This data set contains the series used by Bierens and Martins for testing for PPI between Canada and US.
A data frame with 324 monthly observations, ranging from 1973:M1 until 1999:M12.
||Exchange rate US/Can dollar.|
||US Consumer Price Index.|
||Canada Consumer Price Index.|
Bierens, H. and Martins, L. (2010), Time Varying Cointegration,
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