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Cointegration and Exchange Rate Dynamics (ICPSR 1057)
Principal Investigator(s): Diebold, F. (Frank), University of Pennsylvania; Gardeazabal, J., University of Pennsylvania; Yilmaz, K., University of Pennsylvania
These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.
These data are flagged as replication datasets and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the investigator(s) if further information is desired.
These data are freely available.
Diebold, F. (Frank), J. Gardeazabal, and K. Yilmaz. Cointegration and Exchange Rate Dynamics. ICPSR01057-v1. Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 1996-01-03. http://doi.org/10.3886/ICPSR01057.v1
Persistent URL: http://doi.org/10.3886/ICPSR01057.v1
Scope of Study
Subject Terms: currencies, exchange rates, monetary policy
Data Collection Notes:
No hard copy documentation.
Original ICPSR Release: 1996-01-03
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