Testing a model for the term structure of interest rates using time-series analysis (Box-Jenkins approached)

• Main Authors: Torrechante, Aylynn B., Tria Tirona, Ma. Rosario B.
• 格式: text
• 語言: English
• 出版: Animo Repository 1991
• 在線閱讀: https://animorepository.dlsu.edu.ph/etd_bachelors/17187
• 機構: De La Salle University

The study primarily dealth with Time-Series Analysis, the Box-Jenkins Approach. However, it concentrated only with the ARIMA (p, d, q) models. The study applied this topic to a 13-year monthly period of interest rates of loans based on commercial banks for the years 1978-1990. Box-Jenkins Approach i...