Question: 9 Collect data from various sources and test for multivariate persistence in the following groups of time series: (a) the spot foreign exchange rates of

9 Collect data from various sources and test for multivariate persistence in the following groups of time series:

(a) the spot foreign exchange rates of selected industrialised nations vis-à-vis the US$,

(b) the spot foreign exchange rates of selected developing economies vis-à-vis the US$,

(c) GDP of selected countries,

(d) nominal interests in selected countries.

What do you find of their characteristics?

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