A time series approach to the monetary sector of the South African economy

This thesis provides an investigation of the applicability of time series analysis to the process of economic model building. Chapter l explains the position of the Box-Jenkins approach to time series analysis in relation to other techniques of analysis. In Chapters 2 and 3 the theory of model building is discussed. In Chapter 4 an econometric model is analysed in detail from a time series approach.

Grantor dc:publisher.institution

Department of Statistical Sciences

Year dc:date.issued

1978

Author dc:creator

• Dietzsch, Carl Heinrich

Advisor dc:contributor.advisor

• Troskie, Casper G

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/11427/18067

OAI identifier oai:identifier

oai:open.uct.ac.za:11427/18067