12.7 Macro Data

The data file uippanel.dat contains an effective exchange rate index, a long term and short term interest rate spread from 16 OECD countries. The data are from the German Bundesbank.

Table: Description of the data file uippanel.dat .
Column Type Description
1 index country identification number:
    1 = Austria, 2 = Belgium, 3 = Canada, 4 = Germany,
    5 = Denmark, 6 = Spain, 7 = Finland,
    8 = France, 9 = Great Britain, 11 = Ireland,
    12 = Italy, 13 = Japan, 15 = Netherlands,
    16 = Portugal, 17 = Sweden, 18 = United States
2 metric time period: years (73,...,98)
3 metric real effective exchange rate index, (1995=100)
4 metric real long-term interest rate differential
5 metric real short-term interest rate differential