Consumer Installment Credit: Identifying a Multiplicative Seasonal Model

21 Pages Posted: 19 May 2006

See all articles by Michael S. Rozeff

Michael S. Rozeff

SUNY at Buffalo - Department of Financial & Managerial Economics

Date Written: May, 1976

Abstract

Box-Jenkins models are subject to errors of identification, which makes caution advisable when interpreting articles that rely heavily on estimates from these models. This article provides a case study of one such instance, the modeling of consumer installment credit. The paper provides some guidance in identifying multiplicative seasonal Box-Jenkins models.

Keywords: Box-Jenkins models, consumer installment credit, identification

JEL Classification: E27

Suggested Citation

Rozeff, Michael S., Consumer Installment Credit: Identifying a Multiplicative Seasonal Model (May, 1976). Available at SSRN: https://ssrn.com/abstract=903305 or http://dx.doi.org/10.2139/ssrn.903305

Michael S. Rozeff (Contact Author)

SUNY at Buffalo - Department of Financial & Managerial Economics ( email )

Buffalo, NY 14260
United States

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