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Budget Deficits and Inflation: Evidence From Turkey: Vietnam Khieu Van Hoang

The document discusses several studies that use time series data and statistical techniques like OLS, cointegration, causality tests, error correction models, and vector autoregressive models to analyze the relationship between budget deficits, money growth, inflation, and other macroeconomic variables. Specifically, it mentions a study on Vietnam that uses a SVAR model with five variables and the ADF test, and a study on Turkey that uses Granger causality tests on budget deficit and inflation data over two time periods and stationarity tests.

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69 views1 page

Budget Deficits and Inflation: Evidence From Turkey: Vietnam Khieu Van Hoang

The document discusses several studies that use time series data and statistical techniques like OLS, cointegration, causality tests, error correction models, and vector autoregressive models to analyze the relationship between budget deficits, money growth, inflation, and other macroeconomic variables. Specifically, it mentions a study on Vietnam that uses a SVAR model with five variables and the ADF test, and a study on Turkey that uses Granger causality tests on budget deficit and inflation data over two time periods and stationarity tests.

Uploaded by

romana
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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most of these studies use time series data and employ procedures like OLS,

cointegration, causality tests, ECMs and VAR.

1. Budget deficit, money growth and inflation: Empirical evidence from


Vietnam
Khieu Van Hoang

SVAR model with five endogenous variables, inflation, money growth, budget
deficit growth, real GDP growth and interest rate.

the Augmented Dickey-Fuller (ADF) test to examine whether the time series
have a unit root

2. Budget Deficits and Inflation: Evidence from Turkey

Granger-causality tests are employed on monthly budget


deficit and inflation data of Turkey which covers two sub-periods namely, (1987:M1-
2003:M6) and (2005:M1-2013:M6).

stationarity tests (ADF and PP) are carried out in order to eliminate the need of long
run relationship.

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