Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis

Economic Modelling

Volumn 31, Issue 1, 2013, Pages 151-159

  Tiwari, Aviral Kumar ^a   Mutascu, Mihai ^b,c   Andries, Alin Marius ^d  

^a ICFAI University   (India)

^b WEST UNIVERSITY OF TIMISOARA   (Romania)

^c UNIVERSITÉ D'ORLÉANS   (France)

^d ALEXANDRU IOAN CUZA UNIVERSITY OF IASI   (Romania)

Author keywords

Consumer Price Index; Non stationary time series; Producer Price Index; Time frequency analysis; Wavelets

Indexed keywords

EID: 84871760022     PISSN: 02649993     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econmod.2012.11.057     Document Type: Article

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