249

Anhang Verzeichnis der verwendeten makroökonomischen Zeitreihen

Deutschland

1. Untersuchung der internationalen Paritäten s

Kassakurs D-Mark/US-Dollar, Quelle: International Monetary Fund, International Financial Statistics

f

Terminkurs D-Mark/US-Dollar für Ein-Monats-Terminkontrakte, Quelle: Data Ressources International, Frankfurt a.M.

p

Preisindex für die Lebenshaltung (1985=100), nicht saisonbereinigt, nur West deutschland, Quelle: OECD, Main Economic Indicators Zinssatz fur Ein-Monats-Gelder am Londoner Euromarkt, Quelle: Data Ressources International, Frankfurt a.M.

2. Untersuchung der monetären Modelle s

Kassakurs D-Mark/US-Dollar, Quelle: International Monetary Fund, International Financial Statistics

m

Geldmenge MI in Mrd . D-Mark, saisonbereinigt, laufende Preise, Quelle: Deutsche Bundesbank, Monatsberichte

y

Index der industriellen Nettoproduktion, 1985=100, saisonbereinigt, nur Westdeutschland , Quelle: OECD, Main Economic Indicators Zinssatz für Drei-Monats-Gelder am Londoner Euromarkt, Quelle: Data Ressources International , Frankfurt a.M.

250

Großbritannien

I. Untersuchung der internationalen Paritäten Kassakurs Pfund Sterling/U'S-Dollar, Quelle: International Monetary Fund, International Financial Statistics f

Terminkurs Pfund SterlinglUS-Dollar für Ein-Monats-Terminkontrakte, Quelle: Data Ressources International, Frankfurt a.M.

p

Preisindex für die Lebenshaltung (1985=100), nicht saisonbereinigt, Quelle: OECD, Main Economic Indicators Zinssatz für Ein-Monats-Gelder am Londoner Euromarkt, Quelle: Data Ressources International , Frankfurt a.M.

2. Untersuchung der monetären Modelle Kassakurs Pfund SterlinglUS-Dollar, berechnet aus den Dollarkursen über die Bedingung der Dreiecksarbitrage m

Geldmenge MOin Mrd . Pfund Sterling, saisonbereinigt, laufende Preise, Quelle: Bank ofEngland, Quarterly Bulletin

y

Index der industriellen Nettoproduktion, 1985=100, saisonbereinigt, Quelle: OECD, Main Econornic Indicators Zinssatz für Drei-Monats -Gelder am Londoner Euromarkt, Quelle: Data Ressources International , Frankfurt a.M.

251

Japan

1. Untersuchung der internationalen Paritäten s

Kassakurs YenlUS-Dollar, Quelle: International Monetary Fund, International Financial Statistics

f

Terminkurs YenlUS-Dollar fiir Ein-Monats-Terminkontrakte, Quelle: Data Ressources International , Frankfurt a.M.

p

Preisindex fiir die Lebenshaltung (1985= 100), nicht saisonbereinigt, Quelle: OECD, Main Economic Indicators Call Money Rate, Quelle: OECD , Main Economic Indicators

2. Untersuchung der monetären Modelle Kassakurs Yen/D-Mark, berechnet aus den Dollarkursen über die Bedingung der Dreiecksarbitrage m

Geldmenge MI in Mrd . Yen, saisonbereinigt, laufende Preise, Quelle: Bank of Japan, Economic Statistics Monthly

y

Index der industriellen Nettoproduktion, 1985=100, saisonbereinigt, Quel1e: OECD , Main Economic Indicators Call Money Rate, Quelle: OECD, Main Economic Indicators

252

Vereinigte Staaten

1. Untersuchung der internationalen Paritäten p

Preisindex fiir die Lebenshaltung (1985=100) , nicht saisonbereinigt , Quelle: OECD, Main Economic Indicators Zinssatz fiir Ein-Monats-Gelder am Londoner Euromarkt, Quelle: Data Ressources International, Frankfurt a.M.

2. Untersuchung der monetären Modelle m

Geldmenge MI in Mrd. US-Dollar, saisonbereinigt, laufende Preise, Quelle: Federal Reserve System, Federal Reserve Bulletin

y

Index der industriellen Nettoproduktion, 1985=100, saisonbereinigt , Quelle: OECD , Main Economic Indicators Zinssatz fiir Drei-Monats-Gelder am Londoner Euromarkt, Quelle: Data Ressources International , Frankfurt a.M.

ib

Umlaufrendite von Treasury-Bonds mit einer Restlaufzeit von 10 Jahren, Quelle: Data Ressources International, Frankfurt a.M.

Die Daten sind auf monatlicher Basis fiir den Zeitraum von Januar 1974 bis Dezember 1992 erhoben worden. Mit Ausnahme der Zinssätze werden alle Zeitreihen in logarithmierter Form verwendet.

253

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