Data set for Finland, Johansen and Juseliues (1990)
Data set for Finland, Johansen and Juseliues (1990)
This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Finland.
data
latin1
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.
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.