Financial Liberalization, Money Demand, and Inflation in Uganda /

This paper uses cointegration analysis to investigate the empirical relationship among money, prices, income, and a vector of interest rates in Uganda from 1982 to 1998. Despite the substantial financial market liberalization that has taken place in the early 1990s, quarterly time-series data confir...

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Bibliografski detalji
Glavni autor: Nachega, Jean-Claude
Format: Žurnal
Jezik:English
Izdano: Washington, D.C. : International Monetary Fund, 2001.
Serija:IMF Working Papers; Working Paper ; No. 2001/118
Online pristup:Full text available on IMF
Opis
Sažetak:This paper uses cointegration analysis to investigate the empirical relationship among money, prices, income, and a vector of interest rates in Uganda from 1982 to 1998. Despite the substantial financial market liberalization that has taken place in the early 1990s, quarterly time-series data confirm that a stable relationship prevailed among real broad money, income, and domestic and foreign interest rates. The empirical results indicate income homogeneity, a strong own-rate-of-return effect, a high degree of international capital mobility and asset substitutability, and demonstrate that both domestic and foreign factors are important determinants of inflation in Uganda.
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Opis:1 online resource (45 pages)
Format:Mode of access: Internet
ISSN:1018-5941
Pristup:Electronic access restricted to authorized BRAC University faculty, staff and students