1HOD, Department of Commerce, Goa University, Taleigao Plateau, Goa, India
2Assistant Prof. DMC College, Assagao, Mapusa, Goa, India
Online published on 17 March, 2021.
The paper studies Impact of Inflation on Gold Prices Fluctuations in India, China and USA. Applying co-integration and vector error correction models (VECM), Vector Auto Regression (VAR) and Granger Causality to data for 1996-2015 and found that there is a co-integration between the India Inflation and Gold Prices and in USA and China found that there is a Short term relationship between Inflation and Gold Prices.
Gold Prices, Inflation, Co-integration, VAR, VECM, Granger Causality, Co-integration
