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.
||Time index from 1974:Q1 until 1987:Q3.|
||Logarithm of real money, M2.|
||Logarithm of real income.|
||Logarithm of price deflator.|
||Bank deposit rate.|
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.