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Forecasting the Money Multiplier in the Philippines

Author

Listed:
  • Llanto, Gilberto M.

Abstract

To forecast the Philippine money multiplier, this article utilizes Box-Jenkins Technique that suggests the use of simple autoregressive intermediate moving average (ARIMA) process. Estimation results are discussed in reference to its implications in the future forecast of money multiplier.

Suggested Citation

  • Llanto, Gilberto M., 1990. "Forecasting the Money Multiplier in the Philippines," Philippine Journal of Development JPD 1990 Vol. XVII No. 2-, Philippine Institute for Development Studies.
    • Handle: RePEc:phd:pjdevt:jpd_1990_vol__xvii_no__2-b
    as

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    File URL: https://www.pids.gov.ph/publication/philippine-journal-of-development/forecasting-the-money-multiplier-in-the-philippines
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    References listed on IDEAS

    as
    1. Christopher T. Babb & Albert E. Burger & Lionel Kalish, 1971. "Money stock control and its implications for monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 53(Oct), pages 6-22.
    2. Christopher T. Babb & Albert E. Burger & Lionel Kalish, 1971. "Money stock control and its implications for monetary policy: technical appendices," Working Papers 1971-014, Federal Reserve Bank of St. Louis.
    3. Levin, Fred J, 1973. "Examination of the Money-Stock Control Approach of Burger, Kalish, and Babb," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 5(4), pages 924-938, November.
    4. Albert E. Burger, 1971. "The implementation problem of monetary policy," Review, Federal Reserve Bank of St. Louis, vol. 53(Mar), pages 20-30.
    5. Fred J. Levin, 1973. "Examination of the money stock control approach of Burger, Kalish, and Babb," Staff Studies 76, Board of Governors of the Federal Reserve System (U.S.).
    6. Karl Brunner & Allan H. Meltzer, 1964. "Some Further Investigations Of Demand And Supply Functions For Money," Journal of Finance, American Finance Association, vol. 19(2), pages 240-283, May.
    Full references (including those not matched with items on IDEAS)

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