Matthews, Kent Gerard Patrick ![]() |
Abstract
This paper presents a vector autoregression type model of inflation, output growth, money and credit. We find that monetary shocks affect the mean of inflation but that credit shocks influence the time variance of inflation.
Item Type: | Article |
---|---|
Date Type: | Publication |
Status: | Published |
Schools: | Business (Including Economics) |
Subjects: | H Social Sciences > HB Economic Theory H Social Sciences > HF Commerce |
Publisher: | Wiley-Blackwell |
ISSN: | 0025-2034 |
Last Modified: | 24 Oct 2022 11:51 |
URI: | https://orca.cardiff.ac.uk/id/eprint/49562 |
Citation Data
Actions (repository staff only)
![]() |
Edit Item |