PE {Ecdat}R Documentation

Price and Earnings Index

Description

annual observations from 1800 to 1931

number of observations : 132

observation : country

country : United States

Usage

data(PE)

Format

A time serie containing :

price
s&P composite stock price index
earnings
s&P composite earnings index

Source

Robert Shiller.

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, http://www.econ.kuleuven.ac.be/GME, chapter 8.

See Also

Index.Books, Index.Economics, Index.Econometrics, Index.Observations, Index.Time.Series


[Package Ecdat version 0.1-4 Index]