Investigating inflation dynamics in Sudan / / Kenji Moriyama
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| Autore: |
Moriyama Kenji
|
| Titolo: |
Investigating inflation dynamics in Sudan / / Kenji Moriyama
|
| Pubblicazione: | [Washington, District of Columbia] : , : International Monetary Fund, , 2008 |
| ©2008 | |
| Descrizione fisica: | 1 online resource (23 p.) |
| Disciplina: | 332.41 |
| Soggetto topico: | Inflation (Finance) - Sudan - Econometric models |
| Monetary policy - Sudan - Econometric models | |
| Soggetto geografico: | Sudan Economic conditions Econometric models |
| Soggetto genere / forma: | Electronic books. |
| Note generali: | Description based upon print version of record. |
| Nota di bibliografia: | Includes bibliographical references. |
| Nota di contenuto: | 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; References |
| Sommario/riassunto: | This 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 exchan |
| Titolo autorizzato: | Investigating inflation dynamics in Sudan |
| ISBN: | 1-4623-7799-8 |
| 1-4527-0872-X | |
| 9786612841408 | |
| 1-4518-7047-7 | |
| 1-282-84140-8 | |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 9910463630303321 |
| Lo trovi qui: | Univ. Federico II |
| Opac: | Controlla la disponibilità qui |
Serie:
IMF Working Papers