An Empirical Analysis Of The Relationship Between Exchange Rates And Inflation In Kenya (1973-2014)
dc.contributor.author | Achieng, Were Mercy | |
dc.date.accessioned | 2016-04-26T12:21:07Z | |
dc.date.available | 2016-04-26T12:21:07Z | |
dc.date.issued | 2015 | |
dc.identifier.uri | http://hdl.handle.net/11295/95074 | |
dc.description.abstract | This study examined the relationship between exchange rates and inflation in Kenya from an empirical perspective using time series data from the year 1973 to 2014. A VAR model was used and data analysis conducted using ADF unit root test, cointegration tests, VECM test as well as Granger causality test. The results of the data analysis revealed a positive unidirectional causality from exchange rate to inflation. | en_US |
dc.language.iso | en | en_US |
dc.publisher | University of Nairobi | en_US |
dc.title | An Empirical Analysis Of The Relationship Between Exchange Rates And Inflation In Kenya (1973-2014) | en_US |
dc.type | Thesis | en_US |