The contents of seven files in the sub-directory CHAP8.DAT are as follows: Filename: PALDA YEAR SALES ADVER INC Year Current Year Sales in Thousands of Current Year Dollars Advertising Outlay in Thousands of Current Year Dollars Disposable Personal Income in Billions of Current Year Dollars Dummy Variable equals 1 during 1908-1914, else 0 Dummy Variable equals 1 during 1915-1925, else 0 Dummy Variable equals 1 during 1926-1940, else 0 DUM1 DUM2 DUM3 Time Span: Annual, 1907 to 1960 Number of Observations: 54, except for INC, for which 1907 data is unavailable, and has been set to zero. Source: Kristian S. Palda, The Measurement of Cumulative Advertising Effects, Englewood Cliffs, NJ: PrenticeHall, 1964, Table 1, p. 23, Table 2, pp. 32-33 and Table 6, p. 43. Filename: PALDAM YRMON MADV MSALES Year and month YYMM (01 for January, 12 for December) Monthly Advertising Outlay in Current Year Dollars Monthly Sales in Current Year Dollars Time Span: Monthly, January 1907 thru December 1926 and January 1937 through June 1960 Number of Observations: Source: 252 Kristian S. Palda, The Measurement of Cumulative Advertising Effects, Englewood Cliffs, NJ: PrenticeHall, 1964, Table 1, p. 23, Table 2, pp. 32-33 and Table 6, p. 43. Monthly data from 1907:1 through 1926:12 and 1937:01 through 1953:12 is unpublished, and was provided by Palda. FILENAME: CAUSAL Part 1: OBSNO ADN ADR CTN CTR Observation number, 1956:1 (561)to 1975:4 (754) Nominal advertising expenditures per capita, dollars, seasonally adjusted Real advertising expenditures per capita, 1972 dollars, seasonally adjusted Nominal total personal consumption expenditures, thousands of dollars per capita, seasonally adjusted Real total personal consumption expenditures, thousands of CGN CGR UCTN UCGN YPCN YPCR 1972 dollars per capita, seasonally adjusted Nominal personal consumption expenditures on goods, thousands of dollars per capita, seasonally adjusted Real personal consumption expenditures on goods, thousands of 1972 dollars per capita, seasonally adjusted Nominal total personal consumption expenditures, thousands of dollars per capita, not seasonally adjusted Nominal personal consumption expenditures on goods, thousands of dollars per capita, not seasonally adjusted Nominal disposable income per capita, thousands of dollars, seasonally adjusted Real disposable income per capita, thousands of 1972 dollars, seasonally adjusted Part 2: DATE EXPORTN The date of the observation, yr and quarter, 551 to 874 Nominal exports of goods and services, dollars per capita, seasonally adjusted Real exports of goods and services, 1972 dollars per capita, seasonally adjusted US Government national defense purchases of goods and services, dollars per capita, seasonally adjusted Real US Government national defense purchases of goods and services, 1972 dollars per capita, seasonally adjusted US Government non-national defense purchases of goods and services, dollars per capita, seasonally adjusted Real US Government non-national defense purchases of goods and services, 1972 dollars per capita, seasonally adjusted Resident US population, thousands (computed as average of three months' population estimate) Moody AAA bond yield (computed as average of three months' yields), percentage points EXPORTR GOVDEFN GOVDEFR GNONDEFN GNONDEFR POPN MOODY Timespan: Quarterly, 1956:1 to 1975:4 Number of Observations: Source: From R. Ashley, C. W. J. Granger, and R. Schmalensee, "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Vol. 48, No. 5, July 1980, pp. 1149-1167. Data kindly provided by Richard Schmalensee. Data for Part 2 of this file from the US National Income and Product Accounts. FILENAME: YEAR REV INC QTY CURADV AVEADV 80 ORANGE Year, 1910-1959 (the 1909-1910 crop year is coded as 1910, 1910-1911 crop year as 1911, etc.) Per capita deflated revenues, dollars Per capita deflated consumer income, dollars Quantity of boxes of oranges sold per capita Per capita deflated advertising expenditures in year t, Per capita average deflated advertising expenditures in preceding ten years, cents POP CPI US population, millions US consumer price index, 1947-49 = 100 Timespan: Annual, 1910 to 1959 Number of Observations: 50 Note: Values of CURADV for 1908 and 1909 are .0204 and .0763, of AVEADV are 0.0000 and 0.0020, of POP are 