Granger Causality And Cointegration In Romaniaâ€™S Inflationary Dynamics Â€“ An Empirical Study
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References listed on IDEAS
- Pesaran, M. Hashem & Smith, Ron, 1995.
"Estimating long-run relationships from dynamic heterogeneous panels,"
Journal of Econometrics,
Elsevier, vol. 68(1), pages 79-113, July.
- Pesaran, M.H. & Smith, R., 1992. "Estimating Long-Run Relationships From Dynamic Heterogeneous Panels," Cambridge Working Papers in Economics 9215, Faculty of Economics, University of Cambridge.
- Budina, Nina & Maliszewski, Wojciech & de Menil, Georges & Turlea, Geomina, 2006.
"Money, inflation and output in Romania, 1992-2000,"
Journal of International Money and Finance,
Elsevier, vol. 25(2), pages 330-347, March.
- 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).
- Nina Budina & Wojciech Maliszewski & Georges De Menil & Geomina Turlea, 2006. "Money, inflation and output in Romania, 1992-2000," Post-Print halshs-00754167, HAL.
More about this item
Keywordsinflation forecasting; monetary policy; developing countries; Romania; VAR model;
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
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