Working Papers in full text
2013
2012
2011
2010
2009
2008
2007
2006
2005
2004
2003
2002
2001
2000
1999
1998
1997
All
Other research-related activities and publications of the IMF can be found at IMF Research
|
Free Email Notification
Receive emails when we post new
items of interest to you.
Subscribe or
Modify your profile
|
|
|
|
Investigating Inflation Dynamics in Sudan
|
Author/Editor: |
Moriyama, Kenji |
| Authorized for Distribution: |
July 1, 2008 |
|
Electronic Access: |
Free Full Text (PDF file size is 622KB)
Use the free Adobe Acrobat Reader to view this PDF file.
|
|
|
|
Disclaimer: This Working Paper should not be reported as representing the views of the IMF. The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those of the IMF or IMF policy. Working Papers describe research in progress by the author(s) and are published to elicit comments and to further debate.
|
|
Summary: This paper investigates inflation dynamics in Sudan using three different approaches: the single equation model, the structural vector-auto regression model and a vector error correction model. This is the first study in a low-income and a post-conflict country that uses these three separate techniques to understand inflation dynamics. The use of these approaches is particularly useful to check the robustness of the estimated parameters in the model for a country with limited data coverage and possible structural breaks. The estimated results suggest that money supply growth and nominal exchange rate changes affect inflation with 18-24 months time lag.
|
|
|
|
Order a print copy
|
|
Series: |
Working Paper No. 08/189 |
|
Subject(s): |
Sudan | Inflation | Money supply | Real effective exchange rates | Monetary policy | Economic models |
|
Author's keyword(s): |
inflation
| money supply
| nominal exchange rate
| and monetary policy.
|
|
|
|
|
| |
Published: |
|
July 1, 2008 |
|
|
|
|
| |
|
|
|
|
Format: |
|
Paper |
| |
Stock No: |
|
WPIEA2008189 |
|
Pages: |
|
22 |
| |
Price: |
|
US$18.00 (Academic Rate: US$18.00 )
|
|
|
|
|
|
|
