finland             package:urca             R Documentation(latin1)

_D_a_t_a _s_e_t _f_o_r _F_i_n_l_a_n_d, _J_o_h_a_n_s_e_n & _J_u_s_e_l_i_u_e_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 Finland.

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

     data(finland)

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

     A data frame with 106 observations on the following 4 variables,
     ranging from 1958:Q2 until 1984:Q3.

       'lrm1'  Logarithm of real money, M1.
        'lny'  Logarithm of real income.
       'lnmr'  Marginal rate of interest.
       'difp'  Inflation 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/>

