Money Demand of Japan

Share:

Description

yearly observations of 47 prefectures from 1992 to 1997

number of observations : 282

country : Japan

economic topic : macroeconomics

econometrics topic : variable coefficients

Usage

1

Format

A dataframe containing :

prefecture

the prefecture

year

the year

cpi

the price deflator

m2

the level counterpart of M2

income

the income

m1

the level counterpart of M1

bond

bond rate 5 years

Source

Journal of Applied Econometrics data archive : http://jae.wiley.com/jae/.

References

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.

See Also

Index.Economics, Index.Econometrics

Want to suggest features or report bugs for rdrr.io? Use the GitHub issue tracker.