Inflationary Implication of Gold Price in Vietnam
Download full text from publisher
Other versions of this item:
References listed on IDEAS
- Greg Tkacz, 2007. "Gold Prices and Inflation," Staff Working Papers 07-35, Bank of Canada.
- Tkacz, Greg, 2004.
"Inflation changes, yield spreads, and threshold effects,"
International Review of Economics & Finance,
Elsevier, vol. 13(2), pages 187-199.
- Greg Tkacz, 2002. "Inflation Changes, Yield Spreads, and Threshold Effects," Staff Working Papers 02-40, Bank of Canada.
- Siregar, Reza & Rajaguru, Gulasekaran, 2005.
"Sources of variations between the inflation rates of Korea, Thailand and Indonesia during the post-1997 crisis,"
Journal of Policy Modeling,
Elsevier, vol. 27(7), pages 867-884, October.
- Gulasekaran Rajaguru & Reza Siregar, 2002. "Sources of Variations Between The Inflation Rates of Korea, Thailand and Indonesia During The Post-1997 Crisis," Centre for International Economic Studies Working Papers 2002-29, University of Adelaide, Centre for International Economic Studies.
- Goujon, Michael, 2006. "Fighting inflation in a dollarized economy: The case of Vietnam," Journal of Comparative Economics, Elsevier, vol. 34(3), pages 564-581, September.
- Mahdavi, Saeid & Zhou, Su, 1997. "Gold and commodity prices as leading indicators of inflation: Tests of long-run relationship and predictive performance," Journal of Economics and Business, Elsevier, vol. 49(5), pages 475-489.
- Quan-Hoang Vuong, 2004. "Analyses on Gold and US Dollar in Vietnam's Transitional Economy," Working Papers CEB 04-033.RS, ULB -- Universite Libre de Bruxelles.
- Hamilton, James D. & Susmel, Raul, 1994.
"Autoregressive conditional heteroskedasticity and changes in regime,"
Journal of Econometrics,
Elsevier, vol. 64(1-2), pages 307-333.
- Tom Doan, "undated". "RATS programs to estimate Hamilton-Susmel Markov Switching ARCH model," Statistical Software Components RTZ00083, Boston College Department of Economics.
- Hamilton, James D., 1996. "Specification testing in Markov-switching time-series models," Journal of Econometrics, Elsevier, vol. 70(1), pages 127-157, January.
- Tobias F. Rötheli, 1990. "Money Supply and Money Demand Determinants of Swiss Inflation," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 126(I), pages 1-15, March.
More about this item
KeywordsGold Price; Vietnam; Money Demand; and Inflation;
- C24 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Truncated and Censored Models; Switching Regression Models; Threshold Regression Models
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E41 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Demand for Money
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-04-20 (All new papers)
- NEP-MON-2013-04-20 (Monetary Economics)
- NEP-SEA-2013-04-20 (South East Asia)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:pra:mprapa:46157. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Joachim Winter) or (Rebekah McClure). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .