denmark

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

datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

Eric Zivot

Matthieu Stigler

denmark function

<p>A data frame with 55 observations on the following 6 variables.</p>
<p></p><table class="table">
<tr><td><code>period</code></td><td>Time index from 1974:Q1 until 1987:Q3.</td></tr>
<tr><td><code>LRM</code></td><td>Logarithm of real money, M2.</td></tr>
<tr><td><code>LRY</code></td><td>Logarithm of real income.</td></tr>
<tr><td><code>LPY</code></td><td>Logarithm of price deflator.</td></tr>
<tr><td><code>IBO</code></td><td>Bond rate.</td></tr>
<tr><td><code>IDE</code></td><td>Bank deposit rate.</td></tr>
</table><p></p><p></p>

Format

Author

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

<p>A data frame with 55 observations on the following 6 variables.</p>
<p></p><table class='table'>
<tr><td><code>period</code></td><td>Time index from 1974:Q1 until 1987:Q3.</td></tr>
<tr><td><code>LRM</code></td><td>Logarithm of real money, M2.</td></tr>
<tr><td><code>LRY</code></td><td>Logarithm of real income.</td></tr>
<tr><td><code>LPY</code></td><td>Logarithm of price deflator.</td></tr>
<tr><td><code>IBO</code></td><td>Bond rate.</td></tr>
<tr><td><code>IDE</code></td><td>Bank deposit rate.</td></tr>
</table>



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

Description

Usage

Arguments

Format

Author

`period`	Time index from 1974:Q1 until 1987:Q3.
`LRM`	Logarithm of real money, M2.
`LRY`	Logarithm of real income.
`LPY`	Logarithm of price deflator.
`IBO`	Bond rate.
`IDE`	Bank deposit rate.