monthly observations of 7 countries from 1958 to 1989
number of observations : 2634
country : world
economic topic : macroeconomics
econometrics topic : non-stationarity
A dataframe containing :
the consumer price index
black market nominal exchange rate, defined as units of domestic currency per US dollar
the consumer price index of USA
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
Kul B. Luintel, (2000) “Real Exchange Rate Behaviour: Evidence from Black Markets”, Journal of Applied Econometrics, 15(2), 161–185.