I would like to calculate the interest rate differential of each currency with all others. I need to do it in both directions: domestic-foreign and foreign-domestic. I have many currencies in the dataset and the currency sample will change in the future.
Here is a subset of my dataset along with an example of the output I would like to generate:
Code:
* want to do this for each of all pairs of currency with that exact variable names: gen AUD_CAD = AUD-CAD gen CAD_AUD = CAD-AUD
Code:
* Example generated by -dataex-. To install: ssc install dataex clear input int Code double(AUD CAD CHF CNH CZK) float(AUD_CAD CAD_AUD) 17197 6.235 4.25 2.05 . 2.5 1.985 -1.985 17225 6.225 4.23 2.08 . 2.48 1.995 -1.995 17255 6.33 4.235 2.19 . 2.5 2.095 -2.095 17286 6.23 4.235 2.19 . 2.49 1.995 -1.995 17317 6.215 4.235 2.32 . 2.77 1.98 -1.98 17346 6.215 4.445 2.61 . 2.77 1.77 -1.77 17378 6.4 4.49 2.535 . 3 1.91 -1.91 17409 6.69 5.07 2.695 . 3.25 1.62 -1.62 17437 6.71 4.85 2.48 . 3.3 1.86 -1.86 17470 6.665 4.65 2.22 . 3.33 2.015 -2.015 17500 6.9 4.96 2.65 . 3.88 1.94 -1.94 17531 6.6 4.45 2.325 . 4.01 2.15 -2.15 17562 7.05 4.05 2.4 . 3.65 3 -3 17591 7.47 3.8 2.62 . 3.8 3.67 -3.67 17622 7.525 3.65 2.575 . 3.88 3.875 -3.875 17652 7.5 3.2 2.35 . 3.85 4.3 -4.3 17682 7.35 3.1 2.25 . 3.91 4.25 -4.25 17713 7.475 3.15 2.27 . 3.85 4.325 -4.325 17744 7.42 3.07 2.18 . 3.77 4.35 -4.35 17773 7.05 3.05 2.2 . 3.66 4 -4 17805 7.65 3.75 2.66 . 3.65 3.9 -3.9 17836 6.25 2.75 2 . 4.25 3.5 -3.5 17864 5.125 2.25 .765 . 3.76 2.875 -2.875 17897 4.525 1.8 .38 . 3.5 2.725 -2.725 17927 3.575 1.25 .71 . 2.35 2.325 -2.325 17955 3.375 1.075 .655 . 2.2 2.3 -2.3 17987 3.375 .695 .275 . 2.32 2.68 -2.68 18017 3.225 .595 .225 . 2.32 2.63 -2.63 18046 3.05 .35 .125 . 1.77 2.7 -2.7 18078 3.295 .345 .195 . 1.8 2.95 -2.95 18109 2.9 .3 .105 . 1.75 2.6 -2.6 18140 3 .295 .165 . 1.47 2.705 -2.705 18170 3.35 .295 .23 . 1.41 3.055 -3.055 18200 3.485 .28 .17 . 1.42 3.205 -3.205 18231 3.66 .4 .18 . 1.4 3.26 -3.26 18262 3.86 .285 .22 . 1.17 3.575 -3.575 18291 3.94 .33 .18 . 1.12 3.61 -3.61 18319 3.9 .25 .115 . 1 3.65 -3.65 18352 4.05 .3 .18 . 1.13 3.75 -3.75 18382 4.35 .33 .125 . 1.09 4.02 -4.02 18413 4.7 .475 .26 . .82 4.225 -4.225 18443 4.625 .675 .105 . .83 3.95 -3.95 18473 4.75 .875 .215 . .78 3.875 -3.875 18505 4.76 .875 .175 . .76 3.885 -3.885 18535 4.65 1.225 .115 . 