dc.contributor.author | BEKIROS, Stelios D. | |
dc.contributor.author | MUZAFFAR, Ahmed Taneem | |
dc.contributor.author | UDDIN, Gazi Salah | |
dc.contributor.author | VIDAL-GARCIA, Javier | |
dc.date.accessioned | 2018-01-08T15:22:19Z | |
dc.date.available | 2018-01-08T15:22:19Z | |
dc.date.issued | 2017 | |
dc.identifier.citation | Studies in nonlinear dynamics & econometrics, 2017, Vol. 21, No. 3, OnlineOnly | en |
dc.identifier.issn | 1558-3708 | |
dc.identifier.uri | https://hdl.handle.net/1814/49789 | |
dc.description | First published online: 5 April 2017 | en |
dc.description.abstract | We examine the relationship between money supply growth and inflation in 3 Asian Economies which are India, Malaysia and Japan using a time-frequency approach. The application of a unified multi-scale analysis allows us to provide a continuous assessment of the link between money supply growth and inflation, unlike most of the existing literature studying this relationship. We also employ a bivariate frequency-domain causality test to determine the nature and direction of interdependence between money supply growth and inflation dynamics. Our findings provide a better understanding of their lead-lag linkages and causal relationship in the selected countries of the Asia-Pacific region. | en |
dc.language.iso | en | en |
dc.publisher | De Gruyter | en |
dc.relation.ispartof | Studies in nonlinear dynamics & econometrics | en |
dc.subject | Monetary policy | en |
dc.subject | Wavelet analysis | en |
dc.subject | Nonlinear causality | en |
dc.subject | C40 | en |
dc.subject | E3 | en |
dc.subject | E4 | en |
dc.subject | E50 | en |
dc.title | Money supply and inflation dynamics in the Asia-Pacific economies : a time-frequency approach | en |
dc.type | Article | en |
dc.identifier.doi | 10.1515/snde-2016-0051 | |
dc.identifier.volume | 19 | en |
eui.subscribe.skip | true | |
dc.identifier.issue | 3 | en |