-
1
-
-
84864406524
-
The causal relationship between producer price index and consumer price index: empirical evidence from selected European countries
-
Akcay S. The causal relationship between producer price index and consumer price index: empirical evidence from selected European countries. International Journal of Economics and Finance 2011, 3:227-232.
-
(2011)
International Journal of Economics and Finance
, vol.3
, pp. 227-232
-
-
Akcay, S.1
-
2
-
-
27744522877
-
The relationship between different price indices: evidence from Turkey
-
Akdi Y., Berument H., Cilasun S.M. The relationship between different price indices: evidence from Turkey. Physics A 2006, 360:483-492.
-
(2006)
Physics A
, vol.360
, pp. 483-492
-
-
Akdi, Y.1
Berument, H.2
Cilasun, S.M.3
-
3
-
-
0036003784
-
Causality links between consumer and producer prices: some empirical evidences
-
Caporale G.M., Katsimi M., Pittis N. Causality links between consumer and producer prices: some empirical evidences. Southern Economic Journal 2002, 68:703-711.
-
(2002)
Southern Economic Journal
, vol.68
, pp. 703-711
-
-
Caporale, G.M.1
Katsimi, M.2
Pittis, N.3
-
4
-
-
77956017223
-
Financial Crises and Economic Activity
-
National Bureau of Economic Research, Inc. 15379
-
Cecchetti S.G., Kohler M., Upper C. Financial Crises and Economic Activity. NBER Working Papers 2009, 15379. National Bureau of Economic Research, Inc.
-
(2009)
NBER Working Papers
-
-
Cecchetti, S.G.1
Kohler, M.2
Upper, C.3
-
6
-
-
0010004355
-
Empirical evidence of causality from consumer to wholesale prices
-
Colclough W.G., Lange M.D. Empirical evidence of causality from consumer to wholesale prices. Journal of Econometrics 1982, 19:379-384.
-
(1982)
Journal of Econometrics
, vol.19
, pp. 379-384
-
-
Colclough, W.G.1
Lange, M.D.2
-
7
-
-
0001317970
-
Feedback between wholesale and consumer price inflation: a reexamination of the evidence
-
Cushing M.J., McGarvey M.G. Feedback between wholesale and consumer price inflation: a reexamination of the evidence. Southern Economic Journal 1990, 56:1059-1072.
-
(1990)
Southern Economic Journal
, vol.56
, pp. 1059-1072
-
-
Cushing, M.J.1
McGarvey, M.G.2
-
8
-
-
0004018816
-
-
South-Western College Publishing, Cincinnati
-
Diebold F.X. Elements of Forecasting 2001, South-Western College Publishing, Cincinnati. 2nd ed.
-
(2001)
Elements of Forecasting
-
-
Diebold, F.X.1
-
9
-
-
0000129772
-
Testing price equations for stability across spectral frequency bands
-
Engle R.F. Testing price equations for stability across spectral frequency bands. Econometrica 1978, 46:869-881.
-
(1978)
Econometrica
, vol.46
, pp. 869-881
-
-
Engle, R.F.1
-
10
-
-
0000013567
-
Cointegration and error correction representation: estimation and testing
-
Engle R.F., Granger C.W.J. Cointegration and error correction representation: estimation and testing. Econometrica 1987, 55:251-276.
-
(1987)
Econometrica
, vol.55
, pp. 251-276
-
-
Engle, R.F.1
Granger, C.W.J.2
-
12
-
-
0000351727
-
Investigation of causal relations by econometric models and cross-spectral methods
-
Granger C.W.J. Investigation of causal relations by econometric models and cross-spectral methods. Econometrica 1969, 37:424-438.
-
(1969)
Econometrica
, vol.37
, pp. 424-438
-
-
Granger, C.W.J.1
-
13
-
-
0009969096
-
The relationship between wholesale and consumer prices
-
Guthrie R.S. The relationship between wholesale and consumer prices. Southern Economic Journal 1981, 47:1046-1055.
-
(1981)
Southern Economic Journal
, vol.47
, pp. 1046-1055
-
-
Guthrie, R.S.1
-
14
-
-
0003410290
-
-
Princeton University Press, Princeton, NJ
-
Hamilton J.D. Time Series Analysis 1994, Princeton University Press, Princeton, NJ.
-
(1994)
Time Series Analysis
-
-
Hamilton, J.D.1
-
15
-
-
70350172073
-
Multicollinearity and the estimation of low order moments in stable lag distributions
-
Academic Press, New York, J. Kmenta, J. Ramsay (Eds.)
