Lothian's and Taylor's (1996) Data Set

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Description

Data used by Lothian and Taylor (1996) on the real exchange rate behaviour.

Usage

1

Format

A data frame with 200 observations on the following 4 variables.

year

Year

spot

dollar/sterling exchange rate

USwpi

U.S. wholesale price index, 1914==100

UKwpi

U.K. wholesale price index, 1914==100

Source

Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.

http://fmwww.bc.edu/ec-p/data/Hayashi/

References

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.

Examples

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