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Journal articles on the topic 'Index of inflation'

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Published: 30 May 2022

Last updated: 31 July 2025

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1

LEE, LU-YUN, KINGMAN CHEUNG, and CHIA-MIN LIN. "COMMENTS ON SUSY INFLATION MODELS ON THE BRANE." Modern Physics Letters A 25, no. 24 (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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2

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 (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

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3

Bahari, K., and M. R. Setare. "Constant-roll inflation driven by q-de Sitter." International Journal of Modern Physics D 30, no. 11 (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

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Morishita, Yukiyoshi, Tomo Takahashi, and Shuichiro Yokoyama. "Multi-chaotic inflation with and without spectator field." Journal of Cosmology and Astroparticle Physics 2022, no. 07 (2022): 042. http://dx.doi.org/10.1088/1475-7516/2022/07/042.

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Abstract Motivated by the result of Planck+BICEP/Keck recently released, we investigate the consistency of the multi-field inflation models in terms of the spectral index ns and the tensor-to-scalar ratio r. In this study, we focus on double-inflaton models with and without a spectator field. We find that inflaton with a quadratic potential can become viable when three fields with a specific hierarchical mass spectrum are realized such that two fields act as inflatons and the other one is the spectator. We also discuss the conditions to avoid the fine-tuning, by careful study of how the predic

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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 (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 PP

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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 (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 PP

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7

CHEN, BIN, MIAO LI, TOWER WANG, and YI WANG. "INFLATION WITH HIGH DERIVATIVE COUPLINGS." Modern Physics Letters A 22, no. 25n28 (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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8

Stein, Nina K., and William H. Kinney. "Simple single-field inflation models with arbitrarily small tensor/scalar ratio." Journal of Cosmology and Astroparticle Physics 2023, no. 03 (2023): 027. http://dx.doi.org/10.1088/1475-7516/2023/03/027.

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Abstract We construct a family of simple single-field inflation models consistent with Planck / BICEP Keck bounds which have a parametrically small tensor amplitude and no running of the scalar spectral index. The construction consists of a constant-roll hilltop inflaton potential with the end of inflation left as a free parameter induced by higher-order operators which become dominant late in inflation. This construction directly demonstrates that there is no lower bound on the tensor/scalar ratio for simple single-field inflation models.

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9

Hiris, Lorene S. "A Daily Inflation Index." American Economist 36, no. 2 (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 expe

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10

Monika, Kalani, and Jasdeep Kaur Dhami Dr. "INFLATION IN INDIA: A LITERATURE REVIEW." International Journal of Marketing & Financial Management 2, no. 10 (2014): 17–24. https://doi.org/10.5281/zenodo.10806990.

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<strong>Abstract: </strong>                                   <em>Rising inflation is a concern for all the countries. Since independence India has been facing inflationary pressure. Several factors have worked behind inflation in India. Both structural and monetary causes have contributed to the inflation in India. The paper is an attempt to review the available literature on inflation in India. It studies different aspects of inf

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11

LAZARIDES, GEORGE. "HYBRID INFLATION FOLLOWED BY MODULAR INFLATION." International Journal of Modern Physics A 22, no. 31 (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

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12

Pallis, Constantinos. "Starobinsky Inflation with T-Model Kähler Geometries." Universe 11, no. 3 (2025): 75. https://doi.org/10.3390/universe11030075.

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We present novel implementations of Starobisky-like inflation within supergravity adopting Kähler potentials for the inflaton which parameterizes hyperbolic geometries known from T-model inflation. The associated superpotentials are consistent with an R and a global or gauge U(1)X symmetries. The inflaton is represented by a gauge-singlet or non-singlet superfield and is accompanied by a gauge-singlet superfield successfully stabilized thanks to its compact contribution into the total Kähler potential. Keeping the Kähler manifold intact, a conveniently violated shift symmetry is introduced whi

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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 (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 constra

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Das, Suratna, and Rudnei O. Ramos. "Running and Running of the Running of the Scalar Spectral Index in Warm Inflation." Universe 9, no. 2 (2023): 76. http://dx.doi.org/10.3390/universe9020076.

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The next generation of cosmological observations are expected to improve the measurements of several quantities connected to the primordial inflation in the early Universe. These quantities include, for example, improved measurements for the spectral index of the scalar curvature of the primordial power spectrum and to also bring a better understanding on the scaling dependence of the primordial spectrum. This includes the running of the tilt and possibly, also, the running of the running. In this paper, we investigate the possibility of generating large runnings in the context of warm inflati

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15

Montefalcone, Gabriele, Rudnei O. Ramos, Gustavo S. Vicente, and Katherine Freese. "Defying eternal inflation in warm inflation with a negative running." Journal of Cosmology and Astroparticle Physics 2024, no. 02 (2024): 006. http://dx.doi.org/10.1088/1475-7516/2024/02/006.

