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