You are here

FAU Collections » FAU Research Repository » FAU Theses and Dissertations

TIME SERIES ANALYSIS OF INCOME AND CONSUMPTION

Download pdf | Full Screen View

Date Issued:
1983
Summary:
This thesis uses time series analysis to construct models of income and consumption in the United States between 1947 and 1983. The data are quarterly observations on three measures of income and two of consumption. The study begins with a survey of univariate and multivariate model building techniques. With the life cycle - permanent income hypothesis as a foundation, theoretical models of income and consumption are discussed. These models are then fit to the data and examined. Tests for causality are also covered in order to determine the manner in which the two processes are related in a multivariate model.
Title: TIME SERIES ANALYSIS OF INCOME AND CONSUMPTION.
54 views
18 downloads
Name(s): THEALL, GEORGE ALBERT.
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: 1983
Publisher: Florida Atlantic University
Place of Publication: Boca Raton, Fla.
Physical Form: application/pdf
Extent: 93 p.
Language(s): English
Summary: This thesis uses time series analysis to construct models of income and consumption in the United States between 1947 and 1983. The data are quarterly observations on three measures of income and two of consumption. The study begins with a survey of univariate and multivariate model building techniques. With the life cycle - permanent income hypothesis as a foundation, theoretical models of income and consumption are discussed. These models are then fit to the data and examined. Tests for causality are also covered in order to determine the manner in which the two processes are related in a multivariate model.
Identifier: 14184 (digitool), FADT14184 (IID), fau:10996 (fedora)
Collection: FAU Electronic Theses and Dissertations Collection
Note(s): College of Business
Thesis (M.A.)--Florida Atlantic University, 1983.
Subject(s): Income--United States
Consumption (Economics)--United States
Time-series analysis
Held by: Florida Atlantic University Libraries
Persistent Link to This Record: http://purl.flvc.org/fcla/dt/14184
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.