This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Denmark.
A data frame with 55 rows and 5 variables. Time period from 1974:Q1 until 1987:Q3.
logarithm of real money, M2
logarithm of real income
logarithm of price deflator
bank deposit rate
An object of class "zooreg" "zoo".
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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