5/18/88
revised 10/19/89

British Pound / US Dollar Exchange, January 2, 1974 - December 30, 1983

See: Gallant, A. Ronald, David A. Hsieh, and George E. Tauchen (1989), "On 
     Fitting a Recalcitrant Series: The Pound/Dollar Exchange Rate, 1974-83," 
     in William A. Barnett, James Powell, George E. Tauchen, eds.  
     Nonparametric and Semiparametric Methods in Econometrics and Statistics, 
     Proceedings of the Fifth International Symposium in Economic Theory and 
     Econometrics, Cambridge: Cambridge University Press, forthcoming.  

Col 1  -  Price change series after adjusting location and scale for day of 
          the week, weekend, and holiday effects.  See the Gallant-Tauchen-
          Hsieh paper.  

Col 2  -  Raw data, 100*(log(p_t) - log(p_t-1)), where p_t is the closing
          bid price.

Col 3  -  Day of the week, 1 = Monday ...

Col 4  -  Weekend dummy

Col 5  -  Holiday dummy

Col 6  -  Month

Col 7  -  Day

Col 8  -  Year