Forecasting the money supply in time series models

A demonstration of time series techniques used to forecast quarterly money supply levels. The results indicate that a bivariate model, including an interest rate and M1 predicts M1 better than the univariate model using M1 only, and as well as a 5-variable model which adds prices, output, and credit.

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Year of publication:	1983
Authors:	Bagshaw, Michael L. ; Gavin, William T.
Institutions:	Federal Reserve Bank of Cleveland
Subject:	Money supply \| Time-series analysis

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Extent:	application/pdf
Series:	Working Paper.
Type of publication:	Book / Working Paper
Language:	English
Notes:	Number 8304
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005526595