LT                   package:Ecdat                   R Documentation

_D_o_l_l_a_r _S_t_e_r_l_i_n_g _E_x_c_h_a_n_g_e _R_a_t_e

_D_e_s_c_r_i_p_t_i_o_n:

     annual observations from 1791 to 1990

     _number of observations_ :  200

     _observation_ :  country

     _country_ :  United Kingdown

_U_s_a_g_e:

     data(LT)

_F_o_r_m_a_t:

     A time serie containing :

     _s dollar / sterling exchange rate

     _u_s_w_p_i US wholesale price index, normalized to 100 for 1914

     _u_k_w_p_i US wholesale price index, normalized to 100 for 1914

_S_o_u_r_c_e:

     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.

_R_e_f_e_r_e_n_c_e_s:

     Hayashi, F. (2000) _Econometrics_, Princeton University Press,
     <URL:
     http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm>,
     chapter 9, 613-621.

_S_e_e _A_l_s_o:

     'Index.Books', 'Index.Economics', 'Index.Econometrics',
     'Index.Observations', 'Index.Time.Series'

