Journal articles: 'Index of inflation'

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LEE, LU-YUN, KINGMAN CHEUNG, and CHIA-MIN LIN. "COMMENTS ON SUSY INFLATION MODELS ON THE BRANE." Modern Physics Letters A 25, no. 24 (August 10, 2010): 2105–10. http://dx.doi.org/10.1142/s0217732310033487.

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In this paper we consider a class of inflation models on the brane where the dominant part of the inflaton scalar potential does not depend on the inflaton field value during inflation. In particular, we consider supernatural inflation, its hilltop version, A-term inflation, and supersymmetric (SUSY) D- and F-term hybrid inflation on the brane. We show that the parameter space can be broadened, the inflation scale generally can be lowered, and still possible to have the spectral index ns = 0.96.

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Salunkhe, Bhavesh, and Anuradha Patnaik. "Inflation Dynamics and Monetary Policy in India: A New Keynesian Phillips Curve Perspective." South Asian Journal of Macroeconomics and Public Finance 8, no. 2 (August 28, 2019): 144–79. http://dx.doi.org/10.1177/2277978719861186.

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The present study estimates various specifications of the New Keynesian Phillips Curve (NKPC) models for India over 1996Q2 to 2017Q2 using Consumer Price Index (CPI) and Wholesale Price Index (WPI) inflation, separately. The empirical results suggest that the data support all the specifications of the Phillips curve models based on both the CPI and WPI inflations. However, the backward looking and hybrid models provide robust results for both the inflation indices. While the forward-looking behaviour dominates the CPI inflation trajectory, the backward-looking behaviour greatly influences the trajectory of WPI inflation. Also, a small-to-moderate degree of persistence is evident in both the CPI and WPI inflation. The output gap, which mainly represents the demand side pressures, turns up the major force determining both the CPI and WPI inflations. Besides the output gap, real effective exchange rate (reer), international crude oil price inflation, global non-fuel commodity price inflation and rainfall have a modest impact on the CPI and WPI inflations. JEL Classification: E12, E52, C36, C14

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Bahari, K., and M. R. Setare. "Constant-roll inflation driven by q-de Sitter." International Journal of Modern Physics D 30, no. 11 (July 8, 2021): 2150081. http://dx.doi.org/10.1142/s0218271821500814.

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We have studied constant-roll inflation using the q-de Sitter scale factor. Both the cold and warm inflation have been considered, and the scalar potential and inflaton field have been determined. Also tensor to scalar ratio and the spectral index are obtained. In the cold inflation case, the perturbations have been investigated using Mukhanov–Sasaki equation, and the results determined for the spectral index and tensor to scalar ration are consistent with observations. In the warm inflation two cases of constant damping ([Formula: see text]) and the field dependent damping ([Formula: see text]) have been studied. In both cases the power spectrum and the tensor to scalar ratio are determined as a function of the inflaton field. It has been shown that in both cases the spectral index is independent of the inflaton field. In the case of constant damping the obtained value for the spectral index is inconsistent with observations but for the case of field dependent damping the parameter [Formula: see text] can be chosen such that the value obtained for all the physical quantities including the spectral index be consistent with present cosmological observations.

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Anggraeni, Debby, and Tony Irawan. "Causality Analysis of Producer Price Index (PPI) and Consumer Price Index (CPI) in Indonesia." JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN 7, no. 1 (August 21, 2018): 60–77. http://dx.doi.org/10.29244/jekp.7.1.60-77.

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This study aims to investigate the relationship between PPI inflation and CPI inflation in Indonesia both in general and for each group of commodity, and to identify whether PPI inflation can be a leading indicator for CPI inflation or vice versa. This study employs Granger causality based on VAR model for monthly data series from January 2010 until August 2016. The results show that there are unidirectional relationship between PPI inflation and CPI inflation generally, bidirectional relationship from PPI inflation to CPI inflation for foodstuffs group, unidirectional from CPI inflation to PPI inflation for clothing group, and no causality between PPI inflation and CPI inflation for processed food, beverage, cigarette, and tobacco group.Keywords: Granger causality, producer price index, consumer price index, VAR JEL classification: E31, C22

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Anggraeni, Debby, and Tony Irawan. "Causality Analysis of Producer Price Index (PPI) and Consumer Price Index (CPI) in Indonesia." JURNAL EKONOMI DAN KEBIJAKAN PEMBANGUNAN 7, no. 1 (August 21, 2018): 60–77. http://dx.doi.org/10.29244/jekp.7.1.2018.60-77.

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This study aims to investigate the relationship between PPI inflation and CPI inflation in Indonesia both in general and for each group of commodity, and to identify whether PPI inflation can be a leading indicator for CPI inflation or vice versa. This study employs Granger causality based on VAR model for monthly data series from January 2010 until August 2016. The results show that there are unidirectional relationship between PPI inflation and CPI inflation generally, bidirectional relationship from PPI inflation to CPI inflation for foodstuffs group, unidirectional from CPI inflation to PPI inflation for clothing group, and no causality between PPI inflation and CPI inflation for processed food, beverage, cigarette, and tobacco group.Keywords: Granger causality, producer price index, consumer price index, VAR JEL classification: E31, C22

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CHEN, BIN, MIAO LI, TOWER WANG, and YI WANG. "INFLATION WITH HIGH DERIVATIVE COUPLINGS." Modern Physics Letters A 22, no. 25n28 (September 14, 2007): 1987–94. http://dx.doi.org/10.1142/s0217732307025212.

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We study a class of generalized inflation models in which the inflaton is coupled to the Ricci scalar by a general f(φ, R) term. The scalar power spectrum, the spectral index, the running of the spectral index, the tensor mode spectrum and a new consistency relation of the model are calculated.

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Hiris, Lorene S. "A Daily Inflation Index." American Economist 36, no. 2 (October 1992): 19–29. http://dx.doi.org/10.1177/056943459203600203.

