Danish Money Demand Data


Danish Money Demand Data



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


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,

This is public domain.

Last update: Dec 14, 2023