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Level Shifts and Purchasing Power Parity

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Author Info
Perron, Pierre
Vogelsang, Timothy J.

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Abstract

Data accompanying Perron, P., and T.J. Vogelsang, 1992, " Nonstationarity and Level Shifts with an Application to Purchasing Power Parity", Journal of Business and Economic Statistics, Vol. 10, pp. 301-320.

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File URL: http://fmwww.bc.edu/ec-p/data/macro/pervog92.dta
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File Function: Stata v7.0 web-accessible dataset
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Publisher Info
Paper provided by Boston College Department of Economics in its series Instructional Stata datasets for econometrics with number levshift.

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Handle: RePEc:boc:bocins:levshift

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This page was last updated on 2009-12-15.

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