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. |
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.