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Dissertations / Theses on the topic 'Inflation index'

Author: Grafiati

Published: 28 May 2022

Last updated: 31 July 2025

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1

Calmvik, Jonas. "Swedish Breakeven Inflation (BEI) - a market based measure of inflation expectations?" Thesis, Uppsala University, Department of Economics, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-8543.

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<p>The Fisher Equation suggests that the spread between nominal and real interest rates is equal to the inflation expectations. In Sweden, where both nominal and inflation linked bonds exist the fisher equation implies that the yield spread could provide investors and policymakers with important information about markets inflation expectations. The aim of this thesis is therefore to estimate whether the yield spread between Swedish nominal and real interest rates - widely referred to as the Breakeven Inflation (BEI) - is a market based measure of inflation expectations. A sample based on histo

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2

Кликунов, Н. Д. "Парадоксы проведения индексов измерения инфляции в РФ и попытки их объяснения". Thesis, Украинская академия банковского дела Национального банка Украины, 2011. http://essuir.sumdu.edu.ua/handle/123456789/62980.

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3

Zucchini, Sara. "Primordial black holes in string inflation." Master's thesis, Alma Mater Studiorum - Università di Bologna, 2018. http://amslaurea.unibo.it/17097/.

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In this thesis we consider the production of primordial black holes (PBH) in the context of single field inflation with the aim of describing a significant fraction of dark matter. In the models we consider, the inflaton is a string modulus and its potential is typical of type IIB fibre inflation. The potential presents a plateau at CMB scales and an extremely flat region on smaller scales. The background is analysed by solving the Friedmann's and the Klein-Gordon equations for the system. Perturbations are introduced through the usual Mukhanov-Sasaki equation for the gauge invariant curvatur

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4

Swanepoel, C. V. "Stock returns as predictors of interest rates and inflation: The South African experience." University of the Western Cape, 1990. http://hdl.handle.net/11394/7892.

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Magister Commercii - MCom<br>This study analyses the extent to which stock returns provide forecasts of changes in interest rates and inflation for the South African market. The period under investigation, January 1966 - February 1989, is characterised by structural changes in the South African economy, especially in the financial markets. The earnings yield on shares is used as a measure of the return on stocks. Stock returns of 10 specific industries are used in addition to the overall market return. Monthly inflation series were constructed by employing both the Consumer Price Index (CPI) a

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5

Baumann, Manuela. "Inflationsmessung." St. Gallen, 2004. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/01648484001/$FILE/01648484001.pdf.

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Мордань, Євгенія Юріївна, Евгения Юрьевна Мордань, Yevheniia Yuriivna Mordan та Д. О. Кириченко. "Інфляційні процеси в Україні". Thesis, НО «Перспектива», 2017. http://essuir.sumdu.edu.ua/handle/123456789/50899.

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Інфляція є досить негативним процесом як для економіки окремої країни, так і для світу в цілому. Вважається, що інфляція виникла з появою паперових грошей і стабільно розвивається до сьогодні. Вона породжує руйнівні наслідки для економічного зростання, економічної рівноваги та стабільності, збільшення обсягів виробництва, працевлаштування, соціальної рівності, добробуту населення та рівня життя в країні. Інфляційні процеси призводять до знецінення результатів праці, зменшення заощаджень фізичних та юридичних осіб; перешкоджають притоку інвестицій та вкладень у новітні технологічні розро

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7

Maluleke, Tiyeselani Clara. "The relationship between poverty and inflation in Sharpeville / Tiyeselani Clara Maluleke." Thesis, North-West University, 2012. http://hdl.handle.net/10394/10303.

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All over the world, the level of poverty is increasing. In South Africa it is mainly concentrated in rural areas and differs significantly from whether considering race, sex, provinces or community areas. This dissertation studies the relationship between poverty and inflation in Sharpeville by determining the impact of rising prices on the poor households in Sharpeville. The study focuses on three areas, namely the theoretical background of poverty and inflation, the impact of rising prices in expenditure patterns and the relationship to poverty. There are different approaches in defining pov

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8

Man, Mengying, and Meixuan Ren. "Wealth Inequality : Analysis based on 21 EU countries." Thesis, Internationella Handelshögskolan, Högskolan i Jönköping, IHH, Nationalekonomi, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:hj:diva-44333.

