The long-run impact of inflation in South Africa
| dc.contributor.author | Kengne, Beatrice D. Simo | |
| dc.contributor.email | rangan.gupta@up.ac.za | en_US |
| dc.contributor.upauthor | Amusa, Kafayat | |
| dc.contributor.upauthor | Gupta, Rangan | |
| dc.contributor.upauthor | Karolia, Shaakira | |
| dc.date.accessioned | 2011-01-19T07:50:25Z | |
| dc.date.available | 2011-01-19T07:50:25Z | |
| dc.date.issued | 2010-12 | |
| dc.description.abstract | This paper evaluates the hypothesis of long-run super-neutrality of money (LRSN) within the context of the South African economy. The long-run impact of inflation on the interest rate and subsequently, output is estimated by employing a trivariate structural vector autoregression model. The estimation results suggest that the hypothesis of LRSN cannot be rejected, thereby potentially supporting the arguments asserted by Sidrauski (1967). | en |
| dc.identifier.citation | Amusa, K, Gupta, R, Karolia, S & Kengne, BDS 2010, 'The long-run impact of inflation in South Africa', University of Pretoria, Department of Economics, Working paper series, no. 2010-29. [http://web.up.ac.za/default.asp?ipkCategoryID=736&sub=1&parentid=677&subid=729&ipklookid=3] | en |
| dc.identifier.uri | http://hdl.handle.net/2263/15745 | |
| dc.language.iso | en | en_US |
| dc.publisher | University of Pretoria, Department of Economics | en_US |
| dc.relation.ispartofseries | Working Paper (University of Pretoria, Department of Economics) | en_US |
| dc.relation.ispartofseries | 2010-29 | en_US |
| dc.rights | University of Pretoria, Department of Economics | en_US |
| dc.subject | Money neutrality | en |
| dc.subject | Structural vector autoregression | en |
| dc.subject.lcsh | Inflation (Finance) -- South Africa | en |
| dc.title | The long-run impact of inflation in South Africa | en |
| dc.type | Working Paper | en |