The data in FORWARD2c contain 276 observations from January 1979

to December 2001 taken from DATASTREAM.

Variable list:
EXBPEUR EXUSBP EXUSEUR F1BPEUR F1USB F1USEUR F3BPEUR F3USBP F3USEUR
Variable labels:
EXBPEUR:
EXUSBP :
EXUSEUR:
F1USBP :
F1USEUR:
F1BPEUR:
F3USBP :
F3USEUR:
F3BPEUR:

exchangerate pound/euro
exchange rate USDollar/British Pound Sterling
exchange rate USDollar/euro
1 month forward rate USD/pound
1 month forward rate USD/euro
1 month forward rate pound/euro
3 month forward rate USD/pound
3 month forward rate USD/euro
3 month forward rate pound/euro

Notes:
- None of the variables is in logs.
- Pre-euro rates are based on exchange rates against the German mark.
Summary statistics:
Variable |
Obs
Mean Std. Dev.
Min
Max
-------------+----------------------------------------------------EXBPEUR |
276
.6317807 .1208169 .3927372 .8876241
EXUSBP |
276
1.665467 .2501097
1.0725
2.4435
EXUSEUR |
276
1.041584 .1949112 .5826749 1.422215
F1BPEUR |
276
.6347729 .1208141
.39325 .8894122
F1USB |
276
1.662593 .2495589
1.0673
2.4405
F1USEUR |
276
1.044727 .1948703 .5872623
1.42404
F3BPEUR |
276
.6401169 .1209725 .3927244 .8926544
F3USBP |
276
1.657713 .2490684
1.06105
2.4332
F3USEUR |
276
1.050336 .1946759 .5941251 1.427756
Note: in the previous files (forward2.xxx) the pound/euro exchange rates
were computed incorrectly. The forward2c.xxx files contain the correct
rates (in pound per euro).