The current study investigated a cointegration and nonlinear causality relationships between inflation and repo rates of South Africa using the data spanning the period of January 2002 to March 2016. We used a threshold vector error correction model (TVECM) and nonlinear Granger frameworks...

Purpose - This paper aims to examine the effect of both inflation rate and interest rate on stock prices using quarterly data on non-financial firms listed in DJIA30 and NASDAQ100 for the period 1999-2016. The stock duration model is used to measure the sensitivity in variations in inflation...

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...