LT {Hayashi}R Documentation

Dollar Sterling Exchange Rate

Description

yearly observations from 1791 to 1990

number of observations : 200

observation : country

country : United Kingdown

Usage

data(LT)

Format

A dataframe containing :

Year
the Year of observation
S
dollar / sterling exchange rate
USWPI
uS wholesale price index, normalized to 100 for 1914
UKWPI
uS wholesale price index, normalized to 100 for 1914

Source

Lothian, J. and M. Taylor (1996) “Real exchange rate behavior: the recent float from the perspective of the past two centuries”, Journal of Political Economy , 104, 488-509.

References

Hayashi, F. (2000) Econometrics, Princeton University Press, chapter 9, 613-621.


[Package Hayashi version 0.1-2 Index]