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Hungarian Macroeconomic Variables - Reflections on Causal Relationships

Dritsakis, Nikolaos (2003) Hungarian Macroeconomic Variables - Reflections on Causal Relationships. Acta Oeconomica, 53 (1). pp. 61-73. ISSN 0001-6373

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Abstract

The paper investigates the relationship among macroeconomic variables for a transition country: Hungary. The purpose of this paper is to measure the dynamic interrelationship among macroeconomic variables such as money supply, output, interest rates, inflation and exchange rates. For the empirical analysis of this investigation, quarterly data have been used for the period from 1980 to 2000, and the Johansen multivariate cointegration technique and the Granger causality tests have been applied. The results provide evidence of the existence of important causal relationships between variables that describe macroeconomic activity in Hungary.

Item Type: Article
Subjects: H Social Sciences / társadalomtudományok > H Social Sciences (General) / társadalomtudomány általában
Depositing User: xKatalin xBarta
Date Deposited: 27 Jan 2017 10:21
Last Modified: 27 Jan 2017 10:21
URI: http://real.mtak.hu/id/eprint/46560

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