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File size: 28KB
Description of data: Variables (as defined
in the text):
"Noise-q.dat": This is the main data set used in
the paper. The sources of the
data are explained as follows:
All exchange rates (both spot and forward) are obtained from
Harris Bank's
Weekly Review.
Consumer price indices for four countries are obtained from
IMF's IFS.
Consumption and other macro data are from CitiBase for the
U.S., and from
IFS for the other three countries.
In addition to this data set, we also use data from Froot-Frankel
(QJE 89),
Cavaglia-Verschoor-Wolff (JB 94), and Frankel-Chinn (RIE 93,
136-144).
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Mark.exe
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