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The aim of this thesis is to examine how wealth inequality alters when macroeconomic factors such as housing price index, inflation rate, and minimum wage change. In the theoretical part, the potential connection between some macroeconomic factors and wealth inequality is described through the link of the Lorenz Curve and Pareto distribution. In the empirical part, we analyze the development of wealth inequality in 21 countries from the European Union from 2004 to 2015. The study presents significant evidence that the housing price index is negatively correlated with wealth inequality while si

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9

Yokie, Moses, and Bo Lemar. "Högriskfonder kontra aktieindex : En studie av makrovariablers påverkan på olika fondalternativ." Thesis, Södertörns högskola, Institutionen för ekonomi och företagande, 2011. http://urn.kb.se/resolve?urn=urn:nbn:se:sh:diva-11443.

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Abstract Title: High-Risk Funds vs. Mutual- Index Funds A study of macro -variables influence on different funds choice Level: Final assignment for Bachelor Degree in Business Administration Author: Moses Yokie & Bo Lemar Supervisor: Ogi Chun & Cheick Wagué Date: 2011-05-25 Aim: The purpose with this thesis is to compare two different types of mutual-index fond and a high-risk fund in relation to the macro variables. The purpose also includes an investigation about if an investor will receives a higher return on high-risk fund than on mutual-index fund in a 10 years period

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10

Ribeiro, José Roberto [UNESP]. "Análise comparada do IGP e IPCs no período 1999-2005: impactos distributivos." Universidade Estadual Paulista (UNESP), 2006. http://hdl.handle.net/11449/90038.

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Made available in DSpace on 2014-06-11T19:24:17Z (GMT). No. of bitstreams: 0 Previous issue date: 2006Bitstream added on 2014-06-13T20:51:52Z : No. of bitstreams: 1 ribeiro_jr_me_arafcl.pdf: 397320 bytes, checksum: 6885b64c62fc96b02338f6d4c295c6ea (MD5)<br>As análises apresentadas neste trabalho sobre o comportamento dos índices de preços da economia brasileira corroboram a hipótese de que, ao menos no período recente, o IGP, em suas várias modalidades, tornou-se um indicador enviesado da evolução dos preços. Entre 1999-2005, o IGP acusou variações de preços muito superiores às registradas p

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Ribeiro, José Roberto. "Análise comparada do IGP e IPCs no período 1999-2005 : impactos distributivos /." Araraquara : [s.n.], 2006. http://hdl.handle.net/11449/90038.

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Resumo: As análises apresentadas neste trabalho sobre o comportamento dos índices de preços da economia brasileira corroboram a hipótese de que, ao menos no período recente, o IGP, em suas várias modalidades, tornou-se um indicador enviesado da evolução dos preços. Entre 1999-2005, o IGP acusou variações de preços muito superiores às registradas pelos demais índices de preços apurados por diversas instituições brasileiras. Identifica-se o IPA - que tem peso de 60% na composição do IGP - como sendo o grande responsável por esse comportamento anômalo do IGP. A não convergência entre a inflação a

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12

Кремень, О. І. "Оцінювання інфляції як фінансово-статистична проблема". Thesis, Українська академія банківської справи Національного банку України, 2012. https://er.knutd.edu.ua/handle/123456789/13253.

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13

Бойко, К. О. "Інфляційне таргетування як чинник підвищення ефективності грошово-кредитної політики в Україні". Thesis, Сумський державний університет, 2017. http://essuir.sumdu.edu.ua/handle/123456789/64256.

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Разом зі здобуттям незалежності Україна також була представлена як країна з ринковою економікою, саме тому макроекономічна стабільність та ефективність впливу ринкових механізмів залежить від запровадження нових підходів, одним із яких є застосування політики інфляційного таргетування. Інфляційне таргетування являє собою ефективний інструмент монетарної політики, який використовують для регулювання рівня інфляції та стабілізації економіки в довгостроковому періоді.

