Show simple item record

dc.contributor.authorBEKIROS, Stelios D.
dc.contributor.authorMUZAFFAR, Ahmed T.
dc.contributor.authorUDDIN, Gazi Salah
dc.contributor.authorVIDAL-GARCIA, Javier
dc.date.accessioned2018-01-08T15:22:19Z
dc.date.available2018-01-08T15:22:19Z
dc.date.issued2017
dc.identifier.citationStudies in nonlinear dynamics & econometrics, 2017, Vol. 21, No. 3, OnlineOnlyen
dc.identifier.issn1558-3708
dc.identifier.urihttp://hdl.handle.net/1814/49789
dc.descriptionFirst published online: 5 April 2017en
dc.description.abstractWe 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.isoenen
dc.publisherDe Gruyteren
dc.relation.ispartofStudies in nonlinear dynamics & econometricsen
dc.subjectMonetary policyen
dc.subjectWavelet analysisen
dc.subjectNonlinear causalityen
dc.subjectC40en
dc.subjectE3en
dc.subjectE4en
dc.subjectE50en
dc.titleMoney supply and inflation dynamics in the Asia-Pacific economies : a time-frequency approachen
dc.typeArticleen
dc.identifier.doi10.1515/snde-2016-0051
dc.identifier.volume19en
eui.subscribe.skiptrue
dc.identifier.issue3en


Files associated with this item

FilesSizeFormatView

There are no files associated with this item.

This item appears in the following Collection(s)

Show simple item record