quarterly observations of 25 countries from 1973-2 to 2000-4
number of observations : 2775
economic topic : macroeconomics
econometrics topic : non-stationarity
A dataframe containing :
log-difference of cpi respective to US cpi
log of the exchange rate with US dollar
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
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.