Brüggemann, Ralf; Lütkepohl, Helmut; Marcellino, … - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2006
provided
by the OECD and the ECB, whenever it is available. Euro-area time series data for YER, PCR,
GCR, ITR, SCR and YED are … rate time series for the Euro-area are, e.g., published by the ECB only from 1994
onwards. In this case, we take data for … the period from 1970Q1-1993Q4 from the Fagan et al.
(2001) database.
1The database is available from the ECB website.
2 …