
  This data set contains some macroeconomic figures of the Euro Zone in
  order to estimate an exemplary money demand function.


datasets

Unit root and cointegration tests encountered in applied
econometric analysis are implemented.

Bernhard Pfaff

urca

Unit Root and Cointegration Tests for Time Series Data

ecb function

A data frame containing five series. <table><tr><td>
    <code>period</code> </td>
</tr><tr><td> Time index from Q31997 until Q42003.</td>
</tr><tr><td>  
    <code>gdp.defl</code> </td>
</tr><tr><td> Gross Domestic Product Deflator,</td>
</tr><tr><td> 
    </td>
</tr><tr><td> [Index 2000=100, seasonally adjusted] </td>
</tr><tr><td>
    <code>gdp.nom</code> </td>
</tr><tr><td> Nominal Gross Domestic Product, </td>
</tr><tr><td> 
    </td>
</tr><tr><td> [Current prices, EUR billions, seasonally adjusted] </td>
</tr><tr><td> 
    <code>m3</code> </td>
</tr><tr><td> Monetary Aggregate M3, </td>
</tr><tr><td>
    </td>
</tr><tr><td> [outstanding amount at end of quarter, EUR billions, seasonally
    adjusted] </td>
</tr><tr><td> 
    <code>rl</code> </td>
</tr><tr><td> Benchmark Government Bond yield with a maturity of 10
    years, </td>
</tr></table>

Format

European Central Bank, Monthly Bulletins, Frankfurt am Main, Germany.

ecb: Macroeconomic data of the Euro Zone

Description

Usage

Arguments

Format

Source

References