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A Modelling of Ghana's Inflation Experience: 1960–2003

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Author Info
Mathew Kofi Ocran
Abstract

The study sought to ascertain the key determinants of inflation in Ghana for the past 40 years. Stylized facts about Ghana’s inflation experience indicate that since the country’s exit from the West African Currency Board soon after independence, inflation management has been ineffective despite two decades of vigorous reforms. Using the Johansen cointegration test and an error correction model, the paper identified inflation inertia, changes in money and changes in Government of Ghana treasury bill rates, as well as changes in the exchange rate, as determinants of inflation in the short run. Of these, inflation inertia is the dominant determinant of inflation in Ghana. It is therefore suggested that to make treasury bill rates more effective as a nominal anchor, inflationary expectations ought to be reduced considerably.

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Paper provided by African Economic Research Consortium in its series Research Papers with number RP_169 Key words: Ghana, inflation, modelling.

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Length: 46 pages
Date of creation: Aug 2007
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Handle: RePEc:aer:rpaper:rp_169

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  7. G. C. Lim & Laura Papi, 1997. "An Econometric Analysis of the Determinants of Inflation in Turkey," IMF Working Papers 97/170, International Monetary Fund.
  8. Metin, Kivilcim, 1995. "An Integrated Analysis of Turkish Inflation," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 57(4), pages 513-31, November.
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  10. Prakash Loungani & Phillip Swagel, 2001. "Sources of Inflation in Developing Countries," IMF Working Papers 01/198, International Monetary Fund. [Downloadable!]
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