87.9 and 89.7, and of CPI are 39.0 and 38.0, respectively. Source: Marc Nerlove and Frederick V. Waugh, "Advertising Without Supply Control: Some Implications of a Study of the Advertising of Oranges," Journal of Farm Economics, Vol. 43, No. 4, Part I, November 1961, Table 1, p. 827. FILENAME: CIGAD YEAR Year, from 1930 to 1978 SALES Cigarette consumption, in millions of cigarettes SALESPC Cigarette consumption per capita, population 14 and over INCPC Real per capita income, population 14 and over (total pop?) RPRICE Real cigarette price (CPI cigarettes/CPI all commodities) CIGTOB Percentage of total tabacco consumed by cigarette consumption TOBPC Tobacco consumption per capita, population 14 and over - units? PRTOB Tobacco price index (CPI tobacco/CPI all commodities) DF Standardized dummy variable for effects of Fairness Doctrine ASTOCK Advertising stock - see article for description TIME YEAR - 1900 ADV Nominal advertising expenditures TOBADV Tobacco advertising expenditures REALAD Real advertising expenditures TPERCIG Tobacco per cigarette, in pounds per cigarette ASTOCK1 Advertising stock before the ad ban - see article for description ASTOCK2 Advertising stock after the ban - see article for description F Market share of filter cigarettes - % L Market share of cigarettes with 15 mg "tar" or less - % LNI Logarithm of predicted value from income instrument regression see equation (5) on page 588 in article for description Timespan: Annual, 1930-1978 Number of Observations: 49 Source: Lynne Schneider, Benjamin Klein and Kevin M. Murphy, "Governmental Regulation of Cigarette Health Information," Journal of Law and ®MDUL¯®MDNM¯ Economics®MDUL¯®MDNM¯, Vol. 24, No. 3, December 1981, pp. 575612. Data given Richard Schmalensee on SAS computer printout. FILENAME: NICHOL YEAR CAMELS LUCKY CHESTER REYADV AMEADV LIGADV RLINC Year, 1931 to 1949 Camels sales, billions of cigarettes Lucky Strike sales, billions of cigarettes Chesterfield sales, billions of cigarettes Reynolds Advertising Outlay, Thousands of dollars (Camels) American Advertising Outlay, Thousands of dollars (Lucky) Liggett-Myers Advertising Outlay, Thousands of dollars (Chester) Real Disposable Personal Income, Billions of 1958 dollars Timespan: Annual, 1931 to 1949 Number of Observations: Source: 19 William H. Nicholls, PRICE POLICIES IN THE CIGARETTE INDUSTRY, Nashville: Vanderbilt University Press, 1951. Sales data, Tables 25 and 40; advertising data, Tables 37 and 47. Real disposable personal income from the 1967 ECONOMIC REPORT OF THE PRESIDENT, Washington DC: US Government Printing Office, Table B-16, p. 232. FILENAME: QUAL Part I: OBSNO LQUAL LY1 LY2 LY3 LY4 LY5 DMR PJF PND Observation Number, 9/10-1973 to 7/8-1982, Nos. 1-54 Mean of experts' creative device rating for ad Log of real sales in 1971$ Canadian, Region 1 Log of real sales in 1971$ Canadian, Region 2 Log of real sales in 1971$ Canadian, Region 3 Log of real sales in 1971$ Canadian, Region 4 Log of real sales in 1971$ Canadian, Region 5 Dummy variable for introduction of product reform Dummy for seasonal demand effect, 1 in January, February Dummy for seasonal demand effect, 1 in November, December Part II: OBSN LPR1 LPR2 LPR3 LPR4 LPR5 Observation Number, 9/10-1973 to Log of the product price divided consumer price index, Region 1 Log of the product price divided consumer price index, Region 2 Log of the product price divided consumer price index, Region 3 Log of the product price divided consumer price index, Region 4 Log of the product price divided consumer price index, Region 5 7/8-1982, Nos. 1-54 by the regional by the regional by the regional by the regional by the regional Part III: OBS LADR1 Observation Number, 9/10-1973 to 7/8-1982, Nos. 1-54 Log of real advertising outlay, Region 1 LADR2 LADR3 LADR4 LADR5 Log Log Log Log TIMESPAN: of of of of real real real real advertising advertising advertising advertising outlay, outlay, outlay, outlay, Region Region Region Region 2 3 4 5 September/October 1973 to July/August 1982, bimonthly NUMBER OF OBSERVATIONS: 54 Source: Data kindly provided by the authors. Article is Stephen J. Arnold, Tae H. Oum, Bohumir Pazderka and Douglas W. Snetsinger, "Advertising Quality in Sales Response Models," JOURNAL OF MARKETING RESEARCH, Vol. 24, No. 1, February 1987, pp. 105-113.