کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
964792 | 930610 | 2009 | 21 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Inflation and monetary regimes
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کلمات کلیدی
موضوعات مرتبط
علوم انسانی و اجتماعی
اقتصاد، اقتصادسنجی و امور مالی
اقتصاد و اقتصادسنجی
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چکیده انگلیسی
Correlations of inflation with the growth rate of money increase when data are averaged over longer time periods. Correlations of inflation with the growth of money also are higher when high inflation as well as low-inflation countries are included in the analysis. We show that serial correlation in the underlying inflation rate ties these two observations together and explains them. We present evidence that averaging increases the correlation of inflation and money growth in more when the underlying inflation rate has higher serial correlation.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of International Money and Finance - Volume 28, Issue 7, November 2009, Pages 1221-1241
Journal: Journal of International Money and Finance - Volume 28, Issue 7, November 2009, Pages 1221-1241
نویسندگان
Gerald P. Dwyer, Mark Fisher,