exchangerate

This dataset was considered by West and Harrison (1997) and
Lopes and West (2004). The dataset consists of n = 143 monthly
first-differences of the exchange rates of 6 international
currencies against the British pound, from Jan 1975 to Dec 1986,
these currencies are: US dollar (USD), Canadian dollar (CAD),
Japanese yen (JPY), French franc (FRF), German (deutsche) mark (DEM),
and the Italian lira (ITL).

datasets

Exploratory Bayesian factor analysis of continuous, mixed-type, and bounded continuous variables using the mode-jumping algorithm of Man and Culpepper (2020) <doi:10.1080/01621459.2020.1773833>.

Steven Andrew Culpepper

bayesefa

Bayesian Exploratory Factor

Albert Man

exchangerate function

A 143 by 7 <code>matrix</code> of exchange rate time-series. The variables include:<dl class="dl-horizontal">
<dt><code>Month_Year</code></dt><dd>Month and year of exchange rate data.</dd>
<dt><code>USD</code></dt><dd>US dollar</dd>
<dt><code>CAD</code></dt><dd>Canadian dollar</dd>
<dt><code>JPY</code></dt><dd>Japanese yen</dd>
<dt><code>FRF</code></dt><dd>French franc</dd>
<dt><code>DEM</code></dt><dd>German (deutsche) mark</dd>
<dt><code>ITL</code></dt><dd>Italian lira</dd>
</dl>

Format

International Exchange Rate Dataset — exchangerate

A 143 by 7 <code>matrix</code> of exchange rate time-series. The variables include:<dl class='dl-horizontal'>
<dt><code>Month_Year</code></dt><dd>Month and year of exchange rate data.</dd>
<dt><code>USD</code></dt><dd>US dollar</dd>
<dt><code>CAD</code></dt><dd>Canadian dollar</dd>
<dt><code>JPY</code></dt><dd>Japanese yen</dd>
<dt><code>FRF</code></dt><dd>French franc</dd>
<dt><code>DEM</code></dt><dd>German (deutsche) mark</dd>
<dt><code>ITL</code></dt><dd>Italian lira</dd>
</dl>

exchangerate: International Exchange Rate Dataset

Description

Usage

Arguments

Format