1 1967 1 11.21111 12.62052 -1.49969 4.46333 2 1967 2 11.21075 12.64173 -1.48955 4.17333 3 1967 3 11.20382 12.64643 -1.48414 4.47333 4 1967 4 11.17621 12.65076 -1.47146 5.45333 5 1968 1 11.14330 12.65842 -1.45747 6.69000 6 1968 2 11.11438 12.68715 -1.45569 6.83333 7 1968 3 11.11241 12.70310 -1.44847 5.72333 8 1968 4 11.10287 12.71848 -1.43829 5.82333 9 1969 1 11.08563 12.73085 -1.42332 6.46333 10 1969 2 11.07028 12.73508 -1.40795 6.89000 11 1969 3 11.03490 12.74712 -1.40062 7.69333 12 1969 4 11.01156 12.76239 -1.39011 7.72333 13 1970 1 10.97890 12.76398 -1.37052 7.46000 14 1970 2 10.96153 12.76374 -1.36247 6.35333 15 1970 3 10.95567 12.77726 -1.35579 5.53333 16 1970 4 10.95667 12.77405 -1.34416 4.61667 17 1971 1 10.98155 12.78420 -1.33956 3.96667 18 1971 2 11.00650 12.81427 -1.32843 3.13333 19 1971 3 11.03369 12.84125 -1.32286 3.84333 20 1971 4 11.05235 12.85318 -1.30833 3.30667 21 1972 1 11.05913 12.84753 -1.28646 3.46000 22 1972 2 11.07608 12.87644 -1.27749 3.62333 23 1972 3 11.09127 12.87682 -1.26062 3.52667 24 1972 4 11.11172 12.90129 -1.24253 3.63333 25 1973 1 11.12150 12.93017 -1.22467 4.11667 26 1973 2 11.11433 12.93959 -1.19261 5.18667 27 1973 3 11.11017 12.94252 -1.16210 6.14000 28 1973 4 11.09312 12.96790 -1.12921 6.43667 29 1974 1 11.06725 12.97796 -1.09044 6.26667 30 1974 2 11.06163 12.98056 -1.05201 8.34000 31 1974 3 11.00764 12.98935 -1.01908 9.05000 32 1974 4 10.98193 12.99501 -0.99843 7.64000 33 1975 1 11.00563 12.99077 -0.97838 6.33000 34 1975 2 11.01921 13.00144 -0.95779 6.90333 35 1975 3 11.02323 13.01567 -0.92851 7.90667 36 1975 4 11.04384 13.02244 -0.90413 8.44000 37 1976 1 11.01540 13.04271 -0.88335 8.81667 38 1976 2 10.98871 13.06499 -0.85610 8.97000 39 1976 3 10.99449 13.06840 -0.84878 9.10333 40 1976 4 10.98590 13.06811 -0.82754 8.58000 41 1977 1 10.98834 13.08518 -0.81133 7.74333 42 1977 2 10.99820 13.08816 -0.79384 7.23333 43 1977 3 11.00111 13.09496 -0.77828 7.12667 44 1977 4 11.01633 13.11197 -0.76803 7.22333 45 1978 1 11.02430 13.11969 -0.75155 7.38667 46 1978 2 11.02548 13.12995 -0.73308 8.21667 47 1978 3 11.03000 13.14090 -0.71761 8.87667 48 1978 4 11.03100 13.14964 -0.69534 10.22333 49 1979 1 11.00298 13.16078 -0.67473 10.86333 50 1979 2 10.99349 13.17404 -0.64280 10.81333 51 1979 3 10.99300 13.17922 -0.61703 11.44333 52 1979 4 10.96523 13.19088 -0.59884 13.63000 53 1980 1 10.95263 13.19500 -0.57422 14.09667 54 1980 2 10.92316 13.19063 -0.54778 12.37000 55 1980 3 10.92545 13.18109 -0.51330 10.50000 56 1980 4 10.93578 13.19335 -0.48261 14.20667 57 1981 1 10.89838 13.21775 -0.45638 16.71000 58 1981 2 10.87412 13.22719 -0.43337 18.20333 59 1981 3 10.84751 13.22017 -0.41332 20.15333 60 1981 4 10.80089 13.21502 -0.39704 15.81333 61 1982 1 10.79454 13.20745 -0.37289 14.66333 62 1982 2 10.82010 13.19351 -0.35139 15.49667 63 1982 3 10.80015 13.18455 -0.33324 13.89333 64 1982 4 10.81154 13.17514 -0.31441 10.57667 65 1983 1 10.85662 13.19098 -0.30581 9.32667 66 1983 2 10.88183 13.21369 -0.29971 9.18000 67 1983 3 10.90767 13.22663 -0.28328 9.25667 68 1983 4 10.91357 13.23765 -0.27493 9.47667 69 1984 1 10.92077 13.25112 -0.26386 10.02667 70 1984 2 10.94166 13.26962 -0.26030 11.33000 71 1984 3 10.97413 13.27605 -0.25438 12.29333 72 1984 4 11.04225 13.29304 -0.25077 10.58667 73 1985 1 11.11906 13.31079 -0.24873 10.39000 74 