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Abstract It was pointed out previously [1] that a sufficiently negative running of the spectral index of curvature perturbations from (ordinary i.e. cold) inflation is able to prevent eternal inflation from ever occurring. Here, we reevaluate those original results, but in the context of warm inflation, in which a substantial radiation component (produced by the inflaton) exists throughout the inflationary period. We demonstrate that the same general requirements found in the context of ordinary (cold) inflation also hold true in warm inflation; indeed an even tinier amount of negative running

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Adams, Brian, Lara Loewenstein, Hugh Montag, and Randal Verbrugge. "Disentangling Rent Index Differences: Data, Methods, and Scope." American Economic Review: Insights 6, no. 2 (2024): 230–45. http://dx.doi.org/10.1257/aeri.20220685.

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Rent measurement determines 32 percent of the CPI. Accurate rent measurement is therefore essential for accurate inflation measurement, but the CPI rent index often differs from alternative rent inflation measures. Using repeat-rent inflation measures created from CPI microdata, we show that this discrepancy is largely explained by differences in rent growth for new tenants relative to all tenants. New-tenant rent inflation provides information about future all-tenant rent inflation, but the use of new-tenant rents is contraindicated in a cost-of-living index such as the CPI. Nevertheless, pol

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17

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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18

Manap, Abdul, Sugito Sugito, Yusnindar Yusnindar, and Atik Sekianti. "Effect of Inflation, Rupiah Exchange, Dow Jones Index, Nasdaq Index, and S & P500 Index Against Combined Stock Price Index." West Science Interdisciplinary Studies 2, no. 03 (2024): 668–79. http://dx.doi.org/10.58812/wsis.v2i03.767.

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This research aims to determine empirical evidence of the influence of inflation, Rupiah exchange rate, Dow Jones index, Nasdaq index, A & P500 index on the Composite Stock Price Index. The research uses quantitative methods and uses classical assumption tests, multiple regression analysis, and hypothesis testing. The data used is secondary data during the period January 2019 – November 2023, resulting in a total of 59 samples from each variable using the purposive sampling method. The research results show that inflation has an effect on the Composite Stock Price Index, the Rupiah exchang

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19

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 (2004): 003. http://dx.doi.org/10.1088/1475-7516/2004/07/003.

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20

Ding, Gui-Jun, Si-Yi Jiang, and Wenbin Zhao. "Modular invariant slow roll inflation." Journal of Cosmology and Astroparticle Physics 2024, no. 10 (2024): 016. http://dx.doi.org/10.1088/1475-7516/2024/10/016.

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Abstract We propose new classes of inflation models based on the modular symmetry, where the modulus field τ serves as the inflaton. We establish a connection between modular inflation and modular stabilization, wherein the modulus field rolls towards a fixed point along the boundary of the fundamental domain. We find the modular symmetry strongly constrain the possible shape of the potential and identify some parameter space where the inflation predictions agree with cosmic microwave background observations. The tensor-to-scalar ratio is predicted to be smaller than 10-6 in our models, while

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21

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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22

Suidarma, I. Made, I. Nyoman Arta Yasa, Ni Putu Nina Eka Lestari, I. Dewa Ketut Gede Prabawa, Ni Wayan Lasmi, and I. Nyoman Sunarta. "Exploring The Global Slack Hypothesis On Inflation Dynamics: A Study In ASEAN-5." International Journal of Social Science and Business 7, no. 2 (2023): 353–60. http://dx.doi.org/10.23887/ijssb.v7i2.54440.

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Inflation is one of the economic problems that often occur in ASEAN-5 countries. External factors affecting inflation such as changes in energy prices and commodity prices (agriculture, metals, and minerals) can affect inflation in ASEAN-5 countries through the influence of global slack. Therefore, this study was conducted to examine the effect of global slack on domestic inflation dynamics in ASEAN-5 countries by considering the effect of energy price index and commodity price index (agriculture, metals, and minerals) on domestic inflation. The data analysis method used is the Panel of Vector

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23

Kubota, Mio, Kin-ya Oda, Stanislav Rusak, and Tomo Takahashi. "Double inflation via non-minimally coupled spectator." Journal of Cosmology and Astroparticle Physics 2022, no. 06 (2022): 016. http://dx.doi.org/10.1088/1475-7516/2022/06/016.

