of the system to one comprising inflation and relative prices. This is then estimated in I(1) space. An impulse response … on domestic inflation is moderated. This explains why the depreciation of sterling in 1992 left inflation unchanged. In … contrast, high real import prices in 1974 increased inflation because wage accommodation effects were absent. …

We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the … conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the … efficient estimates of the parameters using a monthly dataset of core inflation for which we consider different subsamples of …

This paper examines the extent to which changes in exchange rates result in changes in Turkish domestic inflation … that exchange rate shocks feed into domestic inflation, first at the level of manufacturers’ prices and then at the level … manufacturer price index in determining Turkish inflation rates. In addition, the decline in the exchange rate pass-through impact …

This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector …:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and …

In this paper we estimate a structural VAR model to identify the causes of inflation in Ecuador. To examine the VAR … exogenous variable on the inflation rate but also to estimate the inflation rate from the exogenous variables in the model. We … found that on the first quarter of 2008 the annual inflation rate in Ecuador was mainly caused by international prices …

of the system to one comprising inflation and relative prices. This is then estimated in I(1) space. An impulse response … on domestic inflation is moderated. This explains why the depreciation of sterling in 1992 left inflation unchanged. In … contrast, high real import prices in 1974 increased inflation because wage accommodation effects were absent. …

In this study, the causal relationships between inflation, output growth and uncertainty have been re-examined for the … period with monthly data, the mutual Granger causality between inflation and inflation uncertainty cannot be rejected in a … the output growth uncertainty. Some evidence have also been obtained in favor of that an increase in inflation uncertainty …

This study analyzes long-term relation between inflation and relative price variability in Turkey. Vector …:1-2008:12. Findings obtained from VARMA models show that there is a strong positive relationship in the long-term between inflation and …

to their increase, an unanticipated hike in policy rate has no impact on them. The impact on inflation is also symmetric … neutral to components of aggregate demand and, thus, on inflation, ranging from 6.25 per cent to 7.0 per cent. …

asymmetric effects on inflation in Costa Rica during the period 1991-2009. Three basic questions are tried to be answered: Is … the relative size of the impact on inflation of a given shock on the exchange rate? Among many variables, it is found that …