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A index that closely approximates the rate of inflation in consumer prices has been constructed from eight components that are available daily. The index has been compiled monthly from January 1968 through June 1990, with the results shown in Figure 1. The Daily Inflation Index includes the prices of foods, textiles, metals and oil as quoted in the commodity markets and also an index of dollar exchange rates, the Treasury bill rate, a price index for utility stocks, and the price of gold. The index accounts for 84 percent of the variation in the CPI inflation rate from 1968 to 1990 and is expected to be used as an independent measure of inflationary trends. In essence, the Daily Inflation Index is designed to measure the market assessment of inflation and should provide hedgers, traders, and consumers with timely information about inflation.

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LAZARIDES, GEORGE. "HYBRID INFLATION FOLLOWED BY MODULAR INFLATION." International Journal of Modern Physics A 22, no. 31 (December 20, 2007): 5747–59. http://dx.doi.org/10.1142/s0217751x07038980.

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Inflationary models with a superheavy scale F-term hybrid inflation followed by an intermediate scale modular inflation are considered. The restrictions on the power spectrum [Formula: see text] of curvature perturbation and the spectral index ns from the recent data within the power-law cosmological model with cold dark matter and a cosmological constant can be met provided that the number of e-foldings N HI * suffered by the pivot scale k* = 0.002/ Mpc during hybrid inflation is suitably restricted. The additional e-foldings needed for solving the horizon and flatness problems are generated by modular inflation with a string axion as inflaton. For central values of [Formula: see text] and ns, the grand unification scale comes out, in the case of standard hybrid inflation, close to its supersymmetric value M GUT ≃ 2.86 × 1016 GeV , the relevant coupling constant is relatively large (≈ 0.005 – 0.14), and 10 ≲ N HI * ≲ 21.7. In the shifted [smooth] hybrid inflation case, the grand unification scale can be identified with M GUT for N HI * ≃ 21 [N HI * ≃ 18].

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Abid, Mian Muhammad Azeem, Maria Mehmood, Mansoor Ur Rehman, and Qaisar Shafi. "Realistic inflation in no-scale U(1)_R symmetric flipped SU(5)." Journal of Cosmology and Astroparticle Physics 2021, no. 10 (October 1, 2021): 015. http://dx.doi.org/10.1088/1475-7516/2021/10/015.

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Abstract We have realized non-minimal Higgs inflation and standard hybrid inflation in the supersymmetric flipped SU(5) model with U(1) R symmetry using the no-scale form of the Kähler potential. In non-minimal Higgs inflation the waterfall Higgs field plays the role of inflaton, and in standard hybrid inflation the gauge singlet field S is employed as an inflaton. The predictions of both models are in good agreement with the Planck 2018 data. For numerical calculations we have fixed the gauge symmetry breaking scale, M, around 2 × 1016 GeV. In both models the inflaton field values are constrained below mP . The tensor to scalar ratio r in non-minimal inflation is of the order of 10-3 and for standard hybrid inflation r is tiny, of order 10-15–10-4. The scalar spectral index in both cases lie within the Planck 1-σ bounds, and the running of the scalar spectral index lies in the range, -dns /d ln k ∼ 6 × 10-4 for non-minimal model and 10-9–10-3 for the standard hybrid model. A realistic scenario of reheating and non-thermal leptogenesis is employed with reheat temperature Tr ∼ 109 GeV for non-minimal model and 106–1010 GeV for standard hybrid model. The R-symmetry plays a vital role in forbidding rapid proton decay, but at the same time it also suppresses terms responsible for generating right handed neutrino masses. A realistic scenario of right handed neutrino masses is obtained by considering effective R symmetry breaking at the nonrenormalizable level with adequate suppression of rapid proton decay.

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Cysne, Rubens Penha. "Divisia Index, Inflation, and Welfare." Journal of Money, Credit, and Banking 35, no. 2 (2003): 221–38. http://dx.doi.org/10.1353/mcb.2003.0010.

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Tent, Bartjan van, Jan Smit, and Anders Tranberg. "Electroweak-scale inflation, inflaton–Higgs mixing and the scalar spectral index." Journal of Cosmology and Astroparticle Physics 2004, no. 07 (July 10, 2004): 003. http://dx.doi.org/10.1088/1475-7516/2004/07/003.

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12

Zhou, De Cai, Yi Qing He, and Meng Yuan Huang. "Construction of China's Energy Condition Index." Advanced Materials Research 805-806 (September 2013): 1434–38. http://dx.doi.org/10.4028/www.scientific.net/amr.805-806.1434.

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Among the supply shocks on inflation, energy is one of the most important. In order to reflect energy condition’s impact on inflation comprehensively, referring the financial condition index, we construct China’s energy condition index by bring in 3 variables: China’s energy price, consumption and production. The empirical analysis’s result shows that the index has an ideal prediction to China’s inflation.

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Bai, Caiquan, Yiqing He, Decai Zhou, Yi Zhang, and Zhengyi Jiang. "Construction of China’s nominal energy condition index." International Journal of Energy Sector Management 9, no. 3 (September 7, 2015): 311–22. http://dx.doi.org/10.1108/ijesm-05-2013-0012.

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Purpose The paper aims to know about energy condition’s impacts on inflation comprehensively. Design/methodology/approach This paper constructs China’s energy condition index (ECI) by bringing in three variables (China’s energy price, consumption and production) based on the financial condition index. Findings The result of empirical analysis shows that the index can predict China’s inflation well. Originality/value China’s ECI can predict China’s inflation well.

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14

BOYANOVSKY, D., C. DESTRI, H. J. DE VEGA, and N. G. SANCHEZ. "THE EFFECTIVE THEORY OF INFLATION IN THE STANDARD MODEL OF THE UNIVERSE AND THE CMB+LSS DATA ANALYSIS." International Journal of Modern Physics A 24, no. 20n21 (August 20, 2009): 3669–864. http://dx.doi.org/10.1142/s0217751x09044553.

