INT_D {MSVAR}R Documentation

Hamilton's Interest Rate Data

Description

INT_D This is the interest rate differential data was used in Hamilton and Engel's paper "Long Swings in the Dollar: Are They in the Data and Do Markets Know It?", American Economic Review, Sept. 1990.

Value

a list containing:

INT_D Interest Rate Differential for France and United States

Author(s)

James Eustace james.eustace@omam.co.uk


[Package MSVAR version 0.0 Index]