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Abstract We argue that double inflation may occur when a spectator field is non-minimally coupled to gravity. As a concrete example, we study a two-field inflationary model where the initial spectator field is non-minimally coupled to gravity while the initial inflaton field is minimally coupled. The non-minimal coupling results in the growth of the spectator field which, in turn, drives the second stage of inflation in a significant region of parameter space. The isocurvature fluctuations originating from the spectator field source adiabatic ones, and hence the spectator non-minimal coupling

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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 (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 infla

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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 (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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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 (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

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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 (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

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Huda, Miftahul Huda, Ahmad Suminto Suminto, Amelia Septiyani Septiyani, and Muhammad Nabil Hanif Hanif. "Analysis of Macroeconomi Factor Effect on the Stock Price Index in Jakarta Islamic Index." Dialektika : Jurnal Ekonomi dan Ilmu Sosial 9, no. 1 (2024): 69–87. http://dx.doi.org/10.36636/dialektika.v9i1.3952.

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The country’s economy slowdown causes the affected exchange rate or exchange rate to weaken, and Bank Indonesia’s interest rate policy at the time of the economic downturn decreases, it has an impact on the stock index in the JII. This research aims to determine the influence of macroeconomics on the IHS in JII. The method used is quantitative research, with an analysis model using the VAR technique. The data used is secondary data of a time series. The research results show that the influence of the ISSI and BI rate responded positively, while inflation responded positively. The exchange rate

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İlarslan, Kenan. "Threshold Effect of Inflation on the Relationship between Stock Market Index and Interest Rate." Ekonomi Politika ve Finans Arastirmalari Dergisi 9, no. 4 (2024): 779–95. https://doi.org/10.30784/epfad.1581213.

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This research examines how the deposit interest rate impacts Turkey’s stock market index and the inflation rate from January 2003 to June 2024. The empirical findings derived from the analyses conducted under the threshold regression model indicate that the inflation rate has a single threshold impact on the connection among the stock market index and the interest rate. Thus, when inflation rates are at 2.67% or lower, rising bank deposit interest rates negatively impact the stock market index. Nevertheless, when inflation rates exceed 2.67%, the rise in bank deposit interest rates positively

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Mudrunka, Kamil, and Kazunori Nakayama. "Probing Gauss-Bonnet-corrected inflation with gravitational waves." Journal of Cosmology and Astroparticle Physics 2024, no. 05 (2024): 069. http://dx.doi.org/10.1088/1475-7516/2024/05/069.

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Abstract The low energy effective action of quantum gravity may include the higher curvature terms such as the Gauss-Bonnet term. The inflaton dynamics may be affected by the Gauss-Bonnet term if there is an inflaton-Gauss-Bonnet coupling. We show that an inflation model with a simple power law potential is made viable if it is coupled to the Gauss-Bonnet term since the prediction on the scalar spectral index and the tensor-to-scalar ratio are modified. We further point out that such a model predicts huge amount of gravitational waves at the high frequency range around 100 GHz–100 THz through

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M., Noor Salim, and Gabriel Obie P. Yohanes. "The Effect of Share Transaction Determinants and its Impact on JCI on IDX 2010-2020." Economics and Business Quarterly Reviews 4, no. 2 (2021): 108–19. https://doi.org/10.31014/aior.1992.04.02.349.

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The purpose of this study was to determine the effect of inflation, the dollar exchange rate, the yuan exchange rate and the Chinese index partially and simultaneously on the JCI. To determine the effect of inflation, the dollar exchange rate, the yuan exchange rate and the Chinese index partially and simultaneously on the volume of transactions. To determine the effect of inflation, the dollar exchange rate, the yuan exchange rate and the Chinese index on the JCI with transaction volume as an intervening variable. The results of the JCI data analysis show that the dollar exchange rate, inflat

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Sendow, Virginia Maria, and Nansy Joan Francisca Pandey. "Hubungan inflasi, minyak dunia, dan sektor transportasi dan logistik." Riset Akuntansi dan Portofolio Investasi 1, no. 1 (2023): 6–10. http://dx.doi.org/10.58784/rapi.30.

