denmark             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _f_o_r _D_e_n_m_a_r_k, _J_o_h_a_n_s_e_n & _J_u_s_e_l_i_u_s (_1_9_9_0)

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     data(denmark)

_F_o_r_m_a_t:

     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.

_A_u_t_h_o_r(_s):

     Bernhard Pfaff

_S_o_u_r_c_e:

     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.

_R_e_f_e_r_e_n_c_e_s:

     <URL: http://www.math.ku.dk/~sjo/>

