Dear all,
My problem is the following: I have a panel data of EU countries in which I have many kinds of variables. One of them is the sovereign interest rates (i hereafter). I would like to compute the spread between any EU countries i's and Germany's one for each year. For instance, Italian-German spread in 2010 (i_italy-2010 - i_germany_2010). What is confusing to me is that I wouldn't make the difference between two variables, but between two observations of the same variable (the variable i). Does anyone has an idea about how to solve this issue ? I suppose I would have to start by bys country year. Thanks a lot.
Jean
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