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Inflation is today a part of the Standard Model of the Universe supported by the cosmic microwave background (CMB) and large scale structure (LSS) datasets. Inflation solves the horizon and flatness problems and naturally generates density fluctuations that seed LSS and CMB anisotropies, and tensor perturbations (primordial gravitational waves). Inflation theory is based on a scalar field φ (the inflaton) whose potential is fairly flat, leading to a slow-roll evolution. This review focuses on the following new aspects of inflation. We present the effective theory of inflation à la Ginsburg and Landau, in which the inflaton potential is a polynomial in the field φ and has the universal form [Formula: see text], where [Formula: see text], M ≪ M Pl is the scale of inflation and N ~ 60 is the number of e-folds since the cosmologically relevant modes exit the horizon till inflation ends. The slow-roll expansion becomes a systematic 1/N expansion and the inflaton couplings become naturally small as powers of the ratio (M/M Pl )2. The spectral index and the ratio of tensor/scalar fluctuations are [Formula: see text], [Formula: see text], while the running index turns out to be [Formula: see text] and therefore can be neglected. The energy scale of inflation M ~ 0.7 × 1016 GeV is completely determined by the amplitude of the scalar adiabatic fluctuations. A complete analytic study plus the Monte Carlo Markov chain (MCMC) analysis of the available CMB+LSS data (including WMAP5) with fourth degree trinomial potentials showed: (a) the spontaneous breaking of the φ → - φ symmetry of the inflaton potential; (b) a lower bound for r in new inflation: r > 0.023 (95% CL) and r > 0.046 (68 CL); (c) the preferred inflation potential is a double-well, even function of the field with a moderate quartic coupling yielding as the most probable values ns ≃ 0.964, r ≃ 0.051. This value for r is within reach of forthcoming CMB observations. The present data in the effective theory of inflation clearly prefer new inflation. Study of higher degree inflaton potentials shows that terms of degree higher than 4 do not affect the fit in a significant way. In addition, a horizon exit happens for [Formula: see text], making higher order terms in the potential w negligible. We summarize the physical effects of generic initial conditions (different from Bunch–Davies) on the scalar and tensor perturbations during slow roll and introduce the transfer function D(k), which encodes the observable initial condition effects on the power spectra. These effects are more prominent in the low CMB multipoles: a change in the initial conditions during slow roll can account for the observed CMB quadrupole suppression. Slow-roll inflation is generically preceded by a short, fast-roll stage. Bunch–Davies initial conditions are the natural initial conditions for the fast-roll perturbations. During fast roll, the potential in the wave equations of curvature and tensor perturbations is purely attractive and leads to a suppression of the curvature and tensor CMB quadrupoles. An MCMC analysis of the WMAP+SDSS data including fast roll shows that the quadrupole mode exits the horizon about 0.2 e-fold before fast roll ends and its amplitude gets suppressed. In addition, fast roll fixes the initial inflation redshift to be z init = 0.9 × 1056 and the total number of e-folds of inflation to be N tot ≃ 64. Fast roll fits the TT, the TE and the EE modes well, reproducing the quadrupole suppression. A thorough study of the quantum loop corrections reveals that they are very small and are controlled by powers of (H/M Pl )2 ~ 10-9, a conclusion that validates the reliability of the effective theory of inflation. The present review shows how powerful the Ginsburg–Landau effective theory of inflation is in predicting observables that are being or will soon be contrasted with observations.

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El Hasanah, Lak lak Nashat, and Jihad Lukis Panjawa. "The Effectiveness of Monetary Policy Towards Stock Index Case Study : Jakarta Islamic Index 2006-2014." Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan 17, no. 1 (June 28, 2016): 100. http://dx.doi.org/10.23917/jep.v17i1.1404.

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Fluctuation in economy situation is an important indicator for investor decision making. The investor actions are base on the minimum risk while having maximum profit. One of it is observing the condition of macro variables within monetary policy. This research aims to analyze the impact of inflation, money supply, exchange rate, and birate towards stock of jakarta islamic Index. The type data used is times series periode 2006-2014. Multiple linier regression with chow test and dummy variable approach to compare and to know the behavior of each independent variables. The result shows partially that birate and exchange rate negatively impact Jakarta Islamic Index before global monetary crisis in 2008, while inflation and money supply not that significantly impact. After global monetary crisis in 2008, partially, birate variable and money supply significantly giving positive influence to Jakarta Islamic Index, while at same time exchange rate and inflation are not significantly influencial. Simultaneously, inflation, money supply, exchange rate, and birate influence Jakarta islamic Index.

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Ahmed, FARHAN, Farissa Ismail, and Muhammad Farooq Jan. "Nexus between Corruption and Macroeconomic Indicators in Lower Developing Countries." Asia Proceedings of Social Sciences 2, no. 2 (December 3, 2018): 89–93. http://dx.doi.org/10.31580/apss.v2i2.354.

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This study aims to investigate the impact of money supply growth rate, inflation and GDP growth rate, on corruption using the annual data from 2000-2016. The data was collected from World Bank for inflation, money supply, GDP and control of corruption (COC) index. The corruption perception index (COP) index was collected from Transparency International. The relationship between COP and inflation is found to be unidirectional hence COP granger causes inflation but inflation does not granger causes COP. This study revolves around Corruption and it is an important variable that is affecting inflation, and it has caused the need for improvising the fiscal and monetary policies which require an element of anti-corruption policies to combat corruption and inflation.

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Bekov, Sabit, Kairat Myrzakulov, Ratbay Myrzakulov, and Diego Sáez-Chillón Gómez. "General Slow-Roll Inflation in f(R) Gravity under the Palatini Approach." Symmetry 12, no. 12 (November 26, 2020): 1958. http://dx.doi.org/10.3390/sym12121958.

