Shamsuddin, Abul F.M.; Holmes, Richard A. - In: Journal of Economic Studies 24 (1997) October, pp. 294-306
Conducts both the cointegration test of the monetary theory of inflation and the Granger-causality test between the variables in the system, and also develops univariate and multivariate time series models to forecast inflation rates. Quarterly time series data for Pakistan, from 1972-2 to...