yearly observations of 47 prefectures from 1992 to 1997
number of observations : 282
country : Japan
economic topic : macroeconomics
econometrics topic : variable coefficients
A dataframe containing :
the price deflator
the level counterpart of M2
the level counterpart of M1
bond rate 5 years
Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.
Cheng Hsiao, Yan Shen (2005) “Aggregate vs. Disaggregate Data Analysis - A Paradox in the Estimation of Money Demand Function of Japan Under the Low Interest Rate Policy”, Journal of Applied Econometrics, 20(5), 579–601.