UUM Electronic Theses and Dissertation
UUM ETD | Universiti Utara Malaysian Electronic Theses and Dissertation
FAQs | Feedback | Search Tips | Sitemap

Inflation and Economic Growth Nexus in Egypt

Bey, Mousaab (2012) Inflation and Economic Growth Nexus in Egypt. Masters thesis, Universiti Utara Malaysia.

[thumbnail of MOUSAAB_BEY.pdf] Text
MOUSAAB_BEY.pdf
Restricted to Registered users only

Download (1MB) | Request a copy
[thumbnail of MOUSAAB_BEY.pdf]
Preview
Text
MOUSAAB_BEY.pdf

Download (344kB) | Preview

Abstract

The moderate and stable inflation rates are promoting important factors in the development process of a country, and hence economic growth. Moderate inflation supplements return to savers, enhances investment. and therefore, accelerates economic growth of the country. This paper empirically explores the present relationship between inflation and economic growth in the context of Egypt. Using annual data set on real GDP and CPI for the period of 1980 to 2010, an assessment of empirical evidence is acquired through the co-integration and error correction models. Further, it explores a policy issue of what is the threshold level of inflation for the economy using the threshold autoregressive models. The empirical evidence demonstrates that there exists a long-run and a short-run relationship between inflation and economic growth. In
addition, the estimated threshold model suggests 15 percent as the threshold level (i.e., structural break point) of inflation above which inflation adversely affects economic
growth.

Item Type: Thesis (Masters)
Supervisor : Dahalan, Jauhari
Item ID: 3248
Uncontrolled Keywords: Inflation, Economic Growth, Granger Causality, Threshold level of Inflation
Subjects: H Social Sciences > HG Finance
Divisions: Othman Yeop Abdullah Graduate School of Business
Date Deposited: 11 Apr 2013 07:26
Last Modified: 19 Apr 2016 01:14
Department: Othman Yeop Abdullah Graduate School of Business
Name: Dahalan, Jauhari
URI: https://etd.uum.edu.my/id/eprint/3248

Actions (login required)

View Item
View Item