Raotbl2 {urca} | R Documentation

## Data set used by Dickey, Jansen & Thornton (1994)

### Description

This data set contains the time series used by David A. Dickey, Dennis W. Jansen and Daniel L. Thornton in their article: ``A Primer on Cointegrating with an Application to Money and Income''.

### Usage

    data(Raotbl2)

### Format

A data frame with quarterly oberservations (ts objects) starting in 1953:1 until 1988:4 for the following 4 variables (all transformed to natural logarithms.

`m1p` | Real money balances M1.
`m2p` | Real money balances M2.
`mbp` | Real adjusted monetary base.
`nm1m2p` | Real non-M1 component of M2.

### Author(s)

Bernhard Pfaff

### Source

Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A Primer on Cointegration with an Application to Money and Income, in: Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter 2, Data Appendix, Table D.2.

[Package urca version 1.2-3 Index]