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Modeling Inflation in Georgia

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Author Info
Wojciech Maliszewski
Abstract

The paper explains the behavior of inflation in Georgia in the post-stabilization period. A long-run equation linking prices to money and the exchange rate, as well as a short-run, dynamic equation for inflation are estimated. The inflation equation is stable, points to a dominant role of the exchange rate in the behavior of inflation and shows a low persistence of inflation in Georgia. The equation explains well the behavior of inflation after the Russian crises, when inflation increased sharply but was quickly brought under control, as the National Bank of Georgia kept its monetary policy tight and the exchange rate stable.

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Paper provided by International Monetary Fund in its series IMF Working Papers with number 03/212.

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Length: 22 pages
Date of creation: 17 Nov 2003
Date of revision:
Handle: RePEc:imf:imfwpa:03/212

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Related research
Keywords: Inflation ; Georgia ; Transition economies ; Economic models ;

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References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
  1. Jian-Ye Wang, 1999. "The Georgian Hyperinflation and Stabilization," IMF Working Papers 99/65, International Monetary Fund.
  2. Siem Jan Koopman & Neil Shephard & Jurgen A. Doornik, 1999. "Statistical algorithms for models in state space using SsfPack 2.2," Econometrics Journal, Royal Economic Society, vol. 2(1), pages 107-160.
    Other versions:
  3. Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233. [Downloadable!] (restricted)
  4. Nina Budina & Wojtek Maliszewski & Georges de Menil & Geomina Turlea, 2002. "Money, Inflation and output in Romania, 1992-2000," DELTA Working Papers 2002-15, DELTA (Ecole normale supérieure). [Downloadable!]
  5. Choudhry, T., 1998. "Another visit to the Cagan model of money demand: the latest Russian experience," Journal of International Money and Finance, Elsevier, vol. 17(2), pages 355-376, April. [Downloadable!] (restricted)
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Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Zavkidjon Zavkiev, 2005. "Estimating A Model Of Inflation In Tajikistan," CAMA Working Papers 2005-27, Australian National University, Centre for Applied Macroeconomic Analysis. [Downloadable!]
  2. Andreas Billmeier & Giorgi Bakradze, 2007. "Inflation Targeting in Georgia: Are We There Yet?," IMF Working Papers 07/193, International Monetary Fund. [Downloadable!]
  3. Koffie Ben Nassar, 2005. "Money Demand and Inflation in Madagascar," IMF Working Papers 05/236, International Monetary Fund. [Downloadable!]
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This page was last updated on 2009-12-17.


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