QuartExRate: Quarterly Exchange Rates
In pder: panel data econometrics with R
Description
Usage
Format
Source
References
See Also
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
pder documentation built on May 2, 2019, 6:49 p.m.
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Description Usage Format Source References See Also
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
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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