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Publication Detail
JPD 1990 Vol. XVII No. 2-b: Forecasting the Money Multiplier in the Philippines

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.

Philippine Institute for Development Studies
Authors Keywords
Llanto, Gilberto M.; money and banking; econometric modeling; forecast and inference;
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Published in 1990 and available in the PIDS Library or can be downloaded as full text Downloaded 1,670 times since November 25, 2011