finland {urca}

Data set for Finland, Johansen and 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.