Time-varying causality between money supply growth and inflation: new evidence from Turkey

被引：3

作者：

Eroglu, Ilhan ^{[1
]}

Yeter, Fatih ^{[2
]}

机构：

[1] Tokat Gaziosmanpasa Univ, Fac Econ & Adm Sci, Tokat, Turkey

[2] Tokat Gaziosmanpasa Univ, Pazar Vocat Sch Higher Educ, 65 Pazar Tokat, TR-60800 Tokat, Turkey

来源：

APPLIED ECONOMICS LETTERS | 2023年 / 30卷 / 21期

关键词：

money supply; inflation; time-varying causality tests; structural breaks;

D O I：

10.1080/13504851.2022.2159007

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

This research investigates the causal links between money supply growth and inflation in Turkey. Unlike previous literature, In the investigation of causality, time-varying causality tests were applied. The results indicate that there is causality from money supply growth to inflation. However, it emphasizes that when time-varying causality is considered, causality is not homogeneous throughout the sample, but heterogeneous, more sensitive to structural breaks.

引用

页码：3094 / 3098

页数：5

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