Vector autoregressive approach after first differencing: A time series analysis of inflation and its determinants in Tanzania

Vector autoregressive approach after first differencing: A time series analysis of inflation and its determinants in Tanzania

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The objective of the study was to examine the trend of inflation and its key determinants in Tanzania. We used secondary time series data observed annually from January 1970 to 2020 which are inflation rate, GDP, Exchange rate and money supply. The vector autoregressive (VAR) model was employed for...

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Detalhes bibliográficos
Main Authors:	Cheti, Rachel R., Ilembo, Bahati
Formato:	Artigo
Idioma:	en_US
Publicado em:	Oradea Journal of Business and Economics 2024
Assuntos:	Autoregressive money supply inflation
Acesso em linha:	http://doi.org/10.47535/1991ojbe128 https://scholar.mzumbe.ac.tz/handle/123456789/365
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