finland


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


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

finland function

A data frame with 106 observations on the following 4 variables,
  ranging from 1958:Q2 until 1984:Q3. <table><tr><td>
    <code>lrm1</code> </td>
</tr><tr><td> Logarithm of real money, M1. </td>
</tr><tr><td>
    <code>lny</code> </td>
</tr><tr><td> Logarithm of real income. </td>
</tr><tr><td>
    <code>lnmr</code> </td>
</tr><tr><td> Marginal rate of interest. </td>
</tr><tr><td>
    <code>difp</code> </td>
</tr><tr><td> Inflation rate. </td>
</tr></table>

Format

Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
  Inference on Cointegration -- with Applications to the Demand for
  Money, <em>Oxford Bulletin of Economics and Statistics</em>, <b>52,
    2</b>, 169--210. 

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

Description

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References