The impact of inflation rate on stock market returns: evidence from Kenya
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Economics and Finance"
DOI: 10.1007/s12197-018-9430-5
Abstract: This study examined the stochastic properties of inflation rate, stock market returns and their cointegrating residuals using monthly data for the period 1993 to 2015. The Autoregressive Fractionally Integrated Moving Average (ARFIMA)-based exact maximum likelihood… read more here.
Keywords: inflation rate; market returns; stock market;
Investigating the impact of inflation on building materials prices in construction industry
Sign Up to like & getrecommendations! Published in 2020 at "Journal of building engineering"
DOI: 10.1016/j.jobe.2020.101485
Abstract: Abstract In spite of the advancement in the management of the construction industry, construction projects still facing the issue of cost overrun. Many factors influence the cost overrun but one of the most critical is… read more here.
Keywords: building materials; inflation rate; materials prices; inflation ... See more keywords
Inflation rate modeling: Adaptive neuro-fuzzy inference system approach and particle swarm optimization algorithm (ANFIS-PSO)
Sign Up to like & getrecommendations! Published in 2020 at "MethodsX"
DOI: 10.1016/j.mex.2020.101062
Abstract: In this paper, modeling was performed using the combination of the ANFIS method and PSO algorithm for the inflation rate in Iran. The data of this article were obtained from the Central Bank of the… read more here.
Keywords: inflation rate; system; rate modeling; anfis pso ... See more keywords
Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate
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DOI: 10.1017/s1365100521000365
Abstract: Nonlinear co-integration is studied for score-driven models, using a new multivariate dynamic conditional score/generalized autoregressive score model. The model is named t-QVARMA (quasi-vector autoregressive moving average model), which is a location model for the multivariate… read more here.
Keywords: inflation rate; driven models; growth inflation; application real ... See more keywords
Threshold Effects on the Relationship Between Inflation Rate and Economic Growth in Tunisia
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DOI: 10.1080/10168737.2017.1289546
Abstract: ABSTRACT Using an econometric technique suggested by Hansen [(2001). The new econometrics of structural change: Dating breaks in U.S. Labor productivity. Journal of Economic Perspectives, 15, 117–128], this paper studies the inflation–economic growth nexus in… read more here.
Keywords: economic growth; inflation rate; inflation; relationship inflation ... See more keywords