Description Usage Format Details Source References Examples
Quarterly real exchange rates against the US dollar for 17 OECD countries.
1 | data("OECDrealex")
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A quarterly multiple time series from 1973(1) to 1998(4) with 17 variables.
Real exchange rate for Australia.
Real exchange rate for New Zealand.
Real exchange rate for Austria.
Real exchange rate for Belgium.
Real exchange rate for Canada.
Real exchange rate for Denmark.
Real exchange rate for Finland.
Real exchange rate for France.
Real exchange rate for Germany.
Real exchange rate for Italy.
Real exchange rate for Japan.
Real exchange rate for the Netherlands.
Real exchange rate for Norway.
Real exchange rate for Spain.
Real exchange rate for Sweden.
Real exchange rate for Switzerland.
Real exchange rate for the UK.
The real exchange rates are measured in logarithms, such that the series of interest for country [i] is, at time [t],
Y_it = S_it + P_USt - P_it,
where S_it is the logarithm of the units of country [i]'s currency per US dollar, and P[USt] and P[it] are the logarithms of consumer price indices in the US and country [i], respectively. The nominal exchange rate and consumer price index data for the period under investigation are obtained from the OECD Main Economic Indicators Statistical Compendium 2000.
Journal of Applied Econometrics Data Archive for Pesaran (2007).
http://qed.econ.queensu.ca/jae/datasets/pesaran002/
Pesaran MH (2007). A Simple Panel Unit Root Test in the Presence of Cross Section Dependence, Journal of Applied Econometrics, 22(2), 265–312.
1 2 3 4 | data("OECDrealex")
plot(OECDrealex[,1:4])
## try: selected values from Pesaran, Table X
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