Nurmakhanov, Bakytzhan (A.A. 2024/2025) How does the Euro area's money supply influence inflation dynamics in Italy? Tesi di Laurea in Applied business statistics, Luiss Guido Carli, relatore Kevyn Stefanelli, pp. 41. [Bachelor's Degree Thesis]

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Abstract/Index

Background information. Problem statement. Research objectives and significance. Literature review. Quantity theory of money (QTM). Monetarism and the role of expectations. Structural breaks in time series models. VAR models in inflation forecasting and monetary policy analysis. Monetary policy uncertainty and inflation dynamics. Methodology. Stationarity testing. Structural break identification. VAR model estimation. Residual diagnostics. Causality and impulse response analysis. Granger causality results. VAR model estimation results. Residual diagnostics.

References

Bibliografia: pp. 38-40.

Thesis Type:	Bachelor's Degree Thesis
Institution:	Luiss Guido Carli
Degree Program:	Bachelor's Degree Programs > Bachelor's Degree Program in Business Administration, English language (L-18)
Chair:	Applied business statistics
Thesis Supervisor:	Stefanelli, Kevyn
Academic Year:	2024/2025
Session:	Summer
Deposited by:	Alessandro Perfetti
Date Deposited:	13 Nov 2025 10:31
Last Modified:	13 Nov 2025 10:31
URI:	https://tesi.luiss.it/id/eprint/43814

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