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Finland

Data set for Finland, Johansen \& Juseliues (1990)


Description

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

Usage

data(finland)

Format

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.

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


urca

Unit Root and Cointegration Tests for Time Series Data

v1.3-0
GPL (>= 2)
Authors
Bernhard Pfaff [aut, cre], Eric Zivot [ctb], Matthieu Stigler [ctb]
Initial release
2016-09-06

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