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Slow-roll inflation is analyzed in the context of modified gravity within the Palatini formalism. As shown in the literature, inflation in this framework requires the presence of non-traceless matter; otherwise, it does not occur just as a consequence of the nonlinear gravitational terms of the action. Nevertheless, by including a single scalar field that plays the role of the inflaton, slow-roll inflation can be performed in these theories, where the equations lead to an effective potential that modifies the dynamics. We obtain the general slow-roll parameters and analyze a simple model to illustrate the differences introduced by the gravitational terms under the Palatini approach, and the modifications on the spectral index and the tensor to scalar ratio predicted by the model.

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Miao, Yanliang. "In Search of Successful Inflation Targeting: Evidence From An Inflation Targeting Index." IMF Working Papers 09, no. 148 (2009): 1. http://dx.doi.org/10.5089/9781451872958.001.

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Hadi Utomo, Sugeng, Dwi Wulandari, Bagus Shandy Narmaditya, Puji Handayati, and Suryati Ishak. "Macroeconomic factors and LQ45 stock price index: evidence from Indonesia." Investment Management and Financial Innovations 16, no. 3 (October 2, 2019): 251–59. http://dx.doi.org/10.21511/imfi.16(3).2019.23.

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This paper provides the relationship between macroeconomic variables, including exchange rate, BI rate and inflation, and stocks performance, particulary bluechip stocks listed in LQ45 index in Indonesia Stock Exchange. The study particularly gives insights on bluechip stocks listed in LQ45 stock price index in Indonesia Stock Exchange between 2015 and 2017. The data were obtained from various sources during the period, including the Indonesia Stock Exchange (IDX), the Central Bank of Indonesia (BI), and the Ministry of Trade. This study followed a Vector Error Correction Model (VECM) attempting to estimate the relationship between variables both in the short term and in the long term. The findings of the study showed that in the long run, exchange rate, BI rate and inflation have a negative impact on stock market performance, particularly on LQ45 index in Indonesia Stock Exchange. It implies that an increase in macroeconomic variables results in the decline of stock market performance. Meanwhile, in the short run, two variables, namely the exchange rate and inflation, positively affect stock market performance in Indonesia. On the contrary, the relationship between BI rate and stock market performance showed a negative correlation. These findings have significant implication for the understanding of how macroeconomic variables affect the stock market performance, particularly LQ45 price index in Indonesia Stock Exchange.

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CHAKRAVARTY, GIRISH KUMAR, SUBHENDRA MOHANTY, and NAVEEN K. SINGH. "HIGGS INFLATION IN f(Φ, R) THEORY." International Journal of Modern Physics D 23, no. 04 (March 18, 2014): 1450029. http://dx.doi.org/10.1142/s0218271814500291.

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We generalize the scalar-curvature coupling model ξΦ2R of Higgs inflation to ξΦaRb to study inflation. We compute the amplitude and spectral index of curvature perturbations generated during inflation and fix the parameters of the model by comparing these with the Planck + WP data. We find that if the scalar self-coupling λ is in the range 10-5–0.1, parameter a in the range 2.3–3.6 and b in the range 0.77–0.22 at the Planck scale, one can have a viable inflation model even for ξ ≃ 1. The tensor to scalar ratio r in this model is small and our model with scalar-curvature couplings is not ruled out by observational limits on r unlike the pure [Formula: see text] theory. By requiring the curvature coupling parameter to be of order unity, we have evaded the problem of unitarity violation in scalar-graviton scatterings which plague the ξΦ2R Higgs inflation models. We conclude that the Higgs field may still be a good candidate for being the inflaton in the early universe if one considers higher-dimensional curvature coupling.

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Cline, James M. "Aspects of brane-antibrane inflation." Canadian Journal of Physics 84, no. 6-7 (January 15, 2006): 447–52. http://dx.doi.org/10.1139/p06-044.

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I describe a dynamical mechanism for solving the fine-tuning problem of brane-antibrane inflation. By inflating with stacks of branes and antibranes, the branes can naturally be trapped at a metastable minimum of the potential. As branes tunnel out of this minimum, the shape of the potential changes to make the minimum shallower. Eventually the minimum disappears and the remaining branes roll slowly because the potential is nearly flat. I show that even with a small number of branes, there is a good chance of getting enough inflation. Running of the spectral index is correlated with the tilt in such a way as to provide a test of the model by future cosmic microwave background experiments.PACS Nos.: 11.25.Wx, 98.80.Cq

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Wardhani, Bestari Kusuma, and Leo Herlambang. "Pengaruh Variabel Makroekonomi Inflasi, Harga Emas Dunia dan Hang Seng Index Terhadap Volatilitas Jakarta Islamic Index (JII) Periode Oktober 2011 - Oktober 2014 (Studi Pada Mahasiswi Program Studi Ekonomi Islam Fakultas Ekonomi dan Bisnis UA." Jurnal Ekonomi Syariah Teori dan Terapan 2, no. 6 (December 4, 2015): 473. http://dx.doi.org/10.20473/vol2iss20156pp473-480.

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This research attempt to analyze the effect of variabel inflation, gold price and Hang Seng Index to the volatility of Jakarta Islamic Index (JII) in period of October 2011-October 2014.The subject is index of Jakarta Islamic Index in period of October 2011 until October 2014. Typed of data used are the secondary data. This research using quantitatif methods and the analytical methods is multiple linear regression with a significance level of 0.05.The result of this research indicate that the inflation, gold price and Hang Seng index partially provide an insignificant influence on the volatility of Jakarta Islamic Index. However the inflation, gold price and Hang Seng Index simultaneously provide a signification effect on the volatility of Jakarta Islamic Index. Based on the coefficient determination ( ܴଶ) of 0.236 or 23.6% shows that the volatility of Jakarta Islamic Index is influenced by inflation, gold price, and Hang Seng Index.

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Pedersen, Michael. "An Alternative Core Inflation Measure." German Economic Review 10, no. 2 (May 1, 2009): 139–64. http://dx.doi.org/10.1111/j.1468-0475.2008.00453.x.

