Price transmission within the PPI for intermediate goods

Monthly Labor Review

Volumn 128, Issue 5, 2005, Pages 41-49

  Weinhagen, Jonathan ^a  

^a Office of Prices and Living Conditions   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 28244451310     PISSN: 00981818     EISSN: 00981818     Source Type: Journal    
DOI: None     Document Type: Review

References (27)

1. For more information, see Bureau of Labor Statistics Handbook of Methods, ch. 14, "Producer Price Indexes," on the Internet at www.bls.gov/opub/hom/pdf/homch14.pdf.
2. S. Brock Blomberg and Ethan Harris, "The Commodity-Consumer Price Connection: Fact or Fable?" Federal Reserve Bank of New York Economic Policy Review, October 1995, pp. 21-38.
3. Fred Furlong and Robert Ingenito, "Commodity Prices and Inflation," Federal Reserve Bank of San Francisco Economic Review, 1996, no. 2, pp. 27-47.
4. Todd Clark, "Do Producer Prices Lead Consumer Prices?" Federal Reserve Bank of Kansas Economic Review, third quarter, 1995, pp. 26-39.
5. Tae-Hwy Lee and Stuart Scott, "Investigating Inflation Transmission by Stages of Processing," in Robert Engle and Halbert White, eds., Cointegration, Causality, and Forecasting: A Festschrift in Honor of Clive W.J. Granger, ch. 12 (England, Oxford University Press, August 1999), pp. 283-300.
6. Jonathan Weinhagen, "An Empirical Analysis of Price Transmission by Stage of Processing," Monthly Labor Review, November 2002, pp 3-11.
7. Harris and Blomberg, "The Commodity-Consumer Price Connection: Fact or Fable?" 1995,
8. Furlong and Ingenito, "Commodity Prices and Inflation," 1996;
9. Clark, "Do Producer Prices Lead Consumer Prices?" 1995;
10. and Weinhagen, "An Empirical Analysis of Price Transmission," 2002.
11. William Greene, Econometric Analysis (Upper Saddle River, New Jersey, Prentice-Hall Inc., 1997), pp. 815-16.
12. Blomberg and Harris, 'The Commodity-Consumer Price Connection: Fact or Fable?" 1995;
13. Clark, "Do Producer Prices Lead Consumer Prices?" 1995;
14. Furlong and Ingenito, "Commodity Prices and Inflation," 1996;
15. and Weinhagen, "An Empirical Analysis of Price Transmission," 2002.
16. See Handbook of Methods, on the Internet at www.bls.gov/opub/hom/pdf/ homch14.pdf
17. David Dickey and Wayne Fuller, "Distribution of the Estimators for Autoregressive Time Series with a Unit Root," Journal of the American Statistical Association, vol. 74, 1979, pp. 427-31.
18. Philip Hans Franses, Time Series Models for Business and Economic Forecasting (Cambridge, United Kingdom, Cambridge University Press, 1998).
19. Greene, Econometric Analysis, 1997, p. 161.
20. John Dinardo and Jack Johnston, Econometric Methods (New York, McGraw Hill, College Division, 1996), pp. 289-301.
21. Dinardo and Johnston, Econometric Methods, 1996.
22. EVIEWS 4.0 is a software program.
23. Lee and Scott, "Investigating Inflation Transmission by Stages of Processing," 1999
24. and Weinhagen, "An Empirical Analysis of Price Transmission," 2002.
25. Weinhagen, "An Empirical Analysis of Price Transmission," 2002.
26. Weinhagen, "An Empirical Analysis of Price Transmission," 2002, Ibid.
27. Weinhagen, "An Empirical Analysis of Price Transmission," 2002, Ibid. Weinhagen showed these causal relationships.