This paper examines the long run dynamics of Mexico’s money demand using Johansen’s cointegration approach with …

framework. Using the Johansen cointegration procedure, results indicate the existence of one cointegrating vectors at least for …

cointegration approach. The results suggest debt servicing, inflation and private investment to be negatively associated. The study … investment to foreign direct investment, inflation rate to private investment and from private investment to exchange rate but …

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 …

This paper investigates the static and dynamic effect of inflation and economic growth on terrorism using annual … frequency i.e. 1971-2010 in case of Pakistan. In doing so, ARDL bounds testing approach to cointegration has been applied while … robustness of long run relationship is confirmed by using rolling window approach. The empirical evidence confirms cointegration …

A linear and lagged relationship between inflation, unemployment and labor force change rate, π(t)=A0UE(t-t0)+A1dLF … and 2004. The relationship is tested for cointegration. All three variables involved in the relationship are proved to be … integrated of order one. Two methods of cointegration testing are used. First is the Engle-Granger approach based on the unit …

Previously, a linear and lagged relationship between inflation and labor force change rate, π(t)= A1dLF(t-t1)/LF(t-t1 … (RMFSE) of 0.8% at a two-year horizon for the period between 1965 and 2002 (the best among other inflation forecasting models …) and has a perfect parsimony - only one predictor. The relationship is tested for cointegration. Both variables are …

model of interest rate determination. The empirical part consists of a cointegration analysis with an error correction … last two years, can well be explained. Alongside the more traditional macroeconomic determinants like core inflation …

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 …