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Abstract We combine the ideas of the trimmed mean and the Edgeworth index to construct an alternative measure of core inflation named ‘Trim of Most Volatile Components (TMVC)’. At each point of time, this measure trims away the components of the price index that have been most volatile in the recent past. Statistical tests indicate that neither the trimmed mean nor the Edgeworth index dominates the TMVC in terms of tracking trend inflation.

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Primavistanti, Daniar, and Aftoni Sutanto. "ANALISIS PENGARUH TINGKAT INFLASI, TINGKAT SUKU BUNGA, DAN NILAI TUKAR TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA (BEI) PERIODE 2013-2015." Jurnal Fokus Manajemen Bisnis 6, no. 2 (February 2, 2020): 121. http://dx.doi.org/10.12928/fokus.v6i2.1658.

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This research aimed to analyze and test the effect of inflation rates, interest rate and exchange rate on the stok price index at the stock exchange in 2013–2015. Independent variable used are inflation, interest rates, and exchange rates. While the dependent variable is the stock price index. The object of this research is in the market listed on the stock price index. The inflation rates, interest rates, and the exchange rate that are taken from Indonesian Bank. The analytical method used is the classic assumption test and regression test. Based on the survey result revealed that in partial inflation and the exchange rate does not significantaly influence the Stock Exchange Composite Index. While the variable interest rate significantly influence the Stock Exchange Composite Index. The test results simultaneosly show variable inflation, interest rates and exchange rates have an influence on the Stock Exchange Composite Index. The coefficient of determination was 28,3%.

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Khodeir, Aliaa. "Towards inflation targeting in Egypt: the relationship between exchange rate and inflation." South African Journal of Economic and Management Sciences 15, no. 3 (August 22, 2012): 325–32. http://dx.doi.org/10.4102/sajems.v15i3.203.

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Since the Egyptian economy has recently moved towards inflation targeting, it became very important to know whether exchange rate movements have serious inflationary implications or not. To investigate this subject, the study aims to analyse the relevance of inflation with the exchange rate by using the Granger-causality test. Two indicators of inflation will be used, the consumer price index (CPI) and wholesale price index (WPI). In general, the results show a strong relationship between the two variables in a way that may give support to the application of ‘flexible inflation targeting regime instead of strict inflation targeting regime’.

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KOZICKI, Bartosz, Paweł JAŚKIEWICZ, Jarosław TOMASZEWSKI, and Grzegorz MIZURA. "ANALYSIS OF THE CPI INFLATION INDEX OF SELECTED WORLD ECONOMIES IN THE ASPECT OF SAFETY." Systemy Logistyczne Wojsk 53, no. 2 (December 31, 2020): 21–31. http://dx.doi.org/10.37055/slw/133854.

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The article deals with the problem of analyzing and assessing the CPI inflation index of selected world economies and attempts to forecast the CPI inflation index - (Consumer Price Index) in China in terms of security. The other two indices, i.e. the GDP Deflator and PPI- (Production Price Index) will not be analyzed. The study began with the analysis and assessment of CPI inflation indices in selected global economies. Then, an analysis and assessment of the time series of the CPI inflation index in China were carried out. For research purposes, the series has been shortened by the last nine periods. The obtained results were used to select and apply various methods to forecast CPI inflation in China based on a shorter series called the learning one in the literature. The obtained forecasts were compared, and then subjected to analysis and assessment. The best forecasting method for 15 periods was chosen based on the CPI inflation time series in China in retrospective terms. The obtained research results are presented in the summary.

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Westphal, Alexander. "String cosmology — Large-field inflation in string theory." International Journal of Modern Physics A 30, no. 09 (March 25, 2015): 1530024. http://dx.doi.org/10.1142/s0217751x15300240.

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This is a short review of string cosmology. We wish to connect string-scale physics as closely as possible to observables accessible to current or near-future experiments. Our possible best hope to do so is a description of inflation in string theory. The energy scale of inflation can be as high as that of Grand Unification (GUT). If this is the case, this is the closest we can possibly get in energy scales to string-scale physics. Hence, GUT-scale inflation may be our best candidate phenomenon to preserve traces of string-scale dynamics. Our chance to look for such traces is the primordial gravitational wave, or tensor mode signal produced during inflation. For GUT-scale inflation this is strong enough to be potentially visible as a B-mode polarization of the cosmic microwave background (CMB). Moreover, a GUT-scale inflation model has a trans-Planckian excursion of the inflaton scalar field during the observable amount of inflation. Such large-field models of inflation have a clear need for symmetry protection against quantum corrections. This makes them ideal candidates for a description in a candidate fundamental theory like string theory. At the same time the need of large-field inflation models for UV completion makes them particularly susceptible to preserve imprints of their string-scale dynamics in the inflationary observables, the spectral index ns and the fractional tensor mode power r. Hence, we will focus this review on axion monodromy inflation as a mechanism of large-field inflation in string theory.

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Gadasandula, Krishna. "Effect of Macroeconomic Determinants on Indian Stock Market." Asian Journal of Managerial Science 8, no. 2 (May 5, 2019): 22–27. http://dx.doi.org/10.51983/ajms-2019.8.2.1556.

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Stock market is one of the important forms of investment. The prices of stock markets are affected by much macro-economic factors. The study investigates the relationships between the Indian stock market index (NSE Nifty) and four macroeconomic variables, namely, GDP, Inflation, Exchange Rate and Bank Rate. The data is collected on a quarterly basis for the time period March 2000 to December 2017. The study employs the Johansen’s co-integration approach to the long-run equilibrium relationship between stock market index and macroeconomic variables. For causality analysis, the study carried out Granger and Geweke causality tests. From this paper it is observed that the Granger causality test results do not demonstrate the presence of any bidirectional causality. The results show the unidirectional causal associations running from GDP to Inflation, Bank Rate to GDP, Exchange Rate to GDP, NIFTY Index to GDP, Exchange Rate to Inflation, NIFTY Index to Inflation, and Bank Rate to NIFTY Index. Apart from that, the results also show no causal association between Inflation and Bank Rate, Bank Rate and Exchange Rate, and Exchange Rate and NIFTY Index. However, the bidirectional causal associations appear. When we look into the results of Geweke causality analysis shows that bidirectional causal associations exist between Inflation and Bank Rate, and Exchange Rate and Nifty Index.

