This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".
A data frame with quarterly data from 1956:1 until 1988:4.
||Money stock M1.|
||Implicit price deflator for GDP, 1981=100.|
||GDP at constant 1981 prices.|
||90-day prime corporate rate.|
Glenn Otto (1994), Diagnostic Testing: An Application to the Demand for M1, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 6, Data Appendix, Table D.6.
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