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Description of data:
The regressions were run in TSP, and the underlying data are in
two ASCII files, BAY_MAS.DT1 and BAY_MAS.DT2. To work out which series
are which, look at the order of the series from the read commands
in any of the regressions programs (NEW_REG.TSP, BASE_REG.TSP,
and NEW_PDI.TSP). The series are then described in MNEMONIC.TXT below.
The regressions can be run from NEW_REG.TSP, BASE_REG.TSP, NEW_PDI.TSP.
The contents for the series are described in the file MNENOMIC.TXT
The data are in a stacked panel, with each series ordered as follows:
Alberta, Sasketchewan, Manitoba, Ontario, Quebec, New Brunswick,
Price Edward Island, Newfoundland, and Nova Scotia.
Note. British Columbia was excluded because of data problems.
Each series runs from 1966-93, and has 28 data points. The total size
of the data set is thus 9 (no. of provinces) x 28 = 252. The first 28
entries correspond to the relevant data for Albert, the next 28 for
The underlying raw data are available upon request from Tamim Bayoumi
at the IMF (E-mail: email@example.com)at the IMF.
Note, however, that they were created in a program used
at the Fund called AREMOS, and are stored in AREMOS databanks, which
may lower their utility to other users.