Money: Money, GDP and Interest Rate in Canada
Description
quarterly observations from 1967-1 to 1998-4 number of observations : 128
observation : country
country : Canada
Format
A time serie containing :
- m
- log of the real money supply
- y
- the log of GDP, in 1992 dollars, seasonally adjusted
- p
- the log of the price level
- r
- the 3-month treasury till rate
Source
CANSIM Database of Statistics Canada. References
Davidson, R. and James G. MacKinnon (2004) Econometric Theory and Methods, New York, Oxford University Press, http://www.econ.queensu.ca/ETM/, chapter 7 and 8.