In order to verify this hypothesis, it is possible to use measurement and analysis of the relationship between cash shocks and financial market indicators and present the results of the standard models used in the research. The VAR self-regression model, which relies on testing the stability of time series unit roots, as well as using impulse response functions and variance component analysis that measures the impact of cash shocks on financial market indicators. The research concluded a number of conclusions, the most important of which showed a significant impact of direct cash shocks through the impact of narrow cash supply on the general price index at a significant level of 5%, indicating a positive relationship in transmitting the shock of narrow cash supply to the general price index."