LTR Documentation

Dollar Sterling Exchange Rate

Description

annual observations from 1791 to 1990

number of observations : 200

observation : country

country : United Kingdown

Usage

data(LT)

Format

A time serie containing :

s

US *Dollar / *Pound 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, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 9, 613-621.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series