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LTaylor96

Fumio Hayashi

Instructional Stata datasets for econometrics from Boston College Department of Economics

Abstract: 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.

New Economics Papers: this item is included in nep-ifn
Date: 2000

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http://fmwww.bc.edu/ec-p/data/hayashi/ltaylor96.dta Stata v7.0 web-accessible dataset

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