1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
|
\name{Raotbl2}
\alias{Raotbl2}
\docType{data}
\encoding{latin1}
\title{Data set used by Dickey, Jansen and Thornton (1994)}
\description{
This data set contains the time series used by David A. Dickey, Dennis
W. Jansen and Daniel L. Thornton in their article: ``A Primer on
Cointegrating with an Application to Money and Income''.
}
\usage{data(Raotbl2)}
\format{
A data frame with quarterly oberservations (ts objects) starting in
1953:1 until 1988:4 for the following 4 variables (all transformed to
natural logarithms.
\tabular{rl}{
\code{m1p} \tab Real money balances M1. \cr
\code{m2p} \tab Real money balances M2. \cr
\code{mbp} \tab Real adjusted monetary base. \cr
\code{nm1m2p} \tab Real non-M1 component of M2.
}
}
\source{
Dickey, David A., Dennis W. Jansen and Daniel L. Thornton (1994), A
Primer on Cointegration with an Application to Money and Income, in:
Cointegration for the Applied Economist, ed. B. Bhaskara Rao, chapter
2, Data Appendix, Table D.2.
}
\author{Bernhard Pfaff}
\keyword{datasets}
\concept{data set Rao Dickey Jansen Thornton}
|