The data is annual time series data for the U.S. for the period 1928 to 1950, with the war years 1942 to 1944 deleted. The data set is reproduced in Griffiths, Hill and Judge [1993, Table 13.1, p.433] as well as in Judge, Hill, Griffiths, Lutkepohl and Lee [1988, Table 21.1, p. 861].

The variables in the data set are:

  1. U.S. domestic consumption
  2. wage income
  3. nonwage-nonfarm income
  4. farm income

A listing of the data set (filename: KLEING.txt) follows. 

      58.2     39.21     17.73      4.39
      62.2     42.31     20.29      4.60
      58.6     40.37     18.83      3.25
      56.6     39.15     17.44      2.61
      51.6     34.00     14.76      1.67
      51.1     33.59     13.39      2.44
      54.0     36.88     13.93      2.39
      57.2     39.27     14.67      5.00
      62.8     45.51     17.20      3.93
      65.0     46.06     17.15      5.48
      63.9     44.16     15.92      4.37
      67.5     47.68     17.59      4.51
      71.3     50.79     18.49      4.90
      76.6     57.78     19.18      6.37
      86.3     78.97     19.12      8.42
      95.7     73.54     19.76      9.27
      98.3     71.92     17.55      8.87
     100.3     74.01     19.17      9.30
     103.2     75.51     20.20      6.95
     108.9     80.97     22.12      7.15
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