-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. …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

of comparable VAR that fails to recognize that the system is characterized by cointegration. I use Monte Carlo simulation … knowledge of cointegration rank. Furthermore the results indicate that a cointegration modeling of credit risk should be favored …

The Fisher effect postulated that real interest rate is constant, and that nominal interest rate and expected inflation … interest rate and inflation rate while rejecting the notion of a full Fisher Effect. The dynamic relationship between nominal … interest rate and inflation rate is also examined from the error-correction models derived, and the analysis is extended to …

strategic commodities: gold and oil. We examine this relationship through the inflation channel and their interaction with the …

inflation and its determinants were examined usig the Augmented Engle-Granger (AEG) cointegration test and Error Correction …The study critically analyzed the dynamic and simultaneous inter-relationship between inflation and its determinants in … root test and the result reveals that inflation rate, growth rate of real output and money supply, and real share of Fiscal …

The aim of this article is to assess the empirical evidence of the nexus between public expenditure and inflation for …(2) process. Moreover, we find a long-run relationship between the growth of public expenditure and inflation only for … inflation for Cyprus, Malta and Spain; of a bidirectional flow for Italy; and from inflation to public expenditure for France …

, using time series data. ADF unit root test is employed to check for stationarity. ARDL and DOLS approaches to cointegration …

level break in the cointegrating relationship, and 2) using inflation as an additional explanatory variable. By implementing … a well structured estimation strategy we found that, after taking the shift level break into account, a cointegration … including inflation exists and is more stable for the critical sub-samples than traditional consumption function models. …

to raise them, it is necessary to study how these price levels affect to inflation rate and output growth. Oil prices …, inflation and interest rates and Gross Domestic Product historical data are collected for contegration analysis. Forward …