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Essays on forecasting stationary and nonstationary economic time series /

This dissertation consists of three essays. Chapter II considers the question of whether M2 growth can be used to forecast inflation at horizons of up to ten years. A vector error correction (VEC) model serves as our benchmark model. We find that M2 growth does have marginal predictive content for i...

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Bibliographic Details
Main Author: Bachmeier, Lance Joseph
Format: Thesis Book
Language:English
Published: [Place of publication not identified] : [publisher not identified] ; 2002.
Subjects:
Major economics.
Online Access:http://proxy.library.tamu.edu/login?url=http://proquest.umi.com/pqdweb?did=764703751&sid=1&Fmt=2&clientId=2945&RQT=309&VName=PQD

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