Investigating inflation dynamics in Sudan /

This paper investigates inflation dynamics in Sudan using three different approaches: the single equation model, the structural vector-auto regression model and a vector error correction model. This is the first study in a low-income and a post-conflict country that uses these three separate techniq...

Descripción completa

Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Moriyama, Kenji (Autor)
Autor Corporativo: International Monetary Fund. Middle East and Central Asia Department
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Washington, D.C. : International Monetary Fund, Middle East and Central Asia Dept., 2008.
©2008
Colección:IMF working paper ; WP/08/189.
Temas:
Inflation (Finance) > Sudan > Econometric models.
Monetary policy > Sudan > Econometric models.
Inflation > Soudan > Modèles économétriques.
Politique monétaire > Soudan > Modèles économétriques.
Economic history
Inflation (Finance) > Econometric models
Monetary policy > Econometric models
Inflation.
Wechselkurs.
Geldangebot.
Sudan.
Sudan > Economic conditions > Econometric models.
Soudan > Conditions économiques > Modèles économétriques.
Sudan
Acceso en línea:Texto completo
Tabla de Contenidos:
  • I. Introduction; II. Background; III. Model; IV. Data Issues and Results; A. Single-Equation Model; B. Structural Vector Auto Regression Model (SVAR); C. Vector Error Correction Model (VECM); V. Policy Implications and Conclusions; Appendixes; I. Data Issues; II. Structural Model Assumptions; Tables; 1. Unit Root Tests; 2. Estimated Regressions; 3. Elasticities of Inflation to Money Supply and Nominal Exchange Rate; 4. Schwartz Information Criterion (SIC) and Akaike Information Criterion (AIC); 5. Johansen Co-Integration Tests; References

Ejemplares similares