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Forecasting the Money Multiplier in the Philippines

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  • Llanto, Gilberto M. Author_Email:

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. Author_Email:, "undated". "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
    DOI: https://doi.org/10.62986/pjd1990.17.2b
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    References listed on IDEAS

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    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.
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