MonthExRate: Monthly Exchange Rates
In pder: panel data econometrics with R
Description
Usage
Format
Source
References
See Also
Description
monthly observations of 12 countries from 1973 to 1999
number of observations : 3888
economic topic : macroeconomics
econometrics topic : non-stationarity
Usage
1
Format
A dataframe containing :
- country
country name
- time
the month
- cpi
current prince index
- exrate
exchange rate with US dollar
- cpiUS
cpi of the United States
- year
the year
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Barry Falk and Chun-Hsien Wang, (2003) “Testing long-run PPP with infinite variance returns”, Journal of Applied Econometrics, 18(4), 471-484.
See Also
Index.Economics, Index.Econometrics
pder documentation built on May 2, 2019, 6:49 p.m.
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Description Usage Format Source References See Also
Description
monthly observations of 12 countries from 1973 to 1999
number of observations : 3888
economic topic : macroeconomics
econometrics topic : non-stationarity
Usage
1 |
Format
A dataframe containing :
- country
country name
- time
the month
- cpi
current prince index
- exrate
exchange rate with US dollar
- cpiUS
cpi of the United States
- year
the year
Source
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
References
Barry Falk and Chun-Hsien Wang, (2003) “Testing long-run PPP with infinite variance returns”, Journal of Applied Econometrics, 18(4), 471-484.
See Also
Index.Economics, Index.Econometrics
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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