文件列表:

lp_d.dat (924, 2001-05-24)
breaks.prg (9276, 2001-05-31)
PV_EXP.PRC (49470, 1998-09-15)
PV_SUP.PRC (47921, 1998-09-15)
st_chang.prc (3739, 2001-05-24)
hours.dat (35042, 2001-05-25)
ip.dat (51575, 2001-05-25)
workers.dat (33493, 2001-05-25)

These files replicate the empirical work reported in "The new econometrics of structural change: Dating Changes in U.S. Labor Productivity" by Bruce E. Hansen Department of Economics Social Science Building University of Wisconsin Madison, WI 53706-1393 bhansen@ssc.wisc.edu http://www.ssc.wisc.edu/~bhansen/ The following are monthly data files for 1947.01 through 2001:04 ip.dat Industrial Production Indices (Board of Governors) workers.dat Number of Employees (BLS) hours.dat Average Weekly Hours (BLS) The rows correspond to months, in sequence. The columns correspond to sectors: (1) Manufactuing/Durables (2) Lumber (3) Furniture (4) Stone, Clay, Glass (5) Primary Metals (6) Fabricated Metals (7) Industrial Machinery (8) Electronic Machinery (9) Transportation Equipment (10) Instruments (11) Miscellaneous Most of the data was extracted from Citibase/DRI, and the recent observations updated or taken from the Board of Governors and BLS webpages. The following file is quarterly for 1949:2 through 2000:3: lp_d.dat BLS Labor Productivity Index: Output per Hour Monthly Percentage Growth Rate The following files are GAUSS files breaks.prg Replicates empirical work in paper pv_sup.prc Gauss proceedure, calculates Hansen (1997) approximate asymptotic p-values for Sup tests pv_exp.prc Gauss proceedure, calculates Hansen (1997) approximate asymptotic p-values for Exp tests st_chang.prc Gauss proceedure

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