-
Hatanaka M., Wallace T.D. Multicollinearity and the estimation of low order moments in stable lag distributions. Evaluation of Econometric Models 1979, Academic Press, New York. J. Kmenta, J. Ramsay (Eds.).
-
(1979)
Evaluation of Econometric Models
-
-
Hatanaka, M.1
Wallace, T.D.2
-
16
-
-
84864401101
-
International Financial Statistics (IFS)
-
Washington DC
-
International Financial Statistics (IFS) World Bank 2011, Washington DC. 2011 ed.
-
(2011)
World Bank
-
-
-
17
-
-
49349097151
-
Measuring and testing Granger causality over the spectrum: an application to European production expectation surveys
-
Lemmens A., Croux C., Dekimpe M.G. Measuring and testing Granger causality over the spectrum: an application to European production expectation surveys. International Journal of Forecasting 2008, 24:414-431.
-
(2008)
International Journal of Forecasting
, vol.24
, pp. 414-431
-
-
Lemmens, A.1
Croux, C.2
Dekimpe, M.G.3
-
18
-
-
33750167080
-
Structural vector autoregressive analysis for cointegrated variables
-
Lütkepohl H. Structural vector autoregressive analysis for cointegrated variables. AStA Advances in Statistical Analysis 2006, 90:75-88.
-
(2006)
AStA Advances in Statistical Analysis
, vol.90
, pp. 75-88
-
-
Lütkepohl, H.1
-
19
-
-
21544453332
-
The savings and investment nexus for China: evidence from co-integration tests
-
Narayan P.K. The savings and investment nexus for China: evidence from co-integration tests. Applied Economics 2005, 37:1979-1990.
-
(2005)
Applied Economics
, vol.37
, pp. 1979-1990
-
-
Narayan, P.K.1
-
20
-
-
0035588799
-
Bounds testing approaches to the analysis of long run relationships
-
Pesaran M.H., Shin Y., Smith R.J. Bounds testing approaches to the analysis of long run relationships. Journal of Applied Econometrics 2001, 16:289-326.
-
(2001)
Journal of Applied Econometrics
, vol.16
, pp. 289-326
-
-
Pesaran, M.H.1
Shin, Y.2
Smith, R.J.3
-
24
-
-
84864401099
-
-
'Recent divergence between wholesale and consumer prices in India- a statistical exploration', RBI Occasional Papers, 19
-
Samanta, G and Mitra, S., (1998), 'Recent divergence between wholesale and consumer prices in India- a statistical exploration', RBI Occasional Papers, 19.
-
(1998)
-
-
Samanta, G.1
Mitra, S.2
-
27
-
-
78049281450
-
Empirical psychology between wholesale price and consumer price indices: the case of Pakistan
-
Shahbaz M., Wahid A.N.M., Haider A. Empirical psychology between wholesale price and consumer price indices: the case of Pakistan. The Singapore Economic Review 2010, 55:537-551.
-
(2010)
The Singapore Economic Review
, vol.55
, pp. 537-551
-
-
Shahbaz, M.1
Wahid, A.N.M.2
Haider, A.3
-
28
-
-
78049248788
-
A note on the predictive content of PPI over CPI inflation: the case of Mexico
-
Banco de Mexico, 2009-14
-
Sidaoui J., Capistran C., Chiquiar D., Ramos-Francia M. A note on the predictive content of PPI over CPI inflation: the case of Mexico. Working Paper 2009, Banco de Mexico, 2009-14.
-
(2009)
Working Paper
-
-
Sidaoui, J.1
Capistran, C.2
Chiquiar, D.3
Ramos-Francia, M.4
-
29
-
-
0009970841
-
The lag relationship between wholesale and consumer prices-an application of the Hatanaka-Wallace procedure
-
Silver J.L., Wallace T.D. The lag relationship between wholesale and consumer prices-an application of the Hatanaka-Wallace procedure. Journal of Econometrics 1980, 12:375-387.
-
(1980)
Journal of Econometrics
, vol.12
, pp. 375-387
-
-
Silver, J.L.1
Wallace, T.D.2
-
30
-
-
84861722046
-
An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
-
Tiwari A.K. An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain. Econ. Model. 2012, 10.1016/j.econmod.2012.05.010.
-
(2012)
Econ. Model.
-
-
Tiwari, A.K.1
-
31
-
-
0000383532
-
Statistical inference in vector autoregressions with possibly integrated processes
-
Toda H.Y., Yamamoto T. Statistical inference in vector autoregressions with possibly integrated processes. Journal of Econometrics 1995, 66:225-250.
-
(1995)
Journal of Econometrics
, vol.66
, pp. 225-250
-
-
Toda, H.Y.1
Yamamoto, T.2
|