An investigation into the dynamic relationship between CPI and PPI : evidence from the UK, France and Germany
Kai-Yin Woo, Shu-Kam Lee and Cho-Yiu Joe Ng
| Year of publication: |
2019
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|---|---|
| Authors: | Woo, Kai-yin ; Lee, Shu-kam ; Ng, Joe Cho Yiu |
| Published in: |
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0217-5908, ZDB-ID 231534-8. - Vol. 64.2019, 5, p. 1081-1100
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| Subject: | Threshold cointegration | MTAR adjustment | Granger causality | mean bias | unconditional half-life | Deutschland | Germany | Frankreich | France | Kointegration | Cointegration | Kausalanalyse | Causality analysis | Verbraucherpreisindex | Consumer price index | Großbritannien | United Kingdom | Schätzung | Estimation | Erzeugerpreisindex | Producer price index |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0217590818500261 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012293536