Essays on chronic inflation: the Brazilian experience
Gespeichert in:
| Beteilige Person: | |
|---|---|
| Format: | Hochschulschrift/Dissertation Buch |
| Sprache: | Nichtbestimmte Sprache |
| Veröffentlicht: |
Göteborg
Nationalekonomiska Inst., Handelshögskolan vid Göteborgs Univ.
1993
|
| Schriftenreihe: | Ekonomiska studier
42 |
| Schlagwörter: | |
| Links: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=005095646&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Umfang: | VI, 100 S. graph. Darst. |
| ISBN: | 9188514013 |
Internformat
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Datensatz im Suchindex
| _version_ | 1819319942050217984 |
|---|---|
| adam_text | Contents
1 Introduction 1
1.1 Background 1
1.2 Outline of the study 3
2 Real Exchange Rate Rules and Nominal Anchors 7
2.1 Introduction 7
2.2 The Monetary Effects of a Real Exchange Rate Policy Rule 8
2.3 The Econometric Model 15
2.4 Estimation and Results 17
2.4.1 Unit Roots and Cointegration 18
2.4.2 The Reduced Form 21
2.4.3 The Contemporaneous Model 23
2.4.4 Dynamic Analysis 26
2.5 Summary and Conclusions 30
Appendix Data Description and Sources 32
References 33
3 Money and Prices: An Empirical Investigation 35
3.1 Introduction 35
3.2 Money and Prices in Brazil. 37
3.3 The Granger Noncausality Test. 39
3.3.1 Economic Theory and the Granger Noncausality Test 41
3.4 Empirical Implementation 45
3.4.1 Cointegration Tests 46
3.4.2 Granger Causality Tests 53
3.5 Conclusion 57
References 59
V
4 An Empirical Model of Inflation 65
4.1 Introduction 65
4.2 Theoretical Background 67
4.3 Empirical Implementation 72
4.3.1 Cointegration Tests 74
4.3.2 An Empirical Model of Inflation 79
4.3.3 Robustness 82
4.3.4 Stability 86
4.3.5 Interpretation 91
4.5 Summary and Concluding Remarks 93
Appendix Data Description 95
References 96
VI
|
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| publishDate | 1993 |
| publishDateSearch | 1993 |
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| publisher | Nationalekonomiska Inst., Handelshögskolan vid Göteborgs Univ. |
| record_format | marc |
| series | Ekonomiska studier |
| series2 | Ekonomiska studier |
| spellingShingle | Durevall, Dick Essays on chronic inflation the Brazilian experience Ekonomiska studier Ökonometrisches Modell (DE-588)4043212-9 gnd Inflation (DE-588)4026887-1 gnd |
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| title | Essays on chronic inflation the Brazilian experience |
| title_auth | Essays on chronic inflation the Brazilian experience |
| title_exact_search | Essays on chronic inflation the Brazilian experience |
| title_full | Essays on chronic inflation the Brazilian experience Dick Durevall |
| title_fullStr | Essays on chronic inflation the Brazilian experience Dick Durevall |
| title_full_unstemmed | Essays on chronic inflation the Brazilian experience Dick Durevall |
| title_short | Essays on chronic inflation |
| title_sort | essays on chronic inflation the brazilian experience |
| title_sub | the Brazilian experience |
| topic | Ökonometrisches Modell (DE-588)4043212-9 gnd Inflation (DE-588)4026887-1 gnd |
| topic_facet | Ökonometrisches Modell Inflation Brasilien Aufsatzsammlung Hochschulschrift |
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