✦ LIBER ✦

Estimating trend growth rates of the U.K. monetary aggregates

✍ Scribed by Terence C. Mills

Publisher: John Wiley and Sons
Year: 1991
Tongue: English
Weight: 694 KB
Volume: 10
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980100304

No coin nor oath required. For personal study only.

✦ Synopsis

This paper constructs current trend growth rates for a variety of U.K. monetary aggregates. These rates are computed from decompositions of intervention-augmented ARIMA models, the interventions being identified and their magnitude estimated by an iterative detection procedure.

KEY WORDS Trend growth rates ARIMA models Monetary aggregates Interventions

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