✦ LIBER ✦

Response to comments of A. Espasa

✍ Scribed by A Zellner

Publisher: John Wiley and Sons
Year: 1994
Tongue: English
Weight: 155 KB
Volume: 13
Category: Article
ISSN: 0277-6693
DOI: 10.1002/for.3980130214

No coin nor oath required. For personal study only.

✦ Synopsis

of the aggregate can be improved by modelling the components. In Espasa and Perez (1979)' Espasa el al. (1984)' and Espasa y Matea (1991) there is evidence of improving the forecast of money aggregates and inflation in the CPI by decomposing these aggregates into a few components which have quite different trends and/or seasonal behaviour.

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