| finland {urca} | R Documentation |
This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Finland.
data(finland)
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. |
Bernhard Pfaff
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.