Abstract
At the suggestion of the author of the BNM model, fifteen endogenous variables were selected for the present study. These include various kinds of deposits, domestic loans and open market securities held by banks, free liquid reserves and liquidity ratio of banks, money (currency in circulation plus demand deposits), two types of interest rates and yields on officially quoted bonds and shares. These are listed in Table 1 along with BNM abbreviations given within brackets.
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© 1980 Springer-Verlag Berlin Heidelberg
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Bhattacharyya, M.N. (1980). ARIMA Models for Fifteen Endogenous Variables of the BNM Model. In: Comparison of Box-Jenkins and Bonn Monetary Model Prediction Performance. Lecture Notes in Economics and Mathematical Systems, vol 178. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-46421-8_3
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DOI: https://doi.org/10.1007/978-3-642-46421-8_3
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-10011-9
Online ISBN: 978-3-642-46421-8
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