On this Picostat.com statistics page, you will find information about the DM data set which pertains to DM Dollar Exchange Rate . The DM data set is found in the Ecdat R package. You can load the DM data set in R by issuing the following command at the console data("DM"). This will load the data into a variable called DM. If R says the DM data set is not found, you can try installing the package by issuing this command install.packages("Ecdat") and then attempt to reload the data. If you need to download R, you can go to the R project website. You can download a CSV (comma separated values) version of the DM R data set. The size of this file is about 22,441 bytes.
DM Dollar Exchange Rate
weekly observations from 1975 to 1989
number of observations : 778
observation : country
country : Germany
A dataframe containing :
the date of the observation (19850104 is January, 4, 1985)
the ask price of the dollar in units of DM in the spot market on friday of the current week
the ask price of the dollar in units of DM in the 30-day forward market on friday of the current week
the bid price of the dollar in units of DM in the spot market on the delivery date on a current forward contract
Bekaert, G. and R. Hodrick (1993) “On biases in the measurement of foreign exchange risk premiums”, Journal of International Money and Finance, 12, 115-138.
Hayashi, F. (2000) Econometrics, Princeton University Press, http://fhayashi.fc2web.com/hayashi_econometrics.htm, chapter 6, 438-443.
Dataset imported from https://www.r-project.org.