Forecasting the money supply in time series models

Michael L. Bagshaw and William Gavin ()

No 8304, Working Papers (Old Series) from Federal Reserve Bank of Cleveland

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 (search for similar items in EconPapers)
Date: 1983
References: Add references at CitEc
Citations:

Downloads: (external link)
https://fraser.stlouisfed.org/scribd/?item_id=4944 ... 3-04.pdf#scribd-open Full text (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:fip:fedcwp:8304

Ordering information: This working paper can be ordered from

Access Statistics for this paper

More papers in Working Papers (Old Series) from Federal Reserve Bank of Cleveland Contact information at EDIRC.
Bibliographic data for series maintained by 4D Library ().