The Grunfeld Data at 50

Manuscript

This webpage provides online complements for the article

Kleiber C, Zeileis A (2010). “The Grunfeld Data at 50,” German Economic Review, 11(4), 404-417. doi:10.1111/j.1468-0475.2010.00513.x

Overview

  • 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).

Replications

Data Versions