VECTOR AUTOREGRESSIVE APPROACH AFTER FIRST DIFFERENCING: A TIME SERIES ANALYSIS OF INFLATION AND ITS DETERMINANTS IN TANZANIA

The objective of the study was to examine the trend of inflation and its key determinants in Tanzania. We used secondary time series data observed annually from January 1970 to 2020 which are inflation rate, GDP, Exchange rate and money supply. The vector autoregressive (VAR) model was employed for...

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Bibliographic Details
Main Authors: Rachel R. Cheti, Bahati Ilembo
Format: Article
Language:English
Published: University of Oradea Publishing House 2021-09-01
Series:Oradea Journal of Business and Economics
Subjects:
Online Access:http://ojbe.steconomiceuoradea.ro/wp-content/uploads/2021/10/OJBE-62-43-56.pdf