Instructional dataset, accompanying Econometrics, Fumio Hayashi, Princeton University Press, (c) 2000 Datasets also accessible in ASCII from http://www.e.u-tokyo.ac.jp/~hayashi/datasets.htm Data from the Lothian-Taylor paper "Real exchange rate behavior: The Recent Float from the Perspective of the Past Two Centuries", J. Political Economy, 104, 488-509, 1996. 200 annual observations (1791-1990) on components of US/UK real exchange rate. Internally documented.
|Date of creation:||2000|
|Date of revision:|
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