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 …

monetary factors. Keywords : Inflation; Co-integration, Vector Autoregression *The findings, interpretation and conclusions … variables. A model of inflation is estimated as a co-integrating vector that spans nominal exchange rate and domestic output. In … the second stage, a model of inflation is estimated with first differences of the non-stationary variables, a level …

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. …

stock market indices of India (Sensex), Hong Kong (Hang Seng), the USA (DJIA) and the UK (FTSE-100). Co-integration …