Model
Digital Document
Publisher
Florida Atlantic University
Description
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 investigate the validity of the lag
structures employed on the relationship between inflation
and unemployment.
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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