Money Growth and Inflation: evidence from a Markov Switching Bayesian VAR
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Cited by:
- Colavecchio, Roberta & Amisano, Gianni & Fagan, Gabriel, 2014.
"A money-based indicator for deflation risk,"
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100595, Verein für Socialpolitik / German Economic Association.
- Gianni Amisano & Roberta Colavecchio & Gabriel Fagan, 2014. "A money-based indicator for deflation risk," Macroeconomics and Finance Series 201403, University of Hamburg, Department of Socioeconomics.
- Cuneyt Dumrul & Yasemin Dumrul, 2015. "Price-Money Relationship after Infl ation Targeting: Co-integration Test with Structural Breaks for Turkey and Brazil," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 701-708.
- Eltejaei , Ebrahim & Montazeri Shoorekchali , Jalal, 2021. "Investigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 16(3), pages 305-322, September.
- Markku Lanne & Jani Luoto & Henri Nyberg, 2014. "Is the Quantity Theory of Money Useful in Forecasting U.S. Inflation?," CREATES Research Papers 2014-26, Department of Economics and Business Economics, Aarhus University.
- Claudio Borio & Marco Jacopo Lombardi & James Yetman & Egon Zakrajsek, 2023. "The two-regime view of inflation," BIS Papers, Bank for International Settlements, number 133.
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More about this item
Keywords
Money growth; infl?ation regimes; Markov Switching model; Bayesian inference;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2013-06-16 (Macroeconomics)
- NEP-MON-2013-06-16 (Monetary Economics)
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