1 3.425 -3.425 18564 4.55 1.175 .13 . .83 3.375 -3.375 18596 5.12 1.3 .21 . .85 3.82 -3.82 18627 4.8 1.075 .145 . .78 3.725 -3.725 18658 4.9 1.075 .135 . .82 3.825 -3.825 18686 4.85 1.075 .11 . .67 3.775 -3.775 18717 4.72 1.05 .18 . .66 3.67 -3.67 18746 4.75 1.05 .085 . .7 3.7 -3.7 18778 4.75 1.255 .11 . .85 3.495 -3.495 18808 4.75 1.035 .11 . .75 3.715 -3.715 18837 4.75 1.035 .18 . .85 3.715 -3.715 18870 4.77 1.035 -.02 . .85 3.735 -3.735 18900 4.78 1.085 .31 . .75 3.695 -3.695 18931 4.78 1.085 .37 . .72 3.695 -3.695 18961 4.675 1.085 .3 . .82 3.59 -3.59 18991 4.575 1.085 .13 . .955 3.49 -3.49 19023 4.57 1.1 .1 . .76 3.47 -3.47 19052 4.57 1.355 .045 . .825 3.215 -3.215 19082 4.7 1.095 .045 . .795 3.605 -3.605 19113 4.37 1.225 .045 . .82 3.145 -3.145 19144 3.97 1.275 .045 . .825 2.695 -2.695 19173 3.97 1.275 0 . .645 2.695 -2.695 19205 3.78 1.06 -.085 . .585 2.72 -2.72 19236 3.735 1.12 -.075 . .505 2.615 -2.615 19264 3.625 1.03 -.105 . .555 2.595 -2.595 19297 3.34 1.03 -.105 . .345 2.31 -2.31 19327 3.225 1.03 -.1 . .175 2.195 -2.195 19358 3.29 1.085 -.25 . .175 2.205 -2.205 19389 3.025 1.045 -.025 . .2 1.98 -1.98 19417 3.055 1.115 -.045 . .2 1.94 -1.94 19446 3.035 1.075 -.025 . .19 1.96 -1.96 19478 3.025 1.105 -.025 . .19 1.92 -1.92 19509 2.805 1.095 -.01 . .19 1.71 -1.71 19537 2.875 1.075 -.05 . .19 1.8 -1.8 19570 2.74 1.045 .01 2.638 .2 1.695 -1.695 19600 2.575 1.045 -.05 2.484 .2 1.53 -1.53 19631 2.575 1.025 0 2.24 .2 1.55 -1.55 19662 2.625 1.045 -.03 2.024 .2 1.58 -1.58 19691 2.465 1.035 -.03 2.021 .19 1.43 -1.43 19723 2.625 1.045 -.08 1.985 .18 1.58 -1.58 19754 2.605 1.075 -.08 2.1 .18 1.53 -1.53 19782 2.605 1.005 -.05 2.046 .18 1.6 -1.6 19813 2.585 .955 -.07 1.974 .18 1.63 -1.63 19843 2.655 1.025 -.05 1.98 .18 1.63 -1.63 19873 2.675 1.025 -.09 2.484 .14 1.65 -1.65 19904 2.775 1.045 -.08 3.197 .08 1.73 -1.73 19935 2.675 1.015 -.05 3.297 .08 1.66 -1.66 19964 2.735 1.045 -.02 3.034 .18 1.69 -1.69 19996 2.785 1.075 -.035 3.296 .18 1.71 -1.71 20027 2.725 1.115 -.025 3.294 .18 1.61 -1.61 20055 2.775 1.06 -.025 3.533 .18 1.715 -1.715 20088 2.975 1.075 -.2 4.042 .18 1.9 -1.9 20118 2.665 .825 -1.1 4.826 .18 1.84 -1.84 20146 2.405 .925 -.85 4.182 .18 1.48 -1.48 20178 2.52 .815 -.925 4.432 .18 1.705 -1.705 20208 2.37 .82 -.845 3.453 .08 1.55 -1.55 end format %tdnn/dd/CCYY Code
Anyone can help? Thanks a lot in advance.
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