Raotbl2: Data set used by Dickey, Jansen and Thornton (1994)

Raotbl2R Documentation

Data set used by Dickey, Jansen and Thornton (1994)

Description

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”.

Usage

data(Raotbl2)

Format

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.

m1p Real money balances M1.
m2p Real money balances M2.
mbp Real adjusted monetary base.
nm1m2p Real non-M1 component of M2.

Author(s)

Bernhard Pfaff

Source

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.2.


urca documentation built on May 29, 2024, 5:36 a.m.

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