05429oam 22013214 450 991095740550332120250426110558.09786612841408978146237799214623779989781452708720145270872X9781451870473145187047797812828414061282841408(CKB)3170000000055086(EBL)1607969(SSID)ssj0000944154(PQKBManifestationID)11597310(PQKBTitleCode)TC0000944154(PQKBWorkID)10983809(PQKB)10534219(OCoLC)762613919(MiAaPQ)EBC1607969(IMF)WPIEE2008189(IMF)WPIEA2008189WPIEA2008189(EXLCZ)99317000000005508620020129d2008 uf 0engur|n|---|||||txtccrInvestigating Inflation Dynamics in Sudan /Kenji Moriyama1st ed.Washington, D.C. :International Monetary Fund,2008.1 online resource (23 p.)IMF Working PapersIMF working paper ;WP/08/189Description based upon print version of record.9781451915006 1451915004 Includes bibliographical references.Contents; 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; ReferencesThis 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 techniques to understand inflation dynamics. The use of these approaches is particularly useful to check the robustness of the estimated parameters in the model for a country with limited data coverage and possible structural breaks. The estimated results suggest that money supply growth and nominal exchange rate changes affect inflation with 18-24 months time lag.IMF Working Papers; Working Paper ;No. 2008/189Inflation (Finance)SudanEconometric modelsMonetary policySudanEconometric modelsCurrencyimfDeflationimfDiffusion ProcessesimfDynamic Quantile RegressionsimfDynamic Treatment Effect ModelsimfEconometric modelsimfEconometrics & economic statisticsimfEconometricsimfExchange ratesimfForeign ExchangeimfForeign exchangeimfInflationimfMacroeconomicsimfMonetary baseimfMonetary economicsimfMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralimfMoney and Monetary PolicyimfMoney supplyimfMultiple or Simultaneous Equation ModelsimfMultiple Variables: GeneralimfPrice LevelimfPricesimfState Space ModelsimfStructural vector autoregressionimfTime-Series ModelsimfVector error correction modelsimfSudanEconomic conditionsEconometric modelsSudanimfInflation (Finance)Econometric models.Monetary policyEconometric models.CurrencyDeflationDiffusion ProcessesDynamic Quantile RegressionsDynamic Treatment Effect ModelsEconometric modelsEconometrics & economic statisticsEconometricsExchange ratesForeign ExchangeForeign exchangeInflationMacroeconomicsMonetary baseMonetary economicsMonetary Policy, Central Banking, and the Supply of Money and Credit: GeneralMoney and Monetary PolicyMoney supplyMultiple or Simultaneous Equation ModelsMultiple Variables: GeneralPrice LevelPricesState Space ModelsStructural vector autoregressionTime-Series ModelsVector error correction models332.41Moriyama Kenji1815649DcWaIMFBOOK9910957405503321Investigating Inflation Dynamics in Sudan4372891UNINA