EX_R {MSVAR}R Documentation

Hamilton's FX Data

Description

EX_R This is the French Franc/USD 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:

EX_R Changes in French Franc/USD Exchange Rate

Author(s)

James Eustace james.eustace@omam.co.uk


[Package MSVAR version 0.0 Index]