Data set used by Dickey, Jansen \& Thornton (1994)
This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: “A Primer on Cointegrating with an Application to Money and Income”.
A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.
||Ratio of currency to total checkable deposits.|
|| seasonally adjusted series of
||Nominal 3 month T-Bill rate.|
||Nominal yield on 10-year Government securities.|
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.1.
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