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TIME SERIES ANALYSIS OF INFLATION AND UNEMPLOYMENT 1948 - 1981

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Date Issued:
1982
Summary:
This thesis is a study of time series modeling techniques applied to the relationship between the rate of inflation and unemployment. The data used in this study are quarterly for the United States from 1948 - 1981. The study begins by reviewing the major theories of inflation and unemployment. Univariate stochastic time series methods are introduced and applied to the above-mentioned relationship. Multivariate stochastic time series methods are then fit to a series of related variables to investigate the validity of the lag structures employed on the relationship between inflation and unemployment.
Title: TIME SERIES ANALYSIS OF INFLATION AND UNEMPLOYMENT 1948 - 1981.
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Name(s): MORIARTY, PATRICK JAMES.
Florida Atlantic University, Degree grantor
Stronge, William B., Thesis advisor
College of Business
Department of Economics
Type of Resource: text
Genre: Electronic Thesis Or Dissertation
Issuance: monographic
Date Issued: 1982
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 107 p.
Language(s): English
Summary: This thesis is a study of time series modeling techniques applied to the relationship between the rate of inflation and unemployment. The data used in this study are quarterly for the United States from 1948 - 1981. The study begins by reviewing the major theories of inflation and unemployment. Univariate stochastic time series methods are introduced and applied to the above-mentioned relationship. Multivariate stochastic time series methods are then fit to a series of related variables to investigate the validity of the lag structures employed on the relationship between inflation and unemployment.
Identifier: 14114 (digitool), FADT14114 (IID), fau:10928 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Business
Thesis (M.A.)--Florida Atlantic University, 1982.
Subject(s): Unemployment--United States--Effect of inflation on
Time-series analysis
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14114
Sublocation: Digital Library
Use and Reproduction: Copyright © is held by the author, with permission granted to Florida Atlantic University to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Use and Reproduction: http://rightsstatements.org/vocab/InC/1.0/
Host Institution: FAU
Is Part of Series: Florida Atlantic University Digital Library Collections.