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barry

Time series of PPI used as example in Bierens and Martins (2010)

Description

This data set contains the series used by Bierens and Martins for testing for PPI between Canada and US.

Usage

data(barry)

Format

A data frame with 324 monthly observations, ranging from 1973:M1 until 1999:M12.

dolcan Exchange rate US/Can dollar.
cpiUSA US Consumer Price Index.
cpiCAN Canada Consumer Price Index.

Author(s)

Matthieu Stigler

Source

Bierens, H. and Martins, L. (2010), Time Varying Cointegration,

tsDyn

Nonlinear Time Series Models with Regime Switching

v10-1.2
GPL (>= 2)
Authors
Antonio Fabio Di Narzo [aut], Jose Luis Aznarte [ctb], Matthieu Stigler [aut], Ho Tsung-wu [cre]
Initial release
2020-02-04

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