Data used by Lothian and Taylor (1996) on the real exchange rate behaviour.
A data frame with 200 observations on the following 4 variables.
dollar/sterling exchange rate
U.S. wholesale price index, 1914==100
U.K. wholesale price index, 1914==100
Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.
Lothian, J. R., and Taylor, M. P. (1996) Real exchange rate behavior: the recent float from the perspective of the past two centuries. Journal of Political Economy, 488–509.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.