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Arya, Richa, and Raghavan Rangarajan. "Study of warm inflationary models and their parameter estimation from CMB." International Journal of Modern Physics D 29, no. 08 (June 2020): 2050055. http://dx.doi.org/10.1142/s0218271820500558.

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Warm inflation is a natural and well-motivated description of cosmic inflation which accounts for the inflaton dissipation and radiation production during the inflationary phase, neglected in the standard cold description. It results in crucial differences in the imprints on the Cosmic Microwave Background (CMB) radiation from the standard cold description. In this study, we consider warm inflation models with [Formula: see text] and [Formula: see text] potentials and estimate their model parameters consistent with CMB using the CosmoMC numerical code. These models are characterized by the inflaton self coupling, [Formula: see text], and the dissipation parameter, [Formula: see text], due to the inflaton’s dissipation into the other fields. Therefore, information about these physical parameters is essential from the perspective of the model building. In our analysis, we also calculate the spectral index, [Formula: see text], and the tensor-to-scalar ratio, [Formula: see text], for the mean values of the parameters and show that for the weak dissipative regime, [Formula: see text], is within the sensitivity of the next generation CMB polarization experiments, which is an important observational test for these models.

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Kristyaningrum, Agatha Canonia, and Hersugondo Hersugondo. "The Effect of Oil Price Shock and Inflation on Stock Returns: A Comparative Study on ASEAN-3." Jurnal Penelitan Ekonomi dan Bisnis 6, no. 1 (March 25, 2021): 28–34. http://dx.doi.org/10.33633/jpeb.v6i1.3950.

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This study aims to examine the effect of the WTI type oil price shock and inflation on stock returns from the ASEAN-3 capital markets, namely Indonesia, Thailand, and Philippines. The data used are monthly data from 2015 to 2019. The data analysis technique used is multiple linear regression. The results showed that oil price shocks had a significant positive effect on stock returns on the JASICA Mining index and the SET Resources index, but had no significant effect on the PSE Mining and Oil index. Furthermore, inflation had a significant positive effect on stock returns of Indonesia seen from the JASICA Mining index. Whereas, inflation had no significant effect on the SET Resources index of Thailand and the PSE Mining and Oil stock index of Philippines. Keywords: Oil price shock, Inflation, Stock return

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31

Bodie, Zvi. "Inflation, Index–linked bonds, and asset allocation." Journal of Portfolio Management 16, no. 2 (January 31, 1990): 48–53. http://dx.doi.org/10.3905/jpm.1990.409260.

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32

Blankmeyer, Eric. "Estimating an inflation index by quantile regression." Applied Economics Letters 19, no. 2 (June 6, 2011): 185–87. http://dx.doi.org/10.1080/13504851.2011.570706.

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Kobayashi, Takeshi, and Fuminobu Takahashi. "Running spectral index from inflation with modulations." Journal of Cosmology and Astroparticle Physics 2011, no. 01 (January 24, 2011): 026. http://dx.doi.org/10.1088/1475-7516/2011/01/026.

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Bose, Milton, Michael Dine, Angelo Monteux, and Laurel Stephenson Haskins. "Small field inflation and the spectral index." Journal of Cosmology and Astroparticle Physics 2014, no. 01 (January 27, 2014): 038. http://dx.doi.org/10.1088/1475-7516/2014/01/038.

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Asgari, A. A., and A. H. Abbassi. "Evolution of the spectral index after inflation." Journal of Cosmology and Astroparticle Physics 2014, no. 09 (September 24, 2014): 042. http://dx.doi.org/10.1088/1475-7516/2014/09/042.

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Blankmeyer, Eric. "The Variance of a Core-Inflation Index." Atlantic Economic Journal 40, no. 2 (March 9, 2012): 211–12. http://dx.doi.org/10.1007/s11293-012-9307-5.

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Joshi, Binod. "Impact of Remittance on Consumer Price Index in Nepal." Harvest 1, no. 1 (April 7, 2022): 15–28. http://dx.doi.org/10.3126/harvest.v1i1.44334.

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Remittances play a significant role in the economic development of the recipient economy through different micro and macroeconomic channels. The adverse impact of remittances in the form of Dutch disease and inflation cannot be overlooked. This paper examines the impact of remittance on overall inflation measured by the consumer price index in Nepal. It applies time series data for the period 1975 to 2020. Ordinary least squared (OLS) regression method results revealed that remittances, money supply, import trade and budget deficit have a positive impact on inflation whereas the impact of real gross domestic product is negative. The impact of export trade is inconclusive. Given the inflationary nature of remittances, it becomes necessary for the government to channelize the remitted funds into productive investment to avoid a surge in demand-pull inflation.

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Diewert, W. Erwin. "HIGH INFLATION, SEASONAL COMMODITIES, AND ANNUAL INDEX NUMBERS." Macroeconomic Dynamics 2, no. 4 (December 1998): 456–71. http://dx.doi.org/10.1017/s1365100598009031.

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This paper studies the problems of measuring economic growth under conditions of high inflation. Traditional bilateral index number theory implicitly assumes that variations in the price of a commodity within a period can be ignored. To justify this assumption under conditions of high inflation, the accounting period must be shortened to a quarter, a month, or possibly a week. However, once the accounting period is less than a year, the problem of seasonal commodities is encountered; i.e., in some subannual periods, many seasonal commodities will be unavailable and hence the usual bilateral index number theory cannot be applied. The paper systematically reviews the problems of index number construction when there are seasonal commodities and high inflation. Various index number formulas are justified from the viewpoint of the economic approach to index number theory by making separability assumptions on consumers' intertemporal preferences. We find that accurate economic measurement under conditions of high inflation is very complex.

