MACHAK, Joseph A.; SPIVEY, W. Allen; WROBLESKI, William J. - In: Annales d'Economie et de Statistique (1987) 5, pp. 89-107
The seasonally adjusted French monetary aggregates M1, M2, and M3 are analyzed and forecasted by a multiple time series model. Two principal features of the analysis are the modelling of the variance-covariance structure of the joint distribution of the aggregates and the allocation of the...