denmark | R Documentation |

This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Denmark.

denmark

A data frame with 55 rows and 5 variables. Time period 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

An object of class "zooreg" "zoo".

http://web.math.ku.dk/~sjo/data/danish_data.html

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.

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