R Dataset / Package plm / Parity

Documentation

On this Picostat.com statistics page, you will find information about the Parity data set which pertains to Purchasing Power Parity and other parity relationships. The Parity data set is found in the plm R package. You can load the Parity data set in R by issuing the following command at the console data("Parity"). This will load the data into a variable called Parity. If R says the Parity data set is not found, you can try installing the package by issuing this command install.packages("plm") 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 Parity R data set. The size of this file is about 128,898 bytes.


Purchasing Power Parity and other parity relationships

Description

A panel of 104 quarterly observations from 1973Q1 to 1998Q4

total number of observations : 1768

observation : country

country : OECD

Usage

data(Parity)

Format

A data frame containing :

country

country codes: a factor with 17 levels

time

the quarter index, 1973Q1-1998Q4

ls

log spot exchange rate vs. USD

lp

log price level

is

short term interest rate

il

long term interest rate

ld

log price differential vs. USA

uis

U.S. short term interest rate

uil

U.S. long term interest rate

Source

Coakley, J., Fuertes, A. M., and Smith, R. (2006) “Unobserved heterogeneity in panel time series models”, Computational Statistics & Data Analysis, 50(9), 2361–2380.

References

Coakley, J., Fuertes, A. M., and Smith, R. (2006) “Unobserved heterogeneity in panel time series models”, Computational Statistics & Data Analysis, 50(9), 2361–2380.

Driscoll, J. C., and Kraay, A. C. (1998). “Consistent covariance matrix estimation with spatially dependent panel data”, Review of Economics and Statistics, 80(4), 549–560.

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Dataset imported from https://www.r-project.org.

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Attachment Size
dataset-86319.csv 125.88 KB
Dataset License
GNU General Public License v2.0
Documentation License
GNU General Public License v2.0