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.

本数据集曾被用于研究旅游GDP与奥肯痛苦指数（Okun's Misery Index）之间的关联关系。本次提供的数据涵盖用于构建痛苦指数（基于失业率与通货膨胀率）的相关数据、一份展示痛苦指数的Excel文档、自回归分布滞后模型（AutoRegressive Distributed Lag, ARDL）与非线性自回归分布滞后模型（Nonlinear AutoRegressive Distributed Lag, NARDL）所使用的虚拟变量、旅游GDP（物量指数），以及包含ARDL、NARDL与户田-山本（Toda-Yamamoto）检验结果的EViews文件。本研究中的NARDL模型通过NARDL EViews插件完成参数估计。