Dynamics of Causality between Inflation Volatility and Exchange Rate Volatility in Pakistan: A Time Series Analysis
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DOI: https://doi.org/10.61506/01.00361
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References listed on IDEAS
- Čaklovica Lejla & Efendic Adnan S., 2020. "Determinants of Inflation in Europe – A Dynamic Panel Analysis," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 16(3), pages 51-79, September.
- Ali, Amjad, 2022.
"Foreign Debt, Financial Stability, Exchange Rate Volatility and Economic Growth in South Asian Countries,"
MPRA Paper
116328, University Library of Munich, Germany, revised 2022.
- Ali, Amjad, 2022. "Foreign Debt, Financial Stability, Exchange Rate Volatility and Economic Growth in South Asian Countries," MPRA Paper 116099, University Library of Munich, Germany.
- Agus Salim, 2019. "Macroeconomic Determinants of Interest Rate Volatility in Indonesia: A Structural VAR Analysis," International Journal of Applied Economics, Finance and Accounting, Online Academic Press, vol. 5(2), pages 101-108.
- Ali, Amjad & Khokhar, Bilal & Sulehri, Fiaz Ahmad, 2023. "Financial Dimensions of Inflationary Pressure in Developing Countries: An In-depth Analysis of Policy Mix," MPRA Paper 119364, University Library of Munich, Germany.
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Keywords
Vector Error Correction Model; Volatility; Short-run; Long-run; Johansen Juselius Cointegration;All these keywords.
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