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Nugraha, Septy Setia, and Iwan Setiawan. "Effect of BI Rate, Inflation and Index Dow Jones Against Jakarta Islamic Index (JII)." EkBis: Jurnal Ekonomi dan Bisnis 3, no. 1 (July 20, 2020): 213. http://dx.doi.org/10.14421/ekbis.2019.3.1.1177.

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The capital market in Indonesia is developing with the presence of the Islamic capital market through a collaboration between the Indonesia Stock Exchange and PT. Danareksa Investment Management by launching the Jakarta Islamic Index (JII) on July 3, 2000. The existence of Islamic mutual funds emerged as an answer to the concerns of Muslim investors regarding interest, speculation, and unclear investment in mutual funds. This study aimed to estimate the effect of inflation, BI Rate, Exchange Rate and Dow Jones Industrial Average Index on the Jakarta Islamic Index (JII). This study uses secondary data based on time series from Quarter 1: 2008-Quarter 4: 2018, obtained from the Indonesia Stock Exchange, Bank Indonesia, the Indonesian Central Bureau of Statistics and Financial Economics and Statistics. The analytical method used for this study uses an analytical approach multiple linear regression. Based on the simultaneous test shows that the Inflation, BI Rate, Exchange Rate and Dow Jones Index influence together on JII. Based on the results of the study it was found that the Inflation variable partially and significantly affected JII

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Nugraha Paer, Ade, Syamsurijal Tan, and Emilia Emilia. "Estimasi permintaan indeks harga saham gabungan di Indonesia." e-Journal Perdagangan Industri dan Moneter 8, no. 2 (July 1, 2020): 65–76. http://dx.doi.org/10.22437/pim.v8i2.13101.

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The purpose of this study is (a) to see the development of the composite stock price index, exchange rate, inflation, interest rates, and the money supply in Indonesia. (b) analyze the effect of the exchange rate, inflation, interest rate, and money supply on the composite stock price index in Indonesia. The method used in this study is a quantitative descriptive method with multiple linear regression analysis tools using the Ordinary Least Square (OLS) method. The data used is in the form of a time series. The results of this study average the development of the composite stock price index by 0.22 percent, the exchange rate by 2.57 percent, inflation by -0.90 percent, interest rates by -2.73 percent, and the Money Supply by 0.06 percent. Based on the results of the analysis conducted, exchange rates and interest rates have a negative and significant effect on the composite stock price index, inflation and the money supply have a positive and significant effect on the composite stock price index. Keywords: Composite stock price index, Exchange rate, Inflation, Interest rates, Money supply.

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41

Yubiharto, Yubiharto, Siti Mauliyah, and Walid Rudianti. "FAKTOR EKONOMI MAKRO TERHADAP INDEKS HARGA SAHAM GABUNGAN (IHSG) DI BURSA EFEK INDONESIA PERIODE 2015-2019." Medikonis 12, no. 2 (July 31, 2021): 42–53. http://dx.doi.org/10.52659/medikonis.v12i2.44.

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ABSTRACT Basically, when inflation, interest rates and exchange rates increase, the Composite Stock Price Index will decrease. The problem in this study is that in fact inflation, interest rates and exchange rates have increased, in fact the Composite Stock Price Index has increased. This study aims to determine the effect of inflation, interest rates and exchange rates on the Composite Stock Price Index on the Indonesia Stock Exchange. This type of research is associative, with a quantitative approach. This study takes all data in time series including inflation, interest rates, exchange rates and the Composite Stock Price Index for the 2015-2019 period. The sample in this study used a saturated sampling of 60 samples. The analysis technique used is multiple linear regression, classical assumption test and hypothesis testing. The partial test results show that inflation and exchange rates have no effect on the Composite Stock Price Index, interest rates have a significant negative effect on the Composite Stock Price Index. Simultaneous test results show that the variables of inflation, interest rates and exchange rates have a significant effect on the Composite Stock Price Index. The value of the coefficient of determination in this study is 0.451. This means that the ability of the independent variable to explain the dependent variable is 45.1%, while the rest is explained by other variables not included in this study.

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Portokalis, Georgeann. "Inflation Expectations from Index-Linked Bonds: Correcting for Liquidity and Inflation Risk Premia." CFA Digest 42, no. 2 (May 2012): 31–33. http://dx.doi.org/10.2469/dig.v42.n2.4.

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Kajuth, Florian, and Sebastian Watzka. "Inflation expectations from index-linked bonds: Correcting for liquidity and inflation risk premia." Quarterly Review of Economics and Finance 51, no. 3 (June 2011): 225–35. http://dx.doi.org/10.1016/j.qref.2011.03.004.

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Suprapto, Hugo Aries, Sumaryoto, and Sugiyanto Saleh. "The Role Community Consumption, Inflation and Human Development Index On Economic Growth In West Java." International Journal of Multidisciplinary: Applied Business and Education Research 3, no. 4 (April 13, 2022): 579–84. http://dx.doi.org/10.11594/ijmaber.03.04.10.

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The problem of the Covid-19 pandemic that occurred in all parts of Indonesia including the economic growth and the determinants of economic growth were very diverse, including public consumption, inflation and the development of the human index. Stable economic growth had an important impact on people's welfare. There were various factors that can influence economic growth, including public consumption, inflation and the human growth index (IPM). This study aimed to determine the effect of public consumption on community growth, determine the effect of inflation on economic growth, the effect of the human growth index (HDI) on economic growth, and the effect of community consumption, inflation, human growth index (HDI) on economic growth in West Java. The method used was a quantitative method. The data were processed using SPSS 21. The data were taken from the Central Statistics Agency of West Java. The data is in the form of time series from 2015 to 2020. The results of the study explain that there is an influence of community consumption on community growth, there was an effect of inflation on economic growth, and there was an influence of the human growth index (HDI) on economic growth, and the influence of community consumption, inflation, HDI on economic growth in West Java Indonesia. The government should decreased the inflation.

