Hi,

indeed it is true that our library has access to many databases. Meanwhile I found one that contains IMF information too. I used the 5 day trial and in terms of the cpi series, they are the same which oecd provides. WPI or Germany is unfortunately "only" unified and hence much shorter than in the original paper I'm working on. Nevertheless it's good that a use the money market rates from IFS since they are really different from the oecd data and that did have an impact on the vecms results.

Gather data from different sources - what about using indices that have a different different base in one regression? Is that a severe problem?

Thanks for the support and ideas!

Happy New Year
Pindar



28.12.2010 20:14, Gordon Hughes: 
1.  There is a longer term alternative to the suggestion made by 
John.  It appears that you are at the Free University in 
Berlin.  Most academic libraries and/or computing services have 
access to IMF, EU and other data for use by students and staff, often 
through data services provided by consortia of universities.  There 
is one in the UK and I would expect that there is something similar 
in Germany.  If the Free University doesn't have such access, then 
you should lobby for it.  Academic subscriptions to international 
datasets are usually very cheap.

2.  There is no particular advantage to using data from the IFS.  It 
is just a compilation of data from national  sources.  Since you are 
dealing with a few OECD countries, you can extract data from the 
OECD's online databank without charge or, indeed, from the relevant 
national sources.  I am not sure about Japan but it is certainly 
possible to get what you want for the other countries.

Gordon Hughes


----------------------------------------------------------------------

Message: 1
Date: Tue, 28 Dec 2010 10:25:55 +0100
From: Leon Unger <pindar@zedat.fu-berlin.de>
Subject: [Gretl-users] WPI series - Has somebody access to IMF's
        International Financial Statistics?
To: Gretl list <gretl-users@lists.wfu.edu>
Message-ID: <4D19AD23.1080007@zedat.fu-berlin.de>
Content-Type: text/plain; charset="iso-8859-15"

Hi there,

I'm working on a paper concerning the link between international parity
and granger causality. In order to built PPP the WPI series from 1975M03
on from USA, UK, Germany, Japan and Canada would be of great help for
me. After several days of search I had to draw the conclusion that the
series from IMF's International Financial Statistics are the only chance
to get comparable information. However, I have not access to them. Does
someone can help me out?

Best
Pindar

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