Showing 80,011 - 80,020 of 80,973
Purpose This paper aims to examine the role of term spreads to predict domestic output and inflation in Malaysia, a … spread on inflation and output in Malaysia. Findings The paper finds that term spread contains little information about … future output and inflation at short horizons. Moreover, the usefulness of term spread to play a greater role in monetary …
Persistent link: https://www.econbiz.de/10014989824
to explain inflation rate in a developing country. In addition, it seeks to help comprehend movements of inflation rate … in Jordan and to understand Central Bank of Jordan preferences regarding inflation rate and output. Design … ordinary least squares method. Findings – The empirical evidence from the Jordanian economy shows that inflation rate relies on …
Persistent link: https://www.econbiz.de/10015013600
Purpose – The purpose of this study is to test the validity of Fisher effect for four South Asian and two oil‐producing countries, namely India, Bangladesh, Pakistan, Sri Lanka, Kuwait and Saudi Arabia. Design/methodology/approach – The autoregressive distributed lag‐bound testing...
Persistent link: https://www.econbiz.de/10015013619
Purpose The author aims to examine the long-run dynamic relation between gold price and inflation in the Indian context … from 1982 to 2015. The author measures inflation using consumer price index and wholesale price index (WPI). However, this … study focuses on the long-run dynamic relation between gold price–WPI inflation. Design/methodology/approach The author uses …
Persistent link: https://www.econbiz.de/10015013979
order to do so inflation and real growth are also considered. Design/methodology/approach – The paper examines the … relationship between dividends, corporate earnings, real growth and inflation in the USA by applying cointegration techniques. In … interesting dynamics. Dividend smoothing seems to be a relevant phenomenon. Furthermore, inflation has a positive effect on …
Persistent link: https://www.econbiz.de/10014940148
interest rates to explore the relationship between nominal interest rates and inflation rates. Finds a significant positive …
Persistent link: https://www.econbiz.de/10014940346
Purpose – The aim of this paper is to construct a historical index for the New Zealand stock markets going back to 1899. From these historical returns, the authors can extract the average capital gains and dividend yield. It also allows them to provide an estimate for the equity risk premium...
Persistent link: https://www.econbiz.de/10014969129
Purpose – This paper sets out to examine the inflation‐hedging ability of housing properties in Shanghai. Design … three types of inflation: actual, expected, and unexpected in the test period of 1997‐2005 by using the OLS model. Two … expected inflation. Findings – The results show that, while the Shanghai housing property market does not provide a hedge …
Persistent link: https://www.econbiz.de/10014971701
Persistent link: https://www.econbiz.de/10014972296
, dynamic interaction, and a common trend between interest rates and inflation in nine countries in the Pacific‐Basin. This … and inflation are non‐stationary I (1) processes. The nominal interest rates and inflation are not co‐integrated. In … addition to this study’s inability to find a unidirectional causality between inflation and interest rates, when the VAR model …
Persistent link: https://www.econbiz.de/10014933987