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Inflation Dynamics in the ESCWA Region: A Vector Autoregressive Analysis cover

ESCWA Publication: E/ESCWA/EDGD/2011/Technical paper.4


Country: ESCWA Member States

Publication Type: Reports & studies

Cluster: Shared Economic Prosperity

Focus Area: Financing for development, Macroeconomics

Initiatives: Arab information society

SDGs: Goal 9: Industry, Innovation and Infrastructure

Keywords: Arab countries, Foreign exchange, Inflation, Monetary policy, Stock markets, Commodity prices

Inflation dynamics in the ESCWA region: a vector autoregressive analysis

January 2012

The findings of this study are intended to help advance the understanding of the causes of inflation in the ESCWA region. Understanding the causes of inflation is crucial, since the efficiency of the various tools for addressing inflation is dependent on the source. The study undertakes a vector autoregressive analysis of seven ESCWA member countries to study the dynamics of inflation over the last decade. 

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Financing for development , Macroeconomics ,
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