新冠肺炎疫情和俄乌战争对南亚和东南亚通货膨胀率的影响

Tareq Rahman, Md Israt Rayhan
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引用次数: 0

摘要

货币的金融价值和经济的整体稳定性受到通货膨胀的显著影响。为了调查2019年1月至2022年12月期间新冠肺炎大流行和俄乌战争对南亚和东南亚国家持续通货膨胀率的影响,本研究使用了国际货币基金组织的月度通货膨胀率数据。采用自回归综合移动平均模型对通货膨胀率进行预测,并采用Bai-Perron方法估计月度通货膨胀率序列的结构分解。采用图形方法和理论检验对模型进行诊断,并采用Chow检验对月度通货膨胀率序列的结构破坏进行评估。研究结果表明,自2022年2月以来的俄罗斯-乌克兰战争对选定国家的影响比2020年1月至2021年12月期间的COVID-19大流行更为显著。达卡大学学报(自然科学版),71(2):169- 175,2023 (7)
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Impact of COVID-19 and Russia-Ukraine war on the inflation rate of South and Southeast Asia
The financial value of money and the overall stability of an economy are significantly impacted by inflation. To investigate the effect of the COVID-19 pandemic and the Russia-Ukraine war on constant inflation rates in South and Southeast Asian countries between January 2019 and December 2022, this research utilizes monthly inflation rate data from the International Monetary Fund. Autoregressive integrated moving average modeling and prediction of inflation rates and the Bai-Perron method to estimate the structural breakdown of monthly inflation rate series are employed. Graphical methods and theoretical tests are used to diagnose the models, and the Chow test is utilized to assess structural breakdown in the monthly inflation rate series. The findings indicate that the Russia-Ukraine war since February 2022 has a more significant impact on the selected countries than the COVID-19 pandemic during January 2020 to December 2021. Dhaka Univ. J. Sci. 71(2): 169-175, 2023 (July)
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