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14

Moyo, Solomon Simbarashe. "A comparative analysis of the divisia index and the simple sum monetary aggregates for South Africa." Thesis, Rhodes University, 2009. http://hdl.handle.net/10962/d1002679.

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The effectiveness of monetary policy in achieving its macroeconomic objectives such as price stability and economic growth depend on the monetary policy tools that are implemented by the Central Bank. Monetary aggregates are one of the tools that have been used as indicators of economic activity and as intermediate targets to achieve these economic objectives. Until recently, monetary aggregates have been questioned and criticised on their usefulness in monetary policy. This has been attributed to the economic, financial and technological developments that have distorted the relationship betwe

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15

Kim, Insu. "Essays on inflation and wage dynamics theory and evidence /." Diss., [Riverside, Calif.] : University of California, Riverside, 2010. http://proquest.umi.com/pqdweb?index=0&did=2019836991&SrchMode=2&sid=2&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1274718054&clientId=48051.

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Thesis (Ph. D.)--University of California, Riverside, 2010.<br>Includes abstract. Title from first page of PDF file (viewed May 19, 2010). Includes bibliographical references. Issued in print and online. Available via ProQuest Digital Dissertations.

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16

Rodríguez, Gabriel, and Dionisio Ramírez. "A Note on the Size of the ADF Test with Additive Outliers and Fractional Errors. A Reappraisal about the (Non)Stationarity of the Latin-American Inflation Series." Economía, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/116900.

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This note analyzes the empirical size of the augmented Dickey and Fuller (ADF) statistic proposedby Perron and Rodríguez (2003) when the errors are fractional. This ADF is based on a searching procedure for additive outliers based on first-differences of the data named td. Simulations show that empirical size of the ADF is not affected by fractional errors confirming the claim of Perron and Rodríguez (2003) that the procedure td is robust to departures of the unit root framework. In particular the results show low sensitivity of the size of the ADF statistic respect to the fractional parameter

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17

Bullard, González Alfredo, and Requena Julio Gamero. "The minimum living wage and its impact on workers." THĒMIS-Revista de Derecho, 2014. http://repositorio.pucp.edu.pe/index/handle/123456789/108398.

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The diverse discussions around the Minimum Living Wage have been very controversial and constant over the past decades due to the economic, social and political context inwhich Peru was immersed. However, these discussions have reduced its recurrence overthe past years as a result of various factors, such as the development of labor rights andimprovement of the economic situation.However, it is extremely relevant to understand the importance of the role of the Minimum Living Wage and the implications it may have over the workers. That is why in the present exposition there will be a presen

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18

Яковенко, Р. В., R. Yakovenko, О. О. Степанов та O. Stepanov. "Внутрішні та зовнішні причини та наслідки інфляції". Thesis, м. Ірпінь : Університет ДФС України, 2017. http://dspace.kntu.kr.ua/jspui/handle/123456789/7390.

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Розглянуто специфіку формування економічного світогляду в умовах економіки регіону, яка демонструє гірші показники розвитку. The peculiarity of the formation of an economic outlook in the conditions of the region's economy, which shows the worst indicators of development, is considered.

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19

Braz, André Furtado. "Núcleos de inflação: avaliação das atuais medidas e sugestão de novos indicadores para o Brasil." reponame:Repositório Institucional do FGV, 2011. http://hdl.handle.net/10438/9813.

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Submitted by André Furtado Braz (andre.braz@fgv.br) on 2012-05-11T18:14:39Z No. of bitstreams: 1 Versão Final_André Braz.pdf: 728822 bytes, checksum: eb3a9ee3323bce96ed76b7dbb7ed3a48 (MD5)<br>Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2012-05-11T18:15:51Z (GMT) No. of bitstreams: 1 Versão Final_André Braz.pdf: 728822 bytes, checksum: eb3a9ee3323bce96ed76b7dbb7ed3a48 (MD5)<br>Made available in DSpace on 2012-05-17T20:16:44Z (GMT). No. of bitstreams: 1 Versão Final_André Braz.pdf: 728822 bytes, checksum: eb3a9ee3323bce96ed76b7dbb7ed3a48 (MD5) Previous issue d

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Tostes, Felipe Santos. "Regime de metas de inflação no Brasil : uma análise dos efeitos transmissores da política monetária sobre a inflação e o produto." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2010. http://hdl.handle.net/10183/25788.

