barry: Time series of PPI used as example in Bierens and Martins...

Description Usage Format Author(s) Source

Description

This data set contains the series used by Bierens and Martins for testing for PPI between Canada and US.

Usage

1

Format

A data frame with 324 monthly observations, ranging from 1973:M1 until 1999:M12.

dolcan Exchange rate US/Can dollar.
cpiUSA US Consumer Price Index.
cpiCAN Canada Consumer Price Index.

Author(s)

Matthieu Stigler

Source

Bierens, H. and Martins, L. (2010), Time Varying Cointegration,


tsDyn documentation built on May 29, 2017, 10:48 a.m.