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

Show other versions (3)

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...

Full description

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

Similar Items

Similar Items