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A presente dissertação tem por objetivo estimar o grau de impacto da política monetária sobre alguns agregados monetários, tendo foco principalmente na evolução das taxas de inflação e no produto agregado. Para tanto, é discutida a estrutura teórica do Novo Consenso Macroeconômico, que fundamenta o Regime de Metas de Inflação (RMI), e apresentadas as características deste regime. Com o objetivo de elucidar o RMI no Brasil, é exposto o ambiente macroeconômico em que ele foi implantado e as suas características. Sobre o debate da conveniência da adoção do RMI, adotamos uma perspectiva pós-keynes

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Santos, Felipe Tostes. "Regime de metas de inflação no Brasil : uma análise dos efeitos transmissores da política monetária sobre a inflação e o produto." reponame:Biblioteca Digital de Teses e Dissertações da UFRGS, 2010. http://hdl.handle.net/10183/25788.

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A presente dissertação tem por objetivo estimar o grau de impacto da política monetária sobre alguns agregados monetários, tendo foco principalmente na evolução das taxas de inflação e no produto agregado. Para tanto, é discutida a estrutura teórica do Novo Consenso Macroeconômico, que fundamenta o Regime de Metas de Inflação (RMI), e apresentadas as características deste regime. Com o objetivo de elucidar o RMI no Brasil, é exposto o ambiente macroeconômico em que ele foi implantado e as suas características. Sobre o debate da conveniência da adoção do RMI, adotamos uma perspectiva pós-keynes

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22

Tipoe, Eileen Liong. "Revealed preference and welfare analysis." Thesis, University of Oxford, 2017. https://ora.ox.ac.uk/objects/uuid:54568d73-df3b-454d-a002-519af53f4e34.

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This thesis uses nonparametric revealed preference methods to derive new tests for consistency with models of consumer behaviour, and discuss the implications for welfare analysis. Chapter 1 demonstrates how to conduct revealed preference analysis when prices, and hence budget constraints, are only partially observed. This chapter extends the revealed preference results of Crawford and Polisson (2015), derived for the static case, to dynamic settings, allowing for storability of goods. Necessary and sufficient conditions for consistency with intertemporal models are derived, which do not requi

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23

Lavanda, Guillermo, and Gabriel Rodríguez. "Descomposición histórica de la inflación en Perú. Distinguiendo entre choques de demanda y choques de oferta." Economía, 2012. http://repositorio.pucp.edu.pe/index/handle/123456789/117560.

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This paper analyzes and distinguishes the role and importance of the shocks related to the aggregate demand and aggregate supply on the behavior of the Peruvian inflation during the period 1997:1-2009:2. We use the methodology based on structural vector autoregressive (SVAR) models using a long-run identification based on Blanchard and Quah (1989) which allows to obtain the historical decomposition of the annual inflation. Unlike Salas (2009), this paper uses a more simple model of aggregate demand and aggregate supply, and a larger sample. The results show that the behavior of inflation was l

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Fouché, Elizabeth Maria. "The impact of price discrimination on tourism demand / Elizabeth Maria Fouché." Thesis, North-West University, 2005. http://hdl.handle.net/10394/1162.

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The primary goal of this study was to determine the impact of price discrimination on tourism demand. Four objectives were defined with reference to the primary research goal. The first objective was to analyse the concept of price discrimination and relevant theories by means of a literature study. In this regard it was found that price discrimination between markets is fairly common and that it occurs if the same goods were sold to different customers at different prices. Price discrimination is also possible as soon as some monopoly power exists and it is feasible when it is impossible or a

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25

Hinnerich, Mia. "Derivatives pricing and term structure modeling." Doctoral thesis, Stockholm : EFI, 2007. http://www.gbv.de/dms/zbw/559681143.pdf.

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26

Посохов, Игорь Михайлович. "Государственное регулирование цен на продукцию социального значения". Thesis, Харьковский национальный университет им. В. Н. Каразина, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/30670.

