equities fail the test as inflation hedges, as had been quite widely believed, but that they take so long to pass. …

This paper reassesses the long-run relation between nominal interest rates and inflation using German data. It shows … adjusting to changes in inflation, can be attributed to the particular time series behavior of inflation and interest rates … bivariate system of inflation and interest rates depends on the level of the variables and should be modeled as a thresh …

and population welfare been suffering of both a persistent and high inflation during the four first years of its young … cointegration test, we assert that between January 1992 and November 1995, the Ukraine was faced with a complex monetary regime in … inflation is contained but wages and pensions arrears increase quickly. Such a situation is not sustainable in the short and we …

Using a macroeconometric framework, this paper analyses relationships among money, barter and inflation in Russia … open economy macro model, we estimate our model using structural cointegration and vector error correction methods. Our … to capture all the relevant information for inference on money and inflation in Russia. …

equities fail the test as inflation hedges, as had been quite widely believed, but that they take so long to pass. …

This paper discusses the econometric model of inflation processes in the Republic of Belarus which makes it possible to … econometrics: cointegration analysis and error-correction models. The model has good statistical properties, it demonstrates …

We analyse welfare effects of the interactions between the tax system and inflation in Poland and in Ukraine, using the … framework developed by Feldstein (1997, 1999). This approach stresses the fact that inflation increases distortions created by …

The paper implements time series techniques of cointegration and vector autoregression (VAR) to assess the integration …