Denmark: Data set for Denmark, Johansen and Juselius (1990)
In urca: Unit Root and Cointegration Tests for Time Series Data
denmark R Documentation
Data set for Denmark, Johansen and Juselius (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius
for estimating a money demand function of Denmark.
Usage
data(denmark)
Format
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.
Author(s)
Bernhard Pfaff
Source
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.
urca documentation built on May 29, 2024, 5:36 a.m.
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| denmark | R Documentation |
Data set for Denmark, Johansen and Juselius (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Denmark.
Usage
data(denmark)Format
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. |
Author(s)
Bernhard Pfaff
Source
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.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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