The Relationship Between Inflation and Stock Market Shocks: Analysis Using VAR and BVAR Models

Student: Evgeniya Ekimova

Educational Programme: Economics (Bachelor)

Year of Graduation: 2024

This paper investigates the relationship between inflation and stock prices in Russia in order to assist investors and businesses to make knowledgeable decisions amidst fluctuations in the inflation rate. The aim of the study is to comprehend the relationships between inflation and movements in the stock market, utilizing time series data to evaluate the extent of their interdependence. Applying VAR and BVAR methodologies, this research seeks to provide insight into how inflationary pressures and shocks in the stock market influence each other over time and foster a deeper understanding of macroeconomic dynamics.

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