Tourism GDP and Okun's misery index: Data for Mexico

These data have been used to study the relationship between tourism GDP and Okun's misery index. I provide the data to build the misery index (unemployment and inflation), an excel document presenting the misery index, the dummy variables utilized in the ARDL and NARDL, tourism GDP (volume index) and an EViews file with the ARDL, NARDL and Toda-Yamamoto test results. The NARDL was estimated using the NARDL EViews add-in.