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Staatsverschuldung und Inflation : eine empirische Analyse für Deutschland

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  • Alexander Mehnert
  • Andreas Nastansky
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    Abstract

    In the following study the relation between the public debt and the inflation will be analysed. The transmission from the public debt to the inflation through the money supply and long term interest rate will be shown. Based on these theoretical thoughts the variables public debt, consumer price index, money supply m3 and the long term interest rate will be analysed within a vector error correction model. In the empirical part of this paper we will evaluate the timeperiod from the first quarter in 1991 until the fourth quarter in 2010 for Germany. In a vector error correction model every variable can be taken as endogenous. The variables in the model will be tested for cointegrated relationships and estimated with the Johansen-Approach.

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    File URL: http://nbn-resolving.de/urn:nbn:de:kobv:517-opus-59181
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    Bibliographic Info

    Paper provided by Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät in its series Potsdamer Schriften zu Statistik und Wirtschaft with number 02.

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    Date of creation: Jul 2012
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    Handle: RePEc:pot:psstwi:02

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    Related research

    Keywords: Public Debt; Central Bank Policy; Inflation; Cointegration; Vector Error Correction Model; Johansen Approach;

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