This paper investigates the effect of inflation volatility on private sector credit growth. The results indicate that … private sector credit growth is positively linked to the one period lagged inflation volatility. Given that past monetary … positive response of private sector credit growth to past inflation volatility suggests a credible monetary policy regime in …

The estimation of inflation volatility is important to Central Banks as it guides their policy initiatives for … Heteroscedasticity (GARCH) family with a view to providing a parsimonious approximation to the dynamics of Nigeria's inflation volatility … and food CPI, implying that the impacts of inflation shocks on their volatilities die away very slowly. However, the …

stationarity, and mixed evidence regarding inflation stationarity. …

developed here to test for unit roots in OECD panels of gross domestic products and inflation rates, yielding inference robust … to the `Great Moderation.' We find little evidence of trend stationarity, and mixed evidence regarding inflation …

power for inflation or, put differently, whether money growth Granger causes inflation. We use a historical dataset … - consisting of annual Swedish data on money growth and inflation ranging from 1620 to 2021 - and employ state-of-the-art Bayesian … likelihoods - provides strong evidence in favour of money growth Granger causing inflation. This strong evidence is, however, not …

We assess the bivariate relation between money growth and inflation in the euro area and the United States using hybrid … statistically unstable across time in both regions. The effect that shocks to money growth has on inflation weakened notably after … monetary aggregates to inflation. …

interventions on the inflation target policy in Uganda, with the aim of including a target in the framework. By including exchange … costly in terms of the depression (below potential output) that is foregone by targeting inflation alone. In the most recent … SVAR approach reveals that exchange rates did not have significant effect on changes in both inflation and output in the …

and Karanasos (2008) to examine the intertemporal relationship between the uncertainties of inflation and output growth in … the US. We find that inflation uncertainty effects output variability positively, while output variability has a negative … effect on inflation uncertainty. …

concerned with themodelling and forecasting of two U.S. macroeconomic time series:inflation and industrial production. …