R: Data set for Finland, Johansen & Juseliues (1990)

finland {urca} | R Documentation

## 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

http://www.math.ku.dk/~sjo/

[Package urca version 1.3-0 Index]