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Analysis of inflation dynamics in Nigeria (1981 - 2015)

Bawa, Sani; Abdullahi, Ismaila S.; Ibrahim, Adamu - In: CBN journal of applied statistics 7 (2016) 1, pp. 255-276

testing approach to cointegration. Empirical results indicated that inflation in Nigeria proxied by CPI exhibited a strong …

Persistent link: https://www.econbiz.de/10011534974

Long-Run Links Among Money, Prices, and Output : World-Wide Evidence

Herwartz, Helmut - 2016

Persistent link: https://www.econbiz.de/10012991296

Predicting inflation in Euroland : the Pstar approach

Scheide, Joachim - 2000

Persistent link: https://www.econbiz.de/10013261121

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

-specific models for 110 economies, and also a pooled system thereof. We test for cointegration among money, prices, and real output …-star variables are constructed and the cointegration property between prices and the P-star variable is analysed. Along these lines …

Persistent link: https://www.econbiz.de/10001619025

Long-run links among money, prices, and output : world-wide evidence

Herwartz, Helmut; Reimers, Hans-Eggert - 2001

Volkswirtschaften und ein aus den Gleichungen bestehendes gepooltes System. Es wird auf Kointegration zwischen einer Geldmenge, einem …-specific models for 110 economies, and also a pooled system thereof. We test for cointegration among money, prices, and real output …-star variables are constructed and the cointegration property between prices and the P-star variable is analysed. Along these lines …

Persistent link: https://www.econbiz.de/10011419407

Predicting inflation in Euroland : the Pstar approach

Scheide, Joachim; Trabandt, Mathias - 2000

Inflation is a monetary phenomenon. While this statement is widely accepted in terms of a long-run relationship, the quantity theory has been made operational also for the short-run dynamics of inflation by so-called Pstar models. An error correction model with quarterly data for the Euro Area...

Persistent link: https://www.econbiz.de/10011477146

Long Memory Processes and Chronic Inflation : Detecting Homogeneous Components in a Linear Rational Expectation Model

Scacciavillani, Fabio - 2006

This paper is an empirical study of the links between monetary variables and inflation based on Cagan`s equation and its rational expectations solution, when the forcing variable is a fractionally integrated process. As demonstrated by Hamilton and Whiteman, the existence of bubbles and other...

Persistent link: https://www.econbiz.de/10012781804

Detecting multiple breaks in long memory : the case of US inflation

Hassler, Uwe; Meller, Barbara - 2011

Multiple structural change tests by Bei and Perron (1998) are applied to the regression by Demetrescu, Kuzin and Hassler (2008) in order to detect breaks in the order of fractional integration. With this instrument we tackle time-varying inflation persistence as an important issue for monetary...

Persistent link: https://www.econbiz.de/10009382958

Purchasing Power Parity : A Unit Root, Cointegration and VAR Analysis in Emerging and Advanced Countries

Loukopoulos, Georgios - 2014

cointegration between exchange rates and consumer price indices. The impulse response function presents a graphical view which is …

Persistent link: https://www.econbiz.de/10013044515

The time-varying relation between stock returns and monetary variables

McMillan, David G. - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-17

The nature of the relation between stock returns and the three monetary variables of interest rates (bond yields), inflation and money supply growth, while oft studied, is one that remains unclear. We argue that the nature of the relation changes over time, and this variation is largely driven...

Persistent link: https://www.econbiz.de/10012813273

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