denmark {urca} | R Documentation

## Data set for Denmark, Johansen & 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)

### Format

A data frame with 55 observations on the following 6 variables.

`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.

### Author(s)

Bernhard Pfaff

### Source

Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and Inference on Cointegration – with Applications to the Demand for Money, Oxford Bulletin of Economics and Statistics, 52, 2, 169–210.

### References

http://www.math.ku.dk/~sjo/

[Package urca version 1.2-3 Index]