# Data set for Denmark, Johansen \& 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

1 |

### 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.

### References

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