The long-run impact of inflation in South Africa

Kengne, Beatrice D. Simo; Amusa, Kafayat; Gupta, Rangan; Karolia, Shaakira

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dc.contributor.author	Kengne, Beatrice D. Simo
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