denmark {ARDL} | R Documentation |
This data set contains the series used by S. Johansen and K. Juselius for estimating a money demand function of Denmark.
denmark
A time-series object with 55 rows and 5 variables. Time period from 1974:Q1 until 1987:Q3.
logarithm of real money, M2
logarithm of real income
logarithm of price deflator
bond rate
bank deposit rate
An object of class "zooreg" "zoo".
https://onlinelibrary.wiley.com/doi/10.1111/j.1468-0084.1990.mp52002003.x
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.