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SciencesPo (version 1.3.8)

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

Description

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

  • year Year
  • spot dollar/sterling exchange rate.
  • USwpi U.S. wholesale price index, 1914==100.
  • UKwpi U.K. wholesale price index, 1914==100.

Usage

data(ltaylor96)

Arguments

encoding

UTF-8

format

A data frame with 200 observations on the following 4 variables.

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.