inflation

  1. J

    Asset returns and inflation in different inflationary regimes

    Hi, Currently I am writing my thesis and I am stuck on which statistical model would be good to use. I want look how well the returns of different asset classes comove with the inflation rate, at different levels of inflation. In a simplied form: Asset returns = a + Beta * inflation rate + e...
  2. J

    Estimating inflation hedging properties in different economic regimes

    Hi, Currently I am writing my thesis and I am stuck on which statistical model would be good to use. I want look how well the returns of different asset classes comove with the inflation rate, under different economic regimes. In a simplied form: Asset returns = a + Beta * inflation rate + e...
  3. Z

    Is it best to match data units to get a logical regressional relationship?

    Hi, I'm trying to find an economic relationship between inflation(CPI) and leakages to the economy like Taxes, Savings, and Imports. Well, it turns out imports has the right sign, it being negative, but Savings and Taxes are showing a positive relationship with CPI. How can that be? Isn't...
  4. F

    HELP regression with percentage and current $

    Hi i am trying to construct a regression with inflation as my dependent variable and gdp and income as my independent, but i am not sure if it can be done as inflation is a percentage where as income and gdp are in terms of current $. does that factor make a difference in my ols...