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\name{denmark}
\alias{denmark}
\docType{data}
\encoding{latin1}
\title{Data set for Denmark, Johansen and Juselius (1990)}
\description{
This data set contains the series used by S. Johansen and K. Juselius
for estimating a money demand function of Denmark.
}
\usage{data(denmark)}
\format{
A data frame with 55 observations on the following 6 variables.
\tabular{rl}{
\code{period} \tab Time index from 1974:Q1 until 1987:Q3. \cr
\code{LRM} \tab Logarithm of real money, M2. \cr
\code{LRY} \tab Logarithm of real income. \cr
\code{LPY} \tab Logarithm of price deflator. \cr
\code{IBO} \tab Bond rate. \cr
\code{IDE} \tab Bank deposit rate. \cr
}
}
\source{
Johansen, S. and Juselius, K. (1990), Maximum Likelihood Estimation and
Inference on Cointegration -- with Applications to the Demand for
Money, \emph{Oxford Bulletin of Economics and Statistics}, \bold{52,
2}, 169--210.
}
\author{Bernhard Pfaff}
\keyword{datasets}
\concept{data set Johansen Juselius Denmark}
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