This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Finland.
A data frame with 106 observations on the following 4 variables, ranging from 1958:Q2 until 1984:Q3.
||Logarithm of real money, M1.|
||Logarithm of real income.|
||Marginal rate of interest.|
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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