Denmark function

Data set for Denmark, Johansen and Juselius (1990)

Data set for Denmark, Johansen and Juselius (1990)

This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Denmark. data

latin1

data(denmark)

Format

A data frame with 55 observations on the following 6 variables.

periodTime index from 1974:Q1 until 1987:Q3.
LRMLogarithm of real money, M2.
LRYLogarithm of real income.
LPYLogarithm of price deflator.
IBOBond rate.
IDEBank deposit rate.

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.

Author(s)

Bernhard Pfaff

  • Maintainer: Bernhard Pfaff
  • License: GPL (>= 2)
  • Last published: 2024-05-27

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