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Inflation in Tajikistan.
This paper attempts to explain short- and long-term dynamics of-and forecast-inflation in Tajikistan using the Vector Error Correction Model (VECM) and Autoregressive Moving Average Model (ARMA). By analyzing different transmission channels through the VECM, we were able to evaluate their relative d...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Otros Autores: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Washington :
International Monetary Fund,
2010.
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| Colección: | IMF Working Papers.
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| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- I. Introduction; II. Monetary Policy Transmission Channels in Tajikistan; Exhibits and Figures; Exhibit; 1. Monetary Policy Transmission Mechanism in Tajikistan; Figures; 1. NBT Refinancing Rate and Bank Lending Rates, 2001-08; 2. Money Growth and Inflation, 2001-08; III. Empirical Investigation; Tables; 1. Augmented Dickey-Fuller Unit Root Tests; 2. Johansen Co-Integration Tests; 3. Model Restriction and Weak Exogeneity Tests; 3. Tajikistan: Overall Inflation 2001Q1-2010Q4; 4. Tajikistan: Overall Inflation 2001Q4-2010Q4; 5. Tajikistan: Overall Inflation, 1999-2009.
- 4. Main Statistics of Various ARMA Models, 1999-20096. Tajikistan: Inflation Forecast Based on BARMA (2,2) Model, Dec. 2007-June 2009; 7. Tajikistan: Inflation Forecast Based on ARMA (2,2) Model, Dec. 2008-Dec. 2010; IV. Summary and Considerations; References.