Inflation in Africa, 1960–2015

Philip Hans Franses and Eva Janssens

Journal of International Financial Markets, Institutions and Money, 2018, vol. 57, issue C, 261-292

Abstract: We present various stylized facts about annual CPI based inflation in 47 African countries. Some stylized facts concern time series properties for each of the series but also across series. To achieve a useful and relevant dataset, we impute all missing values in the sample 1960–2015 using a new method based on postage stamps prices. This results in a balanced panel of annual figures from 1960 to and including 2015 for 47 countries.

Keywords: Inflation; Africa; Correlations; Predictability (search for similar items in EconPapers)
JEL-codes: C22 C53 C82 E31 N17 (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:intfin:v:57:y:2018:i:c:p:261-292

DOI: 10.1016/j.intfin.2018.09.005

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