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Forecasting the money supply in time series models


  • Michael L. Bagshaw
  • William T. Gavin


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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  • Michael L. Bagshaw & William T. Gavin, 1983. "Forecasting the money supply in time series models," Working Paper 8304, Federal Reserve Bank of Cleveland.
  • Handle: RePEc:fip:fedcwp:8304

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    Money supply ; Time-series analysis;


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