Parity: Purchasing Power Parity and other parity relationships

Description Format Details Source References

Description

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

Format

A data frame containing :

country

country codes: a factor with 17 levels

time

the quarter index, 1973Q1-1998Q4

ls

log spot exchange rate vs. USD

lp

log price level

is

short term interest rate

il

long term interest rate

ld

log price differential vs. USA

uis

U.S. short term interest rate

uil

U.S. long term interest rate

Details

total number of observations : 1768

observation : country

country : OECD

Source

\insertRef

COAK:FUER:SMIT:06plm

References

\insertRef

COAK:FUER:SMIT:06plm

\insertRef

DRIS:KRAA:98plm


plm documentation built on March 3, 2021, 1:12 a.m.