Inflation and monetary regimes

B-Tier
Journal: Journal of International Money and Finance
Year: 2009
Volume: 28
Issue: 7
Pages: 1221-1241

Authors (2)

Dwyer, Gerald P. (not in RePEc) Fisher, Mark

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Correlations of inflation with the growth rate of money increase when data are averaged over longer time periods. Correlations of inflation with the growth of money also are higher when high inflation as well as low-inflation countries are included in the analysis. We show that serial correlation in the underlying inflation rate ties these two observations together and explains them. We present evidence that averaging increases the correlation of inflation and money growth in more when the underlying inflation rate has higher serial correlation.

Technical Details

RePEc Handle
repec:eee:jimfin:v:28:y:2009:i:7:p:1221-1241
Journal Field
International
Author Count
2
Added to Database
2026-01-25