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Title
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TIME SERIES ANALYSIS OF INFLATION AND UNEMPLOYMENT 1948 - 1981.
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Creator
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MORIARTY, PATRICK JAMES., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
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Abstract/Description
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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...
Show moreThis 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.
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Date Issued
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1982
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PURL
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http://purl.flvc.org/fcla/dt/14114
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Subject Headings
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Unemployment--United States--Effect of inflation on, Time-series analysis
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Format
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Document (PDF)
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Title
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TIME SERIES ANALYSIS OF INCOME AND CONSUMPTION.
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Creator
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THEALL, GEORGE ALBERT., Florida Atlantic University, Stronge, William B., College of Business, Department of Economics
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Abstract/Description
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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...
Show moreThis 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.
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Date Issued
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1983
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PURL
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http://purl.flvc.org/fcla/dt/14184
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Subject Headings
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Income--United States, Consumption (Economics)--United States, Time-series analysis
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Format
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Document (PDF)