Exchange Rate on the Black Markets

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Description

monthly observations of 7 countries from 1958 to 1989

number of observations : 2634

country : world

economic topic : macroeconomics

econometrics topic : non-stationarity

Usage

1

Format

A dataframe containing :

country

the country

month

the month

cpi

the consumer price index

exrate

black market nominal exchange rate, defined as units of domestic currency per US dollar

uscpi

the consumer price index of USA

Source

Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.

References

Kul B. Luintel, (2000) “Real Exchange Rate Behaviour: Evidence from Black Markets”, Journal of Applied Econometrics, 15(2), 161–185.

See Also

Index.Economics, Index.Econometrics

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