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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 series 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, chapter 8.

See Also


Ecdat

Data Sets for Econometrics

v0.3-9
GPL (>= 2)
Authors
Yves Croissant <yves.croissant@let.ish-lyon.cnrs.fr> and Spencer Graves
Initial release
2020-11-02

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