barry | R Documentation |
This data set contains the series used by Bierens and Martins for testing for PPI between Canada and US.
data(barry)
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. |
Matthieu Stigler
Bierens, H. and Martins, L. (2010), Time Varying Cointegration,
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