Data for: Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two-Way Unobserved Components

Eviews file containing the data and replicating the results of: Herger, Nils (2016), ‘Panel Data Models and the Uncovered Interest Parity Condition: The Role of Two-Way Unobserved Components’, International Journal of Finance and Economics 21, 294-310.