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 12.1: 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