1985 2 11.17584 13.31544 -0.23319 9.53667 75 1985 3 11.25622 13.32802 -0.22718 8.92000 76 1985 4 11.32914 13.34604 -0.22343 8.87333 77 1986 1 11.34993 13.34738 -0.21844 10.76333 78 1986 2 11.38050 13.35286 -0.21225 8.54667 79 1986 3 11.42103 13.35513 -0.20382 8.31333 80 1986 4 11.44455 13.34945 -0.18789 8.26000 81 1987 1 11.48619 13.37097 -0.17652 7.10667 82 1987 2 11.51603 13.38277 -0.16365 8.18667 83 1987 3 11.49560 13.39940 -0.15499 9.10333 84 1987 4 11.46743 13.41202 -0.14236 8.18667 85 1988 1 11.44988 13.42799 -0.13247 8.40667 86 1988 2 11.45576 13.43930 -0.12456 8.99333 87 1988 3 11.46161 13.44025 -0.10758 9.86667 88 1988 4 11.45178 13.44791 -0.095200 10.66333 89 1989 1 11.45511 13.45916 -0.087354 11.64333 90 1989 2 11.44049 13.46359 -0.071957 12.20667 91 1989 3 11.44827 13.46578 -0.062351 12.16667 92 1989 4 11.46199 13.46718 -0.057640 12.20000 93 1990 1 11.45070 13.47379 -0.051182 12.92000 94 1990 2 11.44046 13.47097 -0.042226 13.60000 95 1990 3 11.42493 13.46533 -0.035557 12.76667 96 1990 4 11.44000 13.45627 -0.028998 11.94667 97 1991 1 11.44864 13.44290 -0.019139 9.95667 98 1991 2 11.46450 13.44536 -0.012249 8.90100 99 1991 3 11.47795 13.44959 -0.010162 8.50967 100 1991 4 11.48163 13.45290 -0.010912 7.53933 101 1992 1 11.50001 13.45315 -0.0069838 7.17633 102 1992 2 11.49312 13.45470 -0.0019126 6.13200 103 1992 3 11.51212 13.45743 0.0033534 5.78733 104 1992 4 11.52104 13.46172 0.0054380 7.24400 105 1993 1 11.52255 13.46971 0.0072989 5.83933 106 1993 2 11.54680 13.47619 0.015315 4.91067 107 1993 3 11.56833 13.48193 0.015387 4.51467 108 1993 4 11.59901 13.48989 0.019507 4.10967 109 1994 1 11.62500 13.50448 0.020309 4.29000 110 1994 2 11.65191 13.52049 0.019494 6.27500 111 1994 3 11.65288 13.53398 0.028742 5.47967 112 1994 4 11.64850 13.54313 0.032213 6.11467 113 1995 1 11.64416 13.55142 0.038820 7.98800 114 1995 2 11.68886 13.55055 0.048098 7.34400 115 1995 3 11.72855 13.55262 0.051896 6.47233 116 1995 4 11.73101 13.55721 0.054022 5.76200 117 1996 1 11.75624 13.55976 0.054191 5.10800 118 1996 2 11.77888 13.56378 0.062184 4.68867 119 1996 3 11.78758 13.57417 0.066680 4.14000 120 1996 4 11.83236 13.58125 0.073096 2.89400 121 1997 1 11.86156 13.59143 0.074688 2.96167 122 1997 2 11.87847 13.60205 0.072717 3.00133 123 1997 3 11.90236 13.61624 0.070846 3.18333 124 1997 4 11.93379 13.62405 0.070824 3.88733 125 1998 1 11.96048 13.63098 0.068732 4.43967 126 1998 2 11.97186 13.63364 0.069563 4.81900 127 1998 3 11.99918 13.63998 0.063132 4.91267 128 1998 4 12.00088 13.65164 0.063732 4.75300 Column 1 is the observation number. Column 2 is the year. Column 3 is the quarter. Column 4 is M, log of the real money supply for Canada. Column 5 is Y, the log of Canadian GDP, in 1992 dollars, seasonally adjusted. Column 6 is P, the log of the price level for Canada. Column 7 is R, the 3-month Treasury Bill rate for Canada. NOTE: All data are taken from the CANSIM Database of Statistics Canada. M is the log of series B1629 (M1B), converted to quarterly, minus P. Y is the log of series D14872. P is the log of series D14840 divided by series D14872. R is series B14007, converted to quarterly. These data are for use with the exercises in the book Russell Davidson and James G. MacKinnon, Econometric Theory and Methods, New York, Oxford University Press, 2004.