Shahbaz, Muhammad; Tiwari, Aviral Kumar; Tahir, … - In: Economic Modelling 29 (2012) 5, pp. 1592-1597
The present study significantly contributes to the economic literature by investigating the direction of causality between WPI and CPI by applying frequency domain causality approach developed by Lemmens et al. (2008) based on spectral approach. We use monthly frequency data covering the period...