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Диссертация на соискание научной степени кандидата экономических наук по специальности 08.00.03 – экономика и управление национальным хозяйством – Харьковский национальный университет имени В. Н. Каразина, Харьков, 2009. В диссертации автором обоснованы теоретические, методические и практические вопросы совершенствования управления ценообразованием как направление развития социально-экономической стратегии формирования в Украине новой модели экономического развития. Разработки автора основаны на собственном исследовании государственного регулирования цен на социально значимую продукцию и анал

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Посохов, Ігор Михайлович. "Державне регулювання цін на продукцію соціального значення". Thesis, Харківський національний університет ім. В. Н. Каразіна, 2009. http://repository.kpi.kharkov.ua/handle/KhPI-Press/27923.

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Дисертація на здобуття наукового ступеня кандидата економічних наук за спеціальністю 08.00.03 - економіка та управління національним господарством. Харківський національний університет імені В. Н. Каразіна, Харків, 2009. У дисертації досліджуються теоретичні, методичні та практичні питання вдосконалення управління ціноутворенням як напрямок розвитку "Соціально-економічної стратегії формування в Україні нової моделі економічного розвитку". Пропонуються рекомендації з вдосконалення нормативної бази в області ціноутворення, рекомендації з вдосконалення роботи Державної інспекції контролю за ціна

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Knob, Marcelino João. "Estudo de trafegabilidade aplicado a veículos de roda em transporte e tração." Universidade Federal de Santa Maria, 2010. http://repositorio.ufsm.br/handle/1/3583.

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The ability of vehicles to traverse soft soils is an important aspect of their performance. The geological, climate and topography diversity originated, in Rio Grande do Sul, extensive areas of hydromorphic clay soils, as example, Planssoils and Gleissoils. When saturated of water, these soft soils present low loads support, difficult agricultural machinery work and limit the traverse of military wheeled vehicles. The aim of this study was to determine the limit of soil conditions for trafficability of military 6 x 6 wheeled trucks (Cascavel and Urutu), determine the ground pressure and pre

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Vinay, Nicolas. "Stratégie de promotion de la santé orale chez l'enfant et étude de l'efficacité d'un programme mené dans les établissements scolaires de Montpellier." Thesis, Montpellier, 2020. http://www.theses.fr/2020MONTS007.

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En 2003, le programme mondial pour la santé orale de l’Organisation Mondiale de la Santé a été réorienté selon la nouvelle stratégie d’intégration de la santé orale à la prévention des maladies chroniques. La promotion de la santé y est reconnue comme une stratégie économiquement efficiente pour réduire à la fois le fardeau social et économique des maladies bucco-dentaires, maintenir une bonne santé orale et la qualité de vie. L’école constitue un moyen efficace pour promouvoir la santé parce qu’elle permet d’accéder à plusieurs millions d’enfants scolarisés à travers le monde. La promotion de

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Charleroy, Rémy. "External shocks and monetary policy in emerging countries." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010031.

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Chocs externes et politique monétaire dans les pays émergents<br>We investigate the conditional correlation between exchange rate and inﬂation by using a multivariate BEKK GARCH model. This framework is tested on 20 emerging countries independently of each other and it allows one to consider the macroeconomic variables as having a nonlinear relationship over time. We show that the less credible a country is in applying an IT framework because of its monetary objectives or its interventions in the foreign exchange rate markets, the higher the interactions between both variables are. We also sho

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Aleem, Abdul. "Mécanismes de transmission monétaire, inflation sous-jacente et règles monétaires : le cas de l'Inde et du Pakistan." Paris 13, 2007. http://www.theses.fr/2007PA131031.

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Ce travail empirique se concentre sur trois sujets importants concernant l’Inde et le Pakistan. Nous employons une approche VAR afin d’examiner différents canaux de transmission des chocs monétaires au secteur réel. Nos estimations suggèrent l’existence du canal du taux d’intérêt et du crédit bancaire. Sachant l’importance de la stabilité des prix, nous estimons l’inflation sous-jacente en employant différentes approches. Nos estimations suggèrent que l’inflation sous-jacente, mesurée avec les approches de moyenne tronquée et de VAR structurel, est plus efficace pour la politique monétaire. No

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Bonno, Simone Jager Patrocinio. "Previsão de inflação utilizando modelos de séries temporais." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/11750.

