R: Data set for Finland, Johansen & Juseliues (1990)
finland
R Documentation
Data set for Finland, Johansen & Juseliues (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius
for estimating a money demand function of Finland.
Usage
data(finland)
Format
A data frame with 106 observations on the following 4 variables,
ranging from 1958:Q2 until 1984:Q3.
lrm1
Logarithm of real money, M1.
lny
Logarithm of real income.
lnmr
Marginal rate of interest.
difp
Inflation 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.