Investigating Inflation Dynamics in Sudan /

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 techniq...

Полное описание

Библиографические подробности
Главный автор: Moriyama, Kenji
Формат: Журнал
Язык:English
Опубликовано: Washington, D.C. : International Monetary Fund, 2008.
Серии:IMF Working Papers; Working Paper ; No. 2008/189
Online-ссылка:Full text available on IMF
Описание
Итог: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 exchange rate changes affect inflation with 18-24 months time lag.
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Объем:1 online resource (22 pages)
Формат:Mode of access: Internet
ISSN:1018-5941
Доступ:Electronic access restricted to authorized BRAC University faculty, staff and students