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Submitted by Simone Jager (si_jager@hotmail.com) on 2014-02-10T15:30:57Z No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5)<br>Approved for entry into archive by Vitor Souza (vitor.souza@fgv.br) on 2014-02-24T21:08:40Z (GMT) No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5)<br>Made available in DSpace on 2014-05-20T13:15:26Z (GMT). No. of bitstreams: 1 Simone Jager 2014.pdf: 764649 bytes, checksum: 100e29a7572ff1d6c57a770ace28e1bf (MD5) Previous issue date: 2014-01-23<br>Thi

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Chang, Wen-Yi, and 張文一. "The Relationship between International Commodity Index and Inflation Index in Taiwan：Evidence from GSCI and CRB." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/wd23kx.

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碩士<br>中國文化大學<br>國際企業管理學系碩士在職專班<br>103<br>In recent years, Taiwan's CPI increased year by year, both soaring oil and electricity and gas, the commodity price volatility remains high, with the inflow of funds over-heated commodity markets, which will affect commodity price and inflation. As a mod-ern man should have basic financial concepts, it is important to understand financial products connected with international commodity prices. Thus, this study aims to ex-amine the relationship between international commodity prices and price index of Tai-wan. Specifically, we use a VAR model to test whe

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"Paradox of Inflation: The Study on Correlation between Money Supply and Inflation in New Era." Doctoral diss., 2015. http://hdl.handle.net/2286/R.I.29856.

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abstract: Before 1990s, the relationship between money supply and inflation was positively correlated, however, from 1990 onwards, the US and other major developed countries entered into a new financial era with a typical belief that hyper money supply coexisted with lower inflation. This phenomenon is called “the paradox of inflation”. Traditional theories cannot provide reasonable explanations of this new phenomenon. In my study, I have taken the linear filtering techniques which Lucas developed in 1980, and the recursive estimation method, as well as the chow test and F-test, and choos

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Lin, Yu-Zhan, and 林鈺展. "The Valuation Method of Collateralized Debt Obligations with Considering Inflation Index - Copula Method." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/ps2uny.

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碩士<br>國立高雄應用科技大學<br>金融系金融資訊碩士班<br>103<br>This paper uses different Copula methods including Gaussian Copula, Double t Copula with fat tail phenomenon and Normal Inverse Gaussian (NIG) Copula with fat tail and skewness phenomenon. And then this paper combines with a one factor model to price and compare traditional CDO and inflation-indexed CDO by using Monte Carlo simulation method. Furthermore, a sensitivity analysis is also conducted. This paper uses the first case of Collateralized Loan Obligation (CLO) issued by Land Bank of Taiwan Co., Ltd. in 2006 to investigate the numerical analy

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Shilongo, Fillemon. "An econometric analysis of the impact of imports on inflation in Namibia." Diss., 2019. http://hdl.handle.net/10500/26869.

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This study investigated the impact of import prices on inflation in Namibia, using quarterly time series data over the period 1998Q2-2017Q4. The variables used in the study are inflation rate, M2, real GDP and import prices. The study found that all the variables are integrated of order one (1), and upon testing for cointegration using Johansen test, there was no cointegration. Therefore, the model was analysed using ordinary least squares (OLS) techniques of vector autoregression (VAR) approach, granger causality test and the impulse response function. The results of the study revealed that i

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Wu, Ming-Xuan, and 吳明璇. "A Study on Relationships between Inflation and Stock Index in Financial, Electronic and Steel Industries." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/45232107485272280241.

