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Purpose - This study focuses on analyzing the relation between money supply, inflation and output in Vietnam and China … scales. While inflation in Vietnam is strongly influenced by expected inflation and output growth, inflation in China is … strongly influenced by money supply growth and output growth. Originality/value - To the best of the authors' knowledge, this …
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This paper considers the linkages between output growth and output volatility for the sample of G7 countries over the …-based spillover index approach by Diebold and Yilmaz (2012), we identify several empirical regularities: i) output growth and … been the largest transmitter of output and volatility shocks to other countries. Generalized impulse response analyses …
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