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Are money growth and inflation still related?

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Author Info
Gerald P. Dwyer, Jr.
R.W. Hafer

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Abstract

Despite the long history and the substantial evidence supporting the conclusion that persistent changes in the price level are associated with changes in the money supply, the predicted association remains dis-puted. Is it debated because the empirical relationship holds over time periods so long that it may be uninformative for practitioners and policymakers, who are more concerned about inflation next month or next year? If it takes a generation for the relationship between money growth and inflation to become apparent, it would not be surprising that central bankers and practitioners put little weight on recent money growth. ; It is not clear, though, that it takes a generation. The authors of this article reconsider the link between money growth and inflation, using two types of evidence. The first, based on the behavior of five countries' price levels and money stocks over much of the twentieth century, provides a perspective over time. The second uses two recent five-year periods for a number of countries for which collecting comparable data covering long periods is not feasible. A positive, proportional relationship between the price level and money relative to real income is evident in data over long periods of time and over shorter periods for many countries. ; Does the behavior of inflation justify ignoring money growth when attempting to estimate future inflation? The evidence in this article indicates not.

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Publisher Info
Article provided by Federal Reserve Bank of Atlanta in its journal Economic Review.

Volume (Year): (1999)
Issue (Month): Q2 ()
Pages: 32-43
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Handle: RePEc:fip:fedaer:y:1999:i:q2:p:32-43:n:v.84no.2

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Related research
Keywords: Inflation (Finance) Demand for money Money supply Price levels

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  1. António Afonso, 2002. "Disturbing the fiscal theory of the price level: Can it fit the eu-15?," 10th International Conference on Panel Data, Berlin, July 5-6, 2002 B4-3, International Conferences on Panel Data. [Downloadable!]
    Other versions:
  2. Thomas M Fullerton Jr & Roberto Tinajero, 2004. "Short-Run Price Dynamics in Mexico," Macroeconomics 0407027, EconWPA. [Downloadable!]
  3. De Grauwe, Paul & Polan, Magdalena, 2001. "Is Inflation Always and Everywhere a Monetary Phenomenon?," CEPR Discussion Papers 2841, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
  4. James R. Lothian & Cornelia H. McCarthy, 2003. "The Behavior of Money and Other Economic Variables: Two Natural Experiments," International Finance 0311011, EconWPA. [Downloadable!]
  5. Abdul Qayyum, 2006. "Money, Inflation, and Growth in Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, vol. 45(2), pages 203-212. [Downloadable!]
    Other versions:
  6. Michael Graff, 2008. "The Quantity Theory of Money in Historical Perspective," Working papers 08-196, KOF Swiss Economic Institute, ETH Zurich. [Downloadable!]
  7. Pablo García S. & Rodrigo Valdés P, 2003. "Dinero e Inflación en el Marco de Metas de Inflación," Working Papers Central Bank of Chile 198, Central Bank of Chile. [Downloadable!]
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