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In addition to impacting world oil prices, global inflation conditions at the beginning of 2023 also triggered changes in the national inflation rate and tended to have an impact on the transportation and logistics index. This study aims to examine the relationship between national inflation, world oil, and transportation and logistics index. This study finds that neither the rate of return of world oil prices nor the national inflation rate has an insignificant relationship with the transportation and logistics index. These results imply that increases or decreases in world oil prices tend no

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Pham, Thi Thanh Xuan, Thi Canh Nguyen, and Huu Tin Ho. "Psychological inflation: Definition and measurement." Journal of Eastern European and Central Asian Research (JEECAR) 11, no. 2 (2024): 218–38. http://dx.doi.org/10.15549/jeecar.v11i2.1611.

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Conventional monetary policy tools became less effective, with nominal short-term interest rates approaching the zero-lower bound during COVID-19. Instead, central banks adopted a range of unconventional monetary policies. Thus, perceived inflation has become a key channel for monetary policy transmission. Despite how vital perceived inflation is, quantifying perceived inflation with accuracy remains questionable and challenging. As a result, we focus on developing a novel measurement of perceived inflation - the psychological inflation index. Our approach is based on psychological theories an

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Llada, Martín, and Daniel Aromí. "Forecasting inflation with twitter." Económica 69 (November 16, 2023): 031. http://dx.doi.org/10.24215/18521649e031.

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We use Twitter content to generate an indicator of attention allocated to inflation. The analysis corresponds to Argentina for the period 2012-2019. The attention index provides valuable information regarding future levels of inflation. A one standard deviation increment in the index is followed by an increment of approximately 0.4% in inflation in the consecutive month. Out-of-sample exercises confirm that social media content allows for gains in forecast accuracy. Beyond point forecasts, the index provides valuable information regarding inflation uncertainty. The proposed indicator compares

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Li, Xinyu, and Zihan Tang. "Sentiment Analysis on Inflation after COVID-19." Applied Economics and Finance 10, no. 1 (2022): 10. http://dx.doi.org/10.11114/aef.v10i1.5821.

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We implement traditional machine learning and deep learning methods for global tweets from 2017-2022 to build a high-frequency measure of the public’s sentiment index on inflation and analyze its correlation with other online data sources such as google trend and market-oriented inflation index. We use manually labeled trigrams to test the prediction performance of several machine learning models (logistic regression, random forest etc.) and choose Bert model for final demonstration. Then, we sum daily tweets’ sentiment scores gained from Bert model to obtain the predicted inflation sentiment

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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 (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 volatili

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Uzun, Y. U. "The impact of inflation and gross domestic product on the banking index: the case of Turkey." Journal of Economic Research & Business Administration 1, no. 151 (2025): 60–72. https://doi.org/10.26577/be202515115.

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This study examines the effect of inflation and GDP on the banking index. As the research methodology, the stationarity of time series data was tested using the Augmented Dickey-Fuller (ADF) test, and analyzes were conducted using the Vector Auto regression (VAR) model and the Granger Causality Test. According to the findings, the banking index followed a general upward trend between 2005 and 2021, with a significant increase observed particularly after 2021. While the inflation rate remained low and stable from 2005 to 2019, it started to rise after 2019. GDP, on the other hand, consistently

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Kurniawan, Wawan, and Kadir Kadir. "International Trade Price Index: A Leading Indicator for Indonesia's Inflation?" Economics Development Analysis Journal 12, no. 2 (2023): 182–93. http://dx.doi.org/10.15294/edaj.v12i2.63088.

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As one of essential indicators in economy, inflation rate can be determined by several factors. One of these factors is price index other than CPI, representing price change, other at consumer level. Many studies have examined the effect of price indices such as Producer Price Index (PPI) and Wholesale Price Index (WPI) on inflation, including in Indonesia. However, in an open economy, the level of openness, which can be approximated by International Trade Price Index (IHPI), may also influence changes in inflation. In Indonesia, no studies still examine the nexus between ITPI and inflationThi

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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 (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 il

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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 (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

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Depari, Genesis Sembiring. "MACROECONOMICS FACTOR: THE IMPACT ON STOCK PRICE INDEX." Klabat Accounting Review 3, no. 2 (2022): 23. http://dx.doi.org/10.60090/kar.v3i2.880.23-32.

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The objective of this study is to determine the link between macroeconomic variables and JCI, STI, and KLSE which are the stock price indexes of Indonesia, Singapore, and Malaysia stock price indexes. Multiple linear regression is used to investigate the influence of four macroeconomic factors on the stock market composite index, namely GDP growth, broad money (money supply), inflation, and interest rate spread. The finding indicates that inflation has a negative effect, while interest rate spread positively affecting the stock price Indexes. Investors may profit from this situation by purchas

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Erdyana, Eka Briza, and Ris Yuwono Yudo Nugroho. "Inflation and policy response: A case study of Indonesia during the Covid-19 pandemic." BIO Web of Conferences 146 (2024): 01042. http://dx.doi.org/10.1051/bioconf/202414601042.

