Quarterly Exchange Rates

Description

quarterly observations of 25 countries from 1973-2 to 2000-4

number of observations : 2775

economic topic : macroeconomics

econometrics topic : non-stationarity

Usage

1

Format

A dataframe containing :

country

country name

time

the quarter

dlcpi

log-difference of cpi respective to US cpi

lexr

log of the exchange rate with US dollar

Source

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

References

In Choi and Timothy K. Chue, (2007) “Subsampling hypothesis tests for nonstationary panels with applications to exchange rates and stock prices”, Journal of Applied Econometrics, 22(2), 233-264.

See Also

Index.Economics, Index.Econometrics

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