Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil

Price-Money Relationship After Inflation Targeting: Cointegration Test With Structural Breaks For Turkey and Brazil

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The inflation targeting (IT) strategy may create structural changes in macroeconomic variables. This study analyzes the effect of the IT strategy on the price-money supply relationship in Turkey and Brazil by Kejriwal-Perron cointegration analysis with structural breaks. The analysis aims to determi...

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Bibliographic Details
Main Authors: Cuneyt Dumrul, Yasemin Dumrul
Format: Article
Language:English
Published: EconJournals 2015-09-01
Series:International Journal of Economics and Financial Issues
Subjects:
monetary inflation
inflation targeting
kejriwal-perron cointegration analysis
regime shifts.
Online Access:https://dergipark.org.tr/tr/pub/ijefi/issue/31970/352175?publisher=http-www-cag-edu-tr-ilhan-ozturk

Internet

https://dergipark.org.tr/tr/pub/ijefi/issue/31970/352175?publisher=http-www-cag-edu-tr-ilhan-ozturk

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