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File size: 1.7KB
Description of data:
The file UKDATA is an ascii file containing the following
3 series, from 1990:1 to 1992:08 (monthly), in order:
- Long-term interest differential, UK minus Germany
- Difference between the rate of unemployment and 8 percent,
lagged one period
- Same as 2, but lagged two periods.
The accompanying program file KALERM contains a GAUSS program
that reads the data and performs the estimation reported in
"Gaining and Losing ERM Credibility: the Case of the
United Kingdom" Economic Journal, vol. 105, May 1995.
Paul Masson
Research Department
International Monetary Fund
e-mail: pmasson@imf.org
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Masson.exe
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