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urca (version 1.3-4)

Raotbl7: Data set used by Glenn Otto (1994)

Description

This data set contains Canadian quarterly data used by Glenn Otto in his article: ``Diagnostic Testing: An Application to the Demand for M1".

Usage

data(Raotbl7)

Arguments

Format

A data frame with quarterly data from 1956:1 until 1988:4.

m1Money stock M1.
pImplicit price deflator for GDP, 1981=100.
gdpGDP at constant 1981 prices.
r90-day prime corporate rate.

Author

Bernhard Pfaff