Data set used by Dickey, Jansen and Thornton (1994)

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.

m1p	Real money balances M1.
m2p	Real money balances M2.
mbp	Real adjusted monetary base.
nm1m2p	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