Finland: Data set for Finland, Johansen and Juseliues (1990)
In urca: Unit Root and Cointegration Tests for Time Series Data
finland R Documentation
Data set for Finland, Johansen and Juseliues (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius
for estimating a money demand function of Finland.
Usage
data(finland)
Format
A data frame with 106 observations on the following 4 variables,
ranging from 1958:Q2 until 1984:Q3.
lrm1 Logarithm of real money, M1.
lny Logarithm of real income.
lnmr Marginal rate of interest.
difp Inflation rate.
Author(s)
Bernhard Pfaff
Source
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
Inference on Cointegration – with Applications to the Demand for
Money, Oxford Bulletin of Economics and Statistics, 52,
2, 169–210.
References
urca documentation built on Sept. 9, 2022, 3:06 p.m.
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| finland | R Documentation |
Data set for Finland, Johansen and Juseliues (1990)
Description
This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Finland.
Usage
data(finland)
Format
A data frame with 106 observations on the following 4 variables, ranging from 1958:Q2 until 1984:Q3.
lrm1 | Logarithm of real money, M1. |
lny | Logarithm of real income. |
lnmr | Marginal rate of interest. |
difp | Inflation rate. |
Author(s)
Bernhard Pfaff
Source
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and Inference on Cointegration – with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 2, 169–210.
References
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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