Balance sheet approach to forecasting currency in circulation
Adrian Matthew G. Glova and Roy R. Hernandez
| Year of publication: |
January 2022
|
|---|---|
| Authors: | Glova, Adrian Matthew G. ; Hernandez, Roy R. |
| Publisher: |
[Malate Manila, Philippines] : Bangko Sentral ng Pilipinas |
| Subject: | Currency in circulation | central bank balance sheet | sterilization | Autoregressive Integrated Moving Average with Exogenous Variables (ARIMAX) Model | Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Wechselkurs | Exchange rate | Zentralbank | Central bank | ARMA-Modell | ARMA model | Prognoseverfahren | Forecasting model | Geldpolitik | Monetary policy |
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | BSP working paper series. - [Malate Manila, Philippines] : [Bangko Sentral ng Pilipinas], ZDB-ID 2872699-6. - Vol. no. 2022, 01 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014318687