IDEAS home Printed from https://ideas.repec.org/p/pra/mprapa/90505.html
   My bibliography  Save this paper

Causality deficit-inflation: Wavelet Transform

Author

Listed:
  • Elmrabet, Maissa
  • Boulila, Ghazi

Abstract

Few researchers have addressed the problem of the causality inflation-deficits, and even Previous worktreated this causality they have only focused on the Granger causality technique in which the results of thisapproach raises many doubts. This investigation aim to study the relationship between inflation and the pri-mary deficit using the wavelet transform for different euro area member countries from 1980 until 2014 withquarterly data. We have characterized the inflation-primary deficit relationship in a time-frequency scale.First we found that the deficit causes inflation in log term. We detected also, that inflation-primary deficitrelationship is highly consistent during the post-financial crisis in the euro area in the long run. Finally wecan judge through the wavelet transform that this relationship is non linear.

Suggested Citation

  • Elmrabet, Maissa & Boulila, Ghazi, 2018. "Causality deficit-inflation: Wavelet Transform," MPRA Paper 90505, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:90505
    as

    Download full text from publisher

    File URL: https://mpra.ub.uni-muenchen.de/90505/1/MPRA_paper_90505.pdf
    File Function: original version
    Download Restriction: no
    ---><---

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:90505. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Joachim Winter (email available below). General contact details of provider: https://edirc.repec.org/data/vfmunde.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.