Showing 1 - 10 of 59
-1946. In doing so, a relatively novel data-set in conjunction with the bound testing approach to cointegration and error … long-run relationship between money supply and inflation. Granger causality tests between money supply and prices are also … conducted in the effort to ascertain the direction of causality between money supply and the (hyper)inflation rate. …
Persistent link: https://www.econbiz.de/10011113663
This study empirically examines the relation between the domestic fuel prices with the ten disaggregated economic sectors in Malaysia with the spanning of data from 1990:Q1 to 2007:Q4. We found that only three sectors (agriculture, trade and other services sectors) are cointegrated with the fuel...
Persistent link: https://www.econbiz.de/10008536065
, we applied ARDL bounds testing approach to cointegration and robustness of ARDL approach is examined through Johansen and … consumers’ prices and inflation. This gives an indication to the Indian policy analysts to control for factors affecting WPI in …
Persistent link: https://www.econbiz.de/10008765652
distributed lags’ and Johansen-Juselius cointegration models. The empirical analysis is based on a dataset of demand pull and cost … push inflation indicators. We used the monthly data for a period of 2005 to 2012. The findings of this study reveal that in …. Nevertheless, in the short run only world wheat price and labor supply has significant impact. In case of demand pull inflation, in …
Persistent link: https://www.econbiz.de/10011258079
This paper investigates the effect of changes in exchange rate on consumer price level, in Fiji, known as exchange rate pass-through during a thirty year period (1982-2009). Specifically, three time periods are focused on: the pre-coup years (1982-1986); post coup years (1987-2009); and full...
Persistent link: https://www.econbiz.de/10009325628
.3353 at one lag. Unit root test showed that CPI and average real wage are I (1) variables. Johansen’s test of cointegration …
Persistent link: https://www.econbiz.de/10011257693
some macroeconomic variables such as exchange rate, inflation and interest rate in Nigeria using Autoregressive Distributed … effective and efficient policy control measure should be develop and implement to normalize exchange rate, inflation and …
Persistent link: https://www.econbiz.de/10011260363
This study analyzes the impact of volatility in government borrowing from central bank (GBCB) on domestic inflation in …) with bound testing technique suggest that domestic inflation in Pakistan is related with volatility in government borrowing …, inflation is also affected by volatility in GBCB. …
Persistent link: https://www.econbiz.de/10005105921
This study covering the period 1951-52 to 1999-2000 finds that government deficit has been an important cause for long-run inflationary trend in India. The estimates in the study, however, suggest that there is an optimal level of monetisation for a given level of government deficit and refutes...
Persistent link: https://www.econbiz.de/10011112033
This paper investigates causal links between economic growth, oil consumption and natural gas usage in Poland on the basis of quarterly data for the period Q1 2000 – Q4 2009. The application of the Toda–Yamamoto procedure, a nonlinear Granger causality test, bootstrap techniques and an...
Persistent link: https://www.econbiz.de/10011259721