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Name:

Purchasing Power Parity and other parity relationships

Description:

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

Variables:

A data frame containing :

country: country codes: a factor with 17 levels
time: the quarter index, 1973Q1-1998Q4
ls: log spot exchange rate vs. USD
lp: log price level
is: short term interest rate
il: long term interest rate
ld: log price differential vs. USA
uis: U.S. short term interest rate
uil: U.S. long term interest rate

Details

total number of observations : 1768

observation : country

country : OECD

Link To Google Sheets:

Rows:

1768

Columns:

Files:

Purchasing Power Parity and other parity relationships_1308_29.csv

License Type:

Public Domain (CC0)

References/Notes/Attributions:

Source

Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics \& Data Analysis, 50(9), 2361–2380.

References

Coakley J, Fuertes A, Smith R (2006). “Unobserved heterogeneity in panel time series models.” Computational Statistics \& Data Analysis, 50(9), 2361–2380.

Driscoll JC, Kraay AC (1998). “Consistent covariance matrix estimation with spatially dependent panel data.” Review of economics and statistics, 80(4), 549–560.

R Dataset Upload:

Use the following R code to directly access this dataset in R.

d <- read.csv("https://www.key2stats.com/Purchasing_Power_Parity_and_other_parity_relationships_1308_29.csv")