Raotbl7: Data set used by Glenn Otto (1994)

Raotbl7R Documentation

Data set used by Glenn Otto (1994)

Description

This data set contains Canadian quarterly data used by Glenn Otto in his article: “Diagnostic Testing: An Application to the Demand for M1".

Usage

data(Raotbl7)

Format

A data frame with quarterly data from 1956:1 until 1988:4.

m1 Money stock M1.
p Implicit price deflator for GDP, 1981=100.
gdp GDP at constant 1981 prices.
r 90-day prime corporate rate.

Author(s)

Bernhard Pfaff

Source

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.


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

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