The Grunfeld Data at 50
This webpage provides online complements for the article
- Data: Grunfeld.csv
This is the original 11-firm data set from Grunfeld's Ph.D. thesis (Tables 2-9, 11-13),
provided as a text file with comma-separated values. For R users, it is conveniently
accessible as data("Grunfeld", package = "AER") if the
AER package is installed.
- Replications: Illustrations and applications based on the Grunfeld data
from various publications (articles and textbooks) have been replicated. For each
publication a commented R script (.R) is provided along with its output (.Rout)
generated with a current version of R and all packages (as of 2010-01-29).
- Data versions: Various textbooks provide subsets of the Grunfeld data
in their online complements. For each textbook, we provide a link to the
original resource as well as to a local copy obtained on 2008-12-22.
- Further data: In addition to the main 11-firm data set Grunfeld provides,
in his Table 10, data for the aggregate of 8 firms. It is available as
Grunfeld-agg.csv. This, however, is inconsistent
with the corresponding aggregate from Grunfeld.csv.
Furthermore, Grunfeld provides, for his main 8 firms, an extension of the data to the
years 1955/1956. These data are available as Grunfeld-ext.csv.
- All resources: Grunfeld.zip
A ZIP archive comprising all data versions and R scripts with output
(as linked individually below).