| Raotbl2 {urca} | R Documentation |
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”.
data(Raotbl2)
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. |
Bernhard Pfaff
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.