Testing a model for the term structure of interest rates using time-series analysis (Box-Jenkins approached)
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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Animo Repository
1991
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| Online Access: | https://animorepository.dlsu.edu.ph/etd_bachelors/17187 |
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| Institution: | De La Salle University |
| Language: | English |
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