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碩士<br>國立屏東科技大學<br>財務金融研究所<br>99<br>The stock market reflects the performance of a national economy, and inflation is also closely related with the stock price ups and downs. In the past, interest rates, exchange rates, money supply, industrial production index ... etc, are common, subjects in stock prices related literature. This study investigates the relations between inflation and stock index. The relationships between inflation and stock index from 2001 to 2010 is studied, The Johansen cointegration test shows inflation and stock index are long-term trend, The result of Granger causality

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Lin, Ze-Ting, and 林澤婷. "The Valuation of Inflation Index-Linked Derivatives with Fisher Hypothesis and New Keynesian Phillips Hypothesis." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/92718231242105164139.

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碩士<br>國立高雄應用科技大學<br>金融資訊研究所<br>98<br>In previous pricing models of inflation index-linked derivatives, the stochastic process of the inflation rate only considers the own volatility of the inflation rate, and fails to take into account the covariance structure between inflation rate and macroeconomic factors. Therefore, the main purpose of this paper is to fill the gap by using “multiple regression models” to develop a dynamic process of the consumer price index with the relationship of inflation rate and macroeconomic factors. This process can capture the short-term and long-term changes of t

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Tavares, Francisco De Azevedo Coutinho Pinto. "Inflation heterogeneity and its impact on inequality: evidence from the United States." Master's thesis, 2021. http://hdl.handle.net/10362/121898.

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Aggregate inflation measures such as the Consumer Price Index seek to capture the im-pact on households consumption possibilities of changes in prices over time and are generally assumed as representative of all consumers. This is only true if households have all the same consumption patterns. Based on household level microdata, we construct specific household baskets of consumption and calculate the inflation for each one. By comparing Plutocratic and Democratic indexes, and inflation between groups of income, we conclude that households experienced different inflation rates, with the poore

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Tso, Ju-Hsuan, and 左如萱. "The correlation of Gold Price Volatility, interest rate, inflation and dollar index: prior to and post the Financial Crisis." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/04337499671903811207.

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碩士<br>淡江大學<br>財務金融學系碩士在職專班<br>99<br>This research investigates the correlation of Gold price with the yield of U.S. government bond of 2 years, 5 years, 10 years, and 30 years, consumer price index (CPI) for inflation, and U.S. dollar index before and after the Financial Crisis. In the short-term period with VAR (1) and Granger Causality testing method, the gold volatility in current has positive self-effect of previous price according to the monthly data. When CPI rose after Finance Crisis, FED had not used tight policy to make interest rate rebound and caused U.S. government bond stayed low.

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Fadhilla, Hanifa Nur, and 范涵凝. "The influences of inflation, interest rate, exchange rate, and S&P 500 on indonesia composite stock price index." Thesis, 2019. http://ndltd.ncl.edu.tw/handle/vsy8bf.

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碩士<br>國立政治大學<br>國際經營管理英語碩士學位學程(IMBA)<br>107<br>This research is aimed to investigate the influence of inflation, interest rate, exchange rate, and S&P 500 on Indonesia Composite Stock Price (I-CSPI). This study examines the factors influencing I-CSPI in Indonesia Stock Exchange (IDX). The period of this study is from 2014 to 2018. The object of this research is I-CSPI. This study used secondary data. The hypotheses are examined using four models to support the factors influencing I-CSPI. The result of this research expressed that from independent variables do not influence I-CSPI. Thus, the h

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Κανελλόπουλος, Βασίλειος. "Υποδείγματα δεικτών διάχυσης (diffusion index models) : μια εφαρμογή σε δεδομένα του ελληνικού πληθωρισμού". Thesis, 2008. http://nemertes.lis.upatras.gr/jspui/handle/10889/3112.

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Τα υποδείγματα δεικτών διάχυσης χρησιμοποιούνται για την πρόβλεψη χρονοσειρών όπως το ΑΕΠ ή ο πληθωρισμός.Η μέθοδος αυτή στηρίζεται στην εκτίμηση παραγόντων με την μέθοδο των κύριων συνιστωσών.<br>Diffusion Index Models are used in forecasts of time series such as GNP or inflation.This method is based on estimation of factors with the method of principal components.

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Sanchez, Dolores Anne Galeaʻi. "Essays on a new Keynesian perspective for Japan." Thesis, 2005. http://proquest.umi.com/pqdweb?index=0&did=1003854211&SrchMode=1&sid=1&Fmt=2&VInst=PROD&VType=PQD&RQT=309&VName=PQD&TS=1240605855&clientId=23440.

