Denmark: Data set for Denmark, Johansen & Juselius (1990)

Description Usage Format Author(s) Source References


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 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.


Bernhard Pfaff


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.


Search within the urca package
Search all R packages, documentation and source code

Questions? Problems? Suggestions? or email at

Please suggest features or report bugs with the GitHub issue tracker.

All documentation is copyright its authors; we didn't write any of that.