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urca (version 1.3-4)

denmark: Data set for Denmark, Johansen and Juselius (1990)

Description

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

Usage

data(denmark)

Arguments

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.

Author

Bernhard Pfaff