Working Paper
Forecasting the money supply in time series models
Abstract: 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.
Keywords: Money supply; time series analysis;
Access Documents
File(s):
File format is application/pdf
https://fraser.stlouisfed.org/scribd/?item_id=494446&filepath=/docs/historical/frbclev/wp/frbclv_wp1983-04.pdf#scribd-open
Description: Full text
Authors
Bibliographic Information
Provider: Federal Reserve Bank of Cleveland
Part of Series: Working Papers (Old Series)
Publication Date: 1983
Number: 8304