Inflation and Monetary Pass-Through in Guinea /

The paper analyzes the dynamics of inflation in Guinea during 1992-2003 applying cointegration and error-correction modeling to a bivariate model that includes consumer price and monetary variables. The empirical results, based on quarterly data, confirm the existence of a long-run relationship betw...

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Xehetasun bibliografikoak
Egile nagusia: Blavy, Rodolphe
Formatua: Aldizkaria
Hizkuntza:English
Argitaratua: Washington, D.C. : International Monetary Fund, 2004.
Saila:IMF Working Papers; Working Paper ; No. 2004/223
Sarrera elektronikoa:Full text available on IMF
Deskribapena
Gaia:The paper analyzes the dynamics of inflation in Guinea during 1992-2003 applying cointegration and error-correction modeling to a bivariate model that includes consumer price and monetary variables. The empirical results, based on quarterly data, confirm the existence of a long-run relationship between money supply and consumer prices. This paper argues further that the pass-through has increased in recent years. Short-term dynamics are shown to accentuate the long-run impact. Impulse response analysis shows that a shock in the money stock will have an increasing impact over two years and will then stabilize at a higher level.
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Deskribapen fisikoa:1 online resource (20 pages)
Formatua:Mode of access: Internet
ISSN:1018-5941
Sartu:Electronic access restricted to authorized BRAC University faculty, staff and students