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University of Illinois at Urbana-Champaign

A Strategy for Monetary Policy Using a Multiple Time-Series Model

Abstract

dc:description

The purpose of this dissertration is to explore ways of pooling various information sets and emphasizing the use of time series models in the process. While the combination of forecasts is not new, the combination of time series models and the more traditional structural econometric models has not been thoroughly evaluated.

Degree

thesis:*
Name thesis:degree_name
Ph.D.
Level thesis:degree_level
Dissertation
Discipline thesis:degree_discipline
Economics
Grantor
University of Illinois at Urbana-Champaign
Year dc:date
2014

Author and committee

dc:creator, dc:contributor.*
Author dc:creator
  • Fujihara, Roger Arnold

Subjects

dc:subject × 1

Identifiers

dc:identifier.*
Identifier
(UMI)AAI8823131
OAI identifier oai:identifier
oai:www.ideals.illinois.edu:2142/70798

Chain of custody

source
Harvested from
University of Illinois - Urbana-Champaign
Base URL
www.ideals.illinois.edu/oai-pmh
Last updated
2026-07-22
Source record
OAI-PMH GetRecord
citation

Fujihara, Roger Arnold. A Strategy for Monetary Policy Using a Multiple Time-Series Model. Dissertation thesis, University of Illinois at Urbana-Champaign, 2014. http://hdl.handle.net/2142/70798