Ecdat (version 0.2-9)

PE: Price and Earnings Index

Description

annual observations from 1800 to 1931

number of observations : 132

observation : country

country : United States

Usage

data(PE)

Format

A time serie containing :

price

S\&P composite stock price index

earnings

S\&P composite earnings index

Source

Robert Shiller.

References

Verbeek, Marno (2004) A guide to modern econometrics, John Wiley and Sons, https://feb.kuleuven.be/GME/, chapter 8.

See Also

Index.Source, Index.Economics, Index.Econometrics, Index.Observations,

Index.Time.Series