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45

Santosa, Harun, and Ashari Mursito Wisnu. "Analisis Pengaruh Nilai Tukar Rupiah, Suku Bunga SBI, Inflasi Terhadap Jakarta Islamic Index." Jurnal Ilmiah Ekonomi Islam 4, no. 03 (November 30, 2018): 160. http://dx.doi.org/10.29040/jiei.v4i03.295.

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This research was conducted to find out whether there was an influence of the rupiah exchange rate, SBI interest rate, inflation rate on the Jakarta Islamic Index. The study population was the Jakarta Islamic Index with a sample of the Jakarta Islamic Index data for the 2007-2017 period. The method of analysis is done using multiple linear regression. The analysis shows that the rupiah exchange rate and SBI interest rate have a significant effect on the Jakarta Islamic Index, while inflation has no significant effect on the Jakarta Islamic Index. Simultaneously the exchange rate, interest rate and inflation have a significant influence on the Jakarta Islamic Index.

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46

Wang, Bin, and Hua Li. "Empirical Analysis on the Influence Factors of Inflation in China." Advanced Materials Research 403-408 (November 2011): 348–52. http://dx.doi.org/10.4028/www.scientific.net/amr.403-408.348.

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To analyze the reasons for current inflation and minimize the adverse effects caused by inflation for people’s life, based on the study of broad measure of money supply and inflation, the effect of consumer confidence index with inflation was studied. In this paper, relevant theories and knowledge were applied such as regression analysis method and economics to build the model on relationship among broad measure of money supply (M2), consumer confidence index (CCI) and the inflation through econometric software Eviews 6.0. The conclusion was drawn that there were relevance between the two compared factors and inflation. All these findings would be of use to analyze the reasons for inflation more perfect and be useful references to the research for the future.

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Kabir, Rakesh, Amitabha Mukherjee, and Daksh Lohiya. "Reheating constraints on Kähler moduli inflation." Modern Physics Letters A 34, no. 15 (May 20, 2019): 1950114. http://dx.doi.org/10.1142/s0217732319501141.

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The end of inflation is connected to the standard cosmological scenario through reheating. During reheating, the inflaton oscillates around the minimum of the potential and thus decays into the daughter particles that populate the Universe at later times. Using cosmological evolution for observable CMB scales from the time of Hubble crossing to the present time, we translate the constraint on the spectral index [Formula: see text] from Planck data to the constraint on the reheating scenario in the context of Kähler moduli inflation. We find that the equation of state parameter plays a crucial role in the reheating analysis, however the details of the one parameter potential are irrelevant if the analysis is done strictly within the slow-roll formalism. In addition, we extend the de facto analysis generally done only for the pivot scale to all the observable scales which crossed the Hubble radius during inflation, where we study how the maximum number of e-folds varies for different scales, and the effect of the equation of state and potential parameters.

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Dalimunthe, Ibram Pinondang, and Ajeng Desni Lestari. "EFFECT OF INFLATION AND PRICE INDEX ON EQUITY ASSETS." EAJ (ECONOMICS AND ACCOUNTING JOURNAL) 2, no. 1 (April 4, 2019): 42. http://dx.doi.org/10.32493/eaj.v2i1.y2019.p42-51.

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The purpose of this study is to determine the effect of inflation and the equity price index on the net asset value of the Islamic Fixed Income Mutual Funds registered with the Financial Services Authority for the period from from 2011 to 2016. The type of search used is associative search. The data in this study are secondary historical data using Net Asset Value (NAV) and the share price index published by the Financial Services Authority (OJK), as well as inflation data published by Bank Indonesia for the period 2011-2016. The method used in this study uses regression analysis with panel data. The results show that inflation has a negative and significant impact on the net asset value. The equity price index has a positive and significant influence on the net asset value. Inflation and the equity price index simultaneously have a significant effect on the net asset value of Sharia mutual funds.

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Rahmaliadan Augustina Kurniasih, Dwi. "Determinant Factors of Jakarta Composite Index." European Journal of Business and Management Research 6, no. 2 (March 9, 2021): 18–22. http://dx.doi.org/10.24018/ejbmr.2021.6.2.755.

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This study aims to examine empirically the influence of macroeconomic variables, namely: GDP growth, inflation, Rupiah exchange rates, and interest rates on the JCI on the Indonesia Stock Exchange. The analysis technique used is multiple regression. The results of the study found that only GDP growth and exchange rates had a significant effect on the JCI, while the inflation rate and interest rates had no effect on the JCI. This study only uses four macroeconomic variables, so further research needs to find other macroeconomic variables that are thought to have an effect on the JCI.

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JENNINGS, WILLIAM W. "Disaggregated TIPS: the case for disaggregating inflation-linked bonds into bonds linked to narrower CPI components Slicing and Dicing TIPS." Journal of Pension Economics and Finance 5, no. 3 (August 23, 2006): 325–43. http://dx.doi.org/10.1017/s1474747206002551.

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Investors generally face inflation-linked obligations – a fact contributing to the popularity of TIPS and other inflation-linked bonds. With TIPS, one characterization of inflation, the Consumer Price Index, applies to all investors. Investors, however, face different inflation. To date, these heterogeneous needs have not been addressed by the inflation-linked marketplace. The paper describes the case for and mechanics of splitting TIPS into disaggregated TIPS matched to components of the Consumer Price Index. Disaggregated TIPS better address the risks of investors' specific real liabilities. A case study highlights disaggregated TIPS applicability to retirees with heavier post-retirement medical needs.

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Journal articles on the topic 'Index of inflation'

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