Finland function

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.

lrm1Logarithm of real money, M1.
lnyLogarithm of real income.
lnmrMarginal rate of interest.
difpInflation 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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