[PDF] Top 20 A cointegration and error correction approach to the determinants of inflation in India

... of inflation used to be confined to national boundaries, and was caused by domestic money supply and price ...economic inflation crosses borders and percolates to both developing and developed ...of ... See full document

... series approach to investigate the foreign exchange accumulation in ...the error correction model to investigate the foreign exchange reserves accumulation in China from 1950s to ...use ... See full document

... income, inflation, export, import, exchange rate and GDP) using data from 1980 to ...and cointegration analysis, they concluded that these determinants are not best predictor in the case of European ... See full document

... its determinants and its relations and causation with macroeconomic variables including economic growth rates and policy variables, monetary, fiscal and ...between inflation and money supply in particular ... See full document

... main determinants of the trade balance of Ethiopia by considering ratio of export and import as an approximation to trade ...implements error correction model to analyze a time series data from ... See full document

... of determinants of foreign direct investment (FDI) in Indonesia using cointegration and error correction model approaches show that market size is a key factor in determining the FDI flow to ... See full document

... the determinants of the demand for real money balances in the economy by investigating the behavior of the money demand function is crucial for the formulation and implementation of an effective monetary ...its ... See full document

... expected inflation rate are the determinants of money demand but they provide inconclusive evidence regarding the significance of interest rate in money demand ... See full document

... on inflation in the long ...in inflation by ...on inflation though the impact is not statistically signifi- ...in inflation, holding other factors ...on Inflation in the long run, that ... See full document

... each error correction equation most short-run determinants and determin- istic variables proved not to be significant, so we do not comment on them for each equa- ...the inflation equation, ... See full document

... The results indicate that there are two cointegration relationships between developed and emerging countries. Equilibrium adjustment coefficients are negative and statistically significant for both country pairs ... See full document

... adopted inflation rate targeting as its monetary policy in early 2000. Inflation becomes the primary and sole mandate of SARB, with a freely floating exchange ...bring inflation rate within the ... See full document

... testing approach to investigate long run cointegration between inflation, terrorism and economic growth, it is necessary to find out integrating order of the ...ARDL cointegration ... See full document

... Johansen cointegration method was applied to data, and revealed existence of long-run equilibrium relationship between the two ...in India using annual data for the period from 1949/50 – ...Johansen ... See full document

... under study. Adewara and Oloni (2012) explored the relationship between the composition of public expenditure and economic growth in Nigeria between 1960 and 2008 using the Vector Autoregressive models (VAR). Their ... See full document

... VAR, Cointegration Analysis (testing of cointegration) and Vector Error Correction (VEC) Models are the statistical methods were used in this ...The cointegration relations among the ... See full document

... high inflation. To stabilize the rate of inflation, it is interesting to study its different sources and monetary policy has ...on inflation and the second objective is to examine the nature of the ... See full document

... demand-shift inflation is credited to Schultz (1959) who showed that price increase in the United States from 1955-57 were not caused by demand-pull or cost-push but by sectoral shifts in ...of inflation ... See full document

... for Cointegration is conducted as a pre test to avoid ‘spurious regression’ ...Johansen Cointegration technique was applied to determine if the variables are cointegrated ...an error ... See full document

... walk. Cointegration tells us about the presence of long run relation among two or more ...running cointegration analysis, we assume that all variables are ... See full document