Professional Documents
Culture Documents
Variable
Gross Domestic Product (Official Seasonally Adjusted Series)
National Government Expenditures
National Government Revenues
Government Spending under GFCE (COE less Interest Payments less
Subsidy)
Public Construction Spending (Infrastructure & other capital outlays + Capital
transfers to LGUs)
Exports
Exchange Rate
Gross International Reserves
Imports
Terms of Trade
Peso/Euro exchange rate
Peso/SGD exchange rate
Peso/yen exchange rate
Remittances (Cash)
Variable
PSEI
Consumer Price Index
Deposit rate: Savings
Dubai Crude
Libor 3m
M2: Money Supply
Manufacturing: Value of Production Index
Retail Sale: Price of Rice (Regular-milled)
Sibor 3M
Tbill rate:364
Tbill rate: 91
Time deposit rate (Long-term)
Time deposit rate(Short-term)
Variable
Visitor arrival
Wholesale Price Index
Meralco Sales
Bank Average Lending Rate
UKB Loans Outstanding
Registered Stock Corporations and Partnership
Business Expectation Survey (Current Quarter)
Business Expectation Survey (Next Quarter)
Consumer Expectation Survey (Current Quarter)
Consumer Expectation Survey (Next Quarter)
• VAR(1) Model:
Measurement Equation
,
Transition Equation
,
Transition Equation