Money, Inflation, and Industrial Production in Tunisia: A VECM Analysis with Structural Breaks

Description

Quarterly time series dataset for Tunisia (1976Q1–2024Q4, 196 observations) comprising four macroeconomic variables: IPI (quarter-on-quarter growth rate of the Index of Industrial Production), INF (year-on-year CPI inflation rate), LM2 (natural log of broad money M2, million TND), and r (money-market interest rate). Sourced from Banque Centrale de Tunisie and World Bank series. Pre-2012 LM2 segments were constructed by log-linear interpolation between annual anchor points (disclosed and documented). Includes the full Python replication pipeline (data preparation, unit-root/structural-break tests, Johansen cointegration, VECM estimation, diagnostics, Granger causality, IRF, FEVD) and all output tables/figures reproducing every result in the accompanying manuscript, "Money, Inflation, and Industrial Production in Tunisia: A VECM Analysis with Structural Breaks, 1976–2024."

Institutions

• University of Sfax

  Sfax Governorate, Sfax

Categories

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