SciencesPo (version 0.11.21)

ltaylor96: Lothian's and Taylor's (1996) Data Set

Description

Data used by Lothian and Taylor (1996) on the real exchange rate behaviour.

Usage

data(ltaylor96)

source

Hayashi, F. (2000) Econometrics. Princeton. New Jersey, USA: Princeton University.

http://fmwww.bc.edu/ec-p/data/Hayashi/

References

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

Examples

data(ltaylor96)