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Money supply and infllation dynamics in the Asia-Pacific economies: a time-frequency approach
European University of Institute, Italy; IPAG Business Sch, France.
University of Western Sydney, Australia.
Linköping University, Department of Management and Engineering, Economics. Linköping University, Faculty of Arts and Sciences.
University of Complutense Madrid, Spain; University of Valladolid, Spain.
2017 (English)In: Studies in Nonlinear Dynamics and Econometrics, ISSN 1081-1826, E-ISSN 1558-3708, Vol. 21, no 3, article id 20160051Article in journal (Refereed) Published
Abstract [en]

We examine the relationship between money supply growth and inflation in 3 Asian Economies which are India, Malaysia and Japan using a time-frequency approach. The application of a unified multi-scale analysis allows us to provide a continuous assessment of the link between money supply growth and inflation, unlike most of the existing literature studying this relationship. We also employ a bivariate frequency-domain causality test to determine the nature and direction of interdependence between money supply growth and inflation dynamics. Our findings provide a better understanding of their lead-lag linkages and causal relationship in the selected countries of the Asia-Pacific region.

Place, publisher, year, edition, pages
Walter de Gruyter, 2017. Vol. 21, no 3, article id 20160051
Keywords [en]
monetary policy; wavelet analysis; nonlinear causality
National Category
Economics
Identifiers
URN: urn:nbn:se:liu:diva-141737DOI: 10.1515/snde-2016-0051ISI: 000411276100003Scopus ID: 2-s2.0-85021433997OAI: oai:DiVA.org:liu-141737DiVA, id: diva2:1147292
Note

Funding Agencies|EU Horizon 2020 research and innovation programme under the MS-C [656136]; Jan Wallanders and Tom Hedelius Foundation

Available from: 2017-10-05 Created: 2017-10-05 Last updated: 2017-10-10Bibliographically approved

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Uddin, Gazi Salah

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