R: Data set for Denmark, Johansen & Juselius (1990)
denmark
R Documentation
Data set for Denmark, Johansen & Juselius (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius
for estimating a money demand function of Denmark.
Usage
data(denmark)
Format
A data frame with 55 observations on the following 6 variables.
period
Time index from 1974:Q1 until 1987:Q3.
LRM
Logarithm of real money, M2.
LRY
Logarithm of real income.
LPY
Logarithm of price deflator.
IBO
Bond rate.
IDE
Bank deposit rate.
Author(s)
Bernhard Pfaff
Source
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
Inference on Cointegration – with Applications to the Demand for
Money, Oxford Bulletin of Economics and Statistics, 52,
2, 169–210.