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    Vector autoregressive approach after first differencing: A time series analysis of inflation and its determinants in Tanzania por Cheti, Rachel R., Ilembo, Bahati

    Publicado 2024
    “…The vector autoregressive (VAR) model was employed for modeling. Augmented Dickey-Fuller test (ADF) found that inflation rate, Gross Domestic Product (GDP), exchange rate and Money supply (M3) were initially non-stationary but they became stationary after first differencing so as to proceed with the analysis. …”
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