lothiantaylor: Historical USD - Sterling Exchange Rates.

In lachlandeer/hayashir: R Companion to "Econometrics" by Fumio Hayashi

Historical USD - Sterling Exchange Rates.

Description

Hayashi Source: Lothian, J., and M. Taylor, 1996, "Real Exchange Rate Behavior: The Recent Float from the Perspective of the Past Two Centuries," Journal of Political Economy, 104,488-509.

Usage

data('lothiantaylor')

Format

A data.frame with 200 observations on 4 variables:

• year: year

• usd_gbp: annual average US Dollar / UK Sterling exchange rate

• wpi_us: annual average Wholesale Price Index for the USA, with 1914 normalized to 100

• wpi_uk: annual average Wholesale Price Index for the UK, with 1914 normalized to 100

Details

A time series data set at annual frequency of the US dollar / UK Sterling exchange rate and annual wholesale price indices.

Notes

Used in Chapter 9.6 and the Empirical Exercise of Chapter 9.

Source

https://sites.google.com/site/fumiohayashi/hayashi-econometrics/data-for-empirical

Examples

 str(lothiantaylor)

lachlandeer/hayashir documentation built on Feb. 9, 2023, 2:01 p.m.