Danish Money Demand Data

Description

Danish Money Demand Data

Notes

::

Number of Observations - 55

Number of Variables - 5

Variable name definitions:

lrm - Log real money
lry - Log real income
lpy - Log prices
ibo - Bond rate
ide - Deposit rate

Source

Danish data used in S. Johansen and K. Juselius. For estimating estimating a money demand function:

[1] 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.

This is public domain.


Last update: May 14, 2024