PER Documentation

Price and Earnings Index

Description

annual observations from 1800 to 1931

number of observations : 132

observation : country

country : United States

Usage

data(PE)

Format

A time serie containing :

price

S\&P composite stock price index

earnings

S\&P composite earnings index

Source

Robert Shiller.

References

Verbeek, Marno (2004) A Guide to Modern Econometrics, John Wiley and Sons, chapter 8.

See Also

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

Index.Time.Series