Last data update: 2014.03.03

 R: Data set used by Dickey, Jansen & Thornton (1994)
Raotbl2R Documentation

Data set used by Dickey, Jansen & Thornton (1994)

Description

This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.

Usage

data(Raotbl2)

Format

A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.

m1p Real money balances M1.
m2p Real money balances M2.
mbp Real adjusted monetary base.
nm1m2p Real non-M1 component of M2.

Author(s)

Bernhard Pfaff

Source

Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.2.

Results


Created & Maintained by Osamu Ogasawara (osamu.ogasawara@gmail.com) and IMSBIO