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CAPPARELLI, LUDOVICO MARK. "Cosmological constraint on light particles." Doctoral thesis, 2020. http://hdl.handle.net/11573/1350957.

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We are now entering the era of precision cosmology. Astrophysical and cosmological tests can be done at high precision to constrain physics beyond standard model. We make inferences on the running of the primordial perturbations spectral index and the effective number of neutrinos in the early universe and show an important statistical degeneracy in their posterior distributions. We calculate the cosmic birefringence spectrum due to a PNGB which may cause early dark energy, showing that the typical acoustic oscillations appear in this spectrum as well.

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Kgantsi, Eugene Modisa. "Comparative study of purchasing power parities for the food component using the consumer price index data in the South African provinces." Thesis, 2013. http://hdl.handle.net/10539/12675.

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A Dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of the requirements for the degree of Master of Science, 2012.<br>The purpose of this study is to investigate if the International Comparison Program (ICP) methodology could be used to examine the different buying power (worth) of the currency on the same products or goods amongst South African provinces. The method will be tested on the Consumer Price Index (CPI) food data collected from January 2006 to December 2006 from the main cities in the provinces. The food basket is obtaine

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Moldovan, Paula Cristina Ciurean. "Essays on the relationships between political indicators, and real exchange rate and inflation." Doctoral thesis, 2021. http://hdl.handle.net/10071/24362.

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This PhD thesis re-examines a long-standing debate about the link between the exchange rate and its macroeconomic fundamentals, with particular attention to two measurements - first, instability and second, uncertainty - in explaining the dynamics of the real effective exchange rate over the past 24 years. At the same time, studies the relationship between economic policy uncertainty and inflation rate. The mission of this thesis is to address these matters of interest in three different studies as follows, the impact of stability and uncertainty on exchange rate dynamics in the first two emp

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Diogo, Ana Paula Santos Leal. "Série longa de inflação em Portugal: análise do período 1976-2010 com base no IPC." Master's thesis, 2011. http://hdl.handle.net/10071/4389.

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A inflação é o processo relativamente generalizado e sustentado de aumento de preços observado numa economia ao longo de um dado período de tempo. É um indicador de extrema importância para as autoridades monetárias por sintetizar a conjuntura económica nacional e internacional, servindo de base de actuação e de definição da política monetária adequada a cada contexto. Não existe contudo para a economia portuguesa uma série de longo prazo que defina o comportamento da inflação e que permita comparações inter-temporais das dinâmicas de preços no consumidor. É na sequência desta necessida

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Ribeiro, Celso Hermínio Soares. "Números Índice – Uma abordagem à problemática dos índices de Preços no Consumidor (IPC), no quadro do Sistema de Informação sobre a inflação – O caso de Cabo Verde." Master's thesis, 2012. http://hdl.handle.net/10362/6803.

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Relatório de estágio apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação.<br>O presente trabalho é o resultado do estágio realizado, com interrupções sucessi-vas, por vários motivos do foro pessoal, nos Institutos Nacionais de Estatística de Por-tugal e de Cabo Verde. O tema central do trabalho, “Números Índice – Uma abordagem à problemática dos Índices de Preços no Consumidor (IPC), no quadro do Sistema de Informação sobre a inflação - O Caso de Cabo Verde”, tem como objectivo a análise das dinâmicas do conhecimento e do papel relevante qu

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Ivancic, Lorraine Economics Australian School of Business UNSW. "Scanner data and the construction of price indices." 2007. http://handle.unsw.edu.au/1959.4/40782.

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This thesis explores whether scanner data can be used to inform Consumer Price Index (CPI) construction, with particular reference to the issues of substitution bias and choice of aggregation dimensions. The potential costs and benefits of using scanner data are reviewed. Existing estimates of substitution bias are found to show considerable variation. An Australian scanner data set is used to estimate substitution bias for six different aggregation methods and for fixed base and superlative indexes. Direct and chained indexes are also calculated. Estimates of substitution bias are found to b

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