Money Growth

This repository aims to discover money growth influence on inflation. In order achieve that goal several Jupyter notebooks were developed:

Gather relevant economic information (data-preparation.ipynb): nominal GDP, broad money aggregates (M3, M4x) and inflation (CPI).
Process the data to describe money velocity behavior, model it and model inflation with a Markov-switching model dependent on present and past nominal GDP, broad money aggregates and money velocity changes (money-growth.ipynb).

More information

The full Master's theis (in Spanish) and LaTeX sources can be checked on MECO-Hesperides-TFM.

Name		Name	Last commit message	Last commit date
Latest commit History 25 Commits
data		data
figures		figures
.env.example		.env.example
.gitignore		.gitignore
.python-version		.python-version
README.md		README.md
data-plotting.ipynb		data-plotting.ipynb
data_preparation.py		data_preparation.py
money-aggretates-comparison.ipynb		money-aggretates-comparison.ipynb
money-growth.ipynb		money-growth.ipynb
pyproject.toml		pyproject.toml
requirements.txt		requirements.txt
test.ipynb		test.ipynb
utils.py		utils.py
uv.lock		uv.lock