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Through the responses and contributions generated during the COVID-19 pandemic from March 2020 to April 2023, this research aims to analyse the monetary determinants of inflation in Indonesia. The dependent variables in this research include consumer price index inflation (CPI) and core inflation. In contrast, the independent variables are variables on the monetary side, which include interest rate policy, money supply (M2), and the exchange rate of the United States dollar against the rupiah. This research uses a quantitative approach with the Vector Error Correction Model (VECM) as the analy

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Mustifa, Ghulam, Zaheer Abbas, and Waseem Shahid Malik. "MONEY PRICE CAUSALITY AND THE ROLE OF FINANCIAL CRISIS." Pakistan Journal of Social Research 04, no. 02 (2022): 1067–78. http://dx.doi.org/10.52567/pjsr.v4i2.602.

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Quantity Theory of Money is subject to many critiques. One major critique is that it does not provide causal relation between money and prices. It generates a direct and proportional relationship between money and prices. If we causally link money and prices, then it could be argued that monetary growth is not always inflationary. To test this argument, we have selected quarterly data of the U.S economy over the period of 1991 to 2011. We have divided the time series into -periods i.e., normal times {1991 to 2005} and crisis period {2006 to 2011}. Over these sub-samples, the study applied diff

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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 (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

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Gadasandula, Krishna. "Effect of Macroeconomic Determinants on Indian Stock Market." Asian Journal of Managerial Science 8, no. 2 (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

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Streidl, Derek. "The Coffee Index: Using Everyday Consumer Goods to Dispel Perceived Inflation." Applied Economics and Finance 11, no. 4 (2024): 50. http://dx.doi.org/10.11114/aef.v11i4.7361.

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Perceived Inflation is a term used in behavioral economics to address the public's hypersensitivity to their local and national economies, often believing the inflation rates are higher than they actually are. Mass pattern thinking like this can be dangerous to markets, resulting in panic both in consumer purchasing and policymaking both. With the political stage being in a state of constant flux and turbulence both domestically and abroad, dispelling perceived inflation should be a prime directive of financial education given to the public and policymakers alike. This study aims to dispel the

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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 (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 fro

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Skare, Marinko, Beata Gavurova, and Dean Sinkovic. "Unraveling the Dynamics of Inflation Persistence: A Long-Memory Analysis of Headline Inflation Convergence and Divergence in European Economies." Contemporary Economics 17, no. 4 (2023): 406–23. http://dx.doi.org/10.5709/ce.1897-9254.519.

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This comprehensive study delves into the Harmonised Consumer Price Index (HCPI) behavior across European economies from the early 2000s to the post-pandemic period. By analyzing the patterns of convergence and divergence in HCPI persistence, the study aims to uncover the common external and country-specific factors driving these dynamics. Utilizing the local Whittle estimation method, the research examines the long-memory properties of headline inflation through monthly data from January 1996 to January 2023. The study expands upon existing knowledge of inflation persistence by exploring its c

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Yeoh, Wee Win. "To Study Inflation Impact in Malaysia Against the Stock Portfolio Investment in Bursa Malaysia." Interdisciplinary Social Studies 2, no. 6 (2023): 2016–24. http://dx.doi.org/10.55324/iss.v2i6.326.

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Background: The rising of the inflation had triggered to need to choose the right investment to beat the inflation. The study will focus on the potential impact in investing in diversified stock portfolio within the stock market exchange in Bursa Malaysia. Aim: The goal of the research is target to understand the potential existence of the positive correlation and relationship between the KLSE market index and the inflation rate through the CPI. Method: The quantitative analysis method will be conducted to study the historical data based on the past 20 years’ trend of data from both inflation

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Pandey, Netra Kumar. "Variables and NEPSE Index." Bhairahawa Campus Journal 6, no. 1-2 (2023): 17–32. http://dx.doi.org/10.3126/bhairahawacj.v6i1-2.65192.

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In the context of Nepal, this study investigates the long- and short-term factors that affect inflation with monthly time series data of fiscal year 2016/17 to 2021/22 (70 observations) employing the ARDL bounds test and error correction technique of econometric analysis. In order to identify the order of integration, the stationary of all variables were investigated by running PP test. Variables are found to be stationary at level I (0) and first I (1) difference. In this study NEPSE Index (NI) is the dependent variable and Interest Rate (IR), Broad Money Supply (MS), Exchange Rate (ER) and I

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