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Causal flow from dollar fluctuations to U.S. inflation : an empirical revisit
Rahman, Matiur; Mustafa, Muhammad; Swindle, Bruce - In: The journal of business and economic studies 5 (1999) 2, pp. 27-45
Persistent link: https://www.econbiz.de/10001431960
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Causal relations among stock returns, inflation, real activity, and interest rates : evidence from Japan
Najand, Mohammad - In: Global finance journal 9 (1998) 1, pp. 71-80
Persistent link: https://www.econbiz.de/10001249652
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The stock return-inflation puzzle and the asymmetric causality in stock returns, inflation and real activity
Kurz-Kim, Jeong-Ryeol - In: Economics letters 80 (2003) 2, pp. 155-160
Persistent link: https://www.econbiz.de/10001774138
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Threshold Cointegration and Nonlinear Causality Test between Inflation Rate and Repo Rate
Makatjane, Katleho - 2017
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...
Persistent link: https://www.econbiz.de/10012942363
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Causality Test between Exchange Rate, Inflation Rate and Stock Price Index in Southeast Asia
Amelia, Tifa Noer - 2016
This paper examines the causality relationship between stock price index, exchange rate and inflation. The sample is gathered from monthly report for the period of 2012-2015 published in Southeast Asia consisting of Lao PDR, Malaysia, Indonesia, Singapore and Thailand. Hypothesis is found that...
Persistent link: https://www.econbiz.de/10012984597
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The Stock Return-Inflation Puzzle and the Asymmetric Causality in Stock Returns, Inflation and Real Activity
Kim, Jeong-Ryeol - 2016
Persistent link: https://www.econbiz.de/10012991384
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Asymmetric causality relationship between oil prices and inflation in BRIC Countries
Syzdykova, Aziza; Abubakirova, Aktolkin; Kudabayeva, Lyazzat - In: International Journal of Energy Economics and Policy : IJEEP 12 (2022) 3, pp. 184-191
Persistent link: https://www.econbiz.de/10013283898
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 24 (2020) 5, pp. 1-26
Persistent link: https://www.econbiz.de/10012406029
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Causal relationships between inflation and inflation uncertainty
Barnett, William A.; Jawadi, Fredj; Ftiti, Zied - 2020
Persistent link: https://www.econbiz.de/10012312754