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inflation and commodity prices using recent methods of linear cointegration, and non-linear Granger causality. The main …
Persistent link: https://www.econbiz.de/10012776655
is little evidence regarding its impact on inflation. In this study, the nexus between corruption and inflation was … investigated for 20 countries over the period 1995–2015. Estimation results indicated that high corruption increased inflation … rates, and that there was a unidirectional causal relationship from corruption to inflation for ten countries in the sample. …
Persistent link: https://www.econbiz.de/10011778653
The present study investigates the impact of macroeconomic factors on food price inflation in India utilizing the … bounds testing approach to cointegration. The coefficients of long-run estimates show that per capita income, money supply …, global food prices, and agricultural wages are positively and significantly impacted food price inflation in both the short …
Persistent link: https://www.econbiz.de/10013273751
inflation as long-term underlying inflation is driven by the changes in money supply. This study focuses on the relationship … between credit to government and inflation in a selected sample of countries, which is examined using descriptive and … statistical techniques such as correlation analysis, cointegration analysis and causality tests. Accordingly, this study finds …
Persistent link: https://www.econbiz.de/10013145031
This paper investigates the relationship between public expenditure growth and inflation in the United States of … America using the co-integration analysis and Granger Causality Model applied to Time Series Annual Data from 1970-2002. The … results indicate that public expenditure and inflation are co-integrated and thus there exist a long-run equilibrium relation …
Persistent link: https://www.econbiz.de/10014199054
Producer price inflation has long been considered a leading indicator for consumer price inflation. However, the … evidence supporting the cost-push theory of inflation over extended periods is inconclusive and lacks direct quantification. To …-through to consumer inflation, providing valuable insights for policymakers and market participants interested in accurately …
Persistent link: https://www.econbiz.de/10014350177
cointegration to evaluate and verify the relationship. In addition, this research added the inflation rate to the model … specification to investigate the inflation-growth interaction. The results revealed that both methods of cointegration provided … showed the positive impact of depth and the negative impact of inflation on economic growth, thereby confirming the strength …
Persistent link: https://www.econbiz.de/10011883119
Persistent link: https://www.econbiz.de/10012110805
cointegration analysis. Based on the estimated models, the thesis of the existence of a long-run relationship between the studied …
Persistent link: https://www.econbiz.de/10014515556
Persistent link: https://www.econbiz.de/10011398114