LEADER 05210oam 22012254 450 001 9910788232303321 005 20230721045657.0 010 $a1-4623-7799-8 010 $a1-4527-0872-X 010 $a9786612841408 010 $a1-4518-7047-7 010 $a1-282-84140-8 035 $a(CKB)3170000000055086 035 $a(EBL)1607969 035 $a(SSID)ssj0000944154 035 $a(PQKBManifestationID)11597310 035 $a(PQKBTitleCode)TC0000944154 035 $a(PQKBWorkID)10983809 035 $a(PQKB)10534219 035 $a(OCoLC)762613919 035 $a(MiAaPQ)EBC1607969 035 $a(IMF)WPIEE2008189 035 $a(EXLCZ)993170000000055086 100 $a20020129d2008 uf 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aInvestigating Inflation Dynamics in Sudan /$fKenji Moriyama 210 1$aWashington, D.C. :$cInternational Monetary Fund,$d2008. 215 $a1 online resource (23 p.) 225 1 $aIMF Working Papers 225 0$aIMF working paper ;$vWP/08/189 300 $aDescription based upon print version of record. 311 $a1-4519-1500-4 320 $aIncludes bibliographical references. 327 $aContents; 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 330 3 $aThis paper investigates inflation dynamics in Sudan using three different approaches: the single equation model, the structural vector-auto regression model and a vector error correction model. This is the first study in a low-income and a post-conflict country that uses these three separate techniques to understand inflation dynamics. The use of these approaches is particularly useful to check the robustness of the estimated parameters in the model for a country with limited data coverage and possible structural breaks. The estimated results suggest that money supply growth and nominal exchange rate changes affect inflation with 18-24 months time lag. 410 0$aIMF Working Papers; Working Paper ;$vNo. 2008/189 606 $aInflation (Finance)$zSudan$xEconometric models 606 $aMonetary policy$zSudan$xEconometric models 606 $aEconometrics$2imf 606 $aForeign Exchange$2imf 606 $aInflation$2imf 606 $aMoney and Monetary Policy$2imf 606 $aMonetary Policy, Central Banking, and the Supply of Money and Credit: General$2imf 606 $aPrice Level$2imf 606 $aDeflation$2imf 606 $aMultiple or Simultaneous Equation Models$2imf 606 $aMultiple Variables: General$2imf 606 $aTime-Series Models$2imf 606 $aDynamic Quantile Regressions$2imf 606 $aDynamic Treatment Effect Models$2imf 606 $aDiffusion Processes$2imf 606 $aState Space Models$2imf 606 $aMonetary economics$2imf 606 $aMacroeconomics$2imf 606 $aCurrency$2imf 606 $aForeign exchange$2imf 606 $aEconometrics & economic statistics$2imf 606 $aMonetary base$2imf 606 $aExchange rates$2imf 606 $aVector error correction models$2imf 606 $aStructural vector autoregression$2imf 606 $aMoney supply$2imf 606 $aPrices$2imf 606 $aEconometric models$2imf 607 $aSudan$xEconomic conditions$xEconometric models 607 $aSudan$2imf 615 0$aInflation (Finance)$xEconometric models. 615 0$aMonetary policy$xEconometric models. 615 7$aEconometrics 615 7$aForeign Exchange 615 7$aInflation 615 7$aMoney and Monetary Policy 615 7$aMonetary Policy, Central Banking, and the Supply of Money and Credit: General 615 7$aPrice Level 615 7$aDeflation 615 7$aMultiple or Simultaneous Equation Models 615 7$aMultiple Variables: General 615 7$aTime-Series Models 615 7$aDynamic Quantile Regressions 615 7$aDynamic Treatment Effect Models 615 7$aDiffusion Processes 615 7$aState Space Models 615 7$aMonetary economics 615 7$aMacroeconomics 615 7$aCurrency 615 7$aForeign exchange 615 7$aEconometrics & economic statistics 615 7$aMonetary base 615 7$aExchange rates 615 7$aVector error correction models 615 7$aStructural vector autoregression 615 7$aMoney supply 615 7$aPrices 615 7$aEconometric models 676 $a332.41 700 $aMoriyama$b Kenji$01472668 801 0$bDcWaIMF 906 $aBOOK 912 $a9910788232303321 996 $aInvestigating Inflation Dynamics in Sudan$93704152 997 $aUNINA