The dynamic causality between commodity prices, inflation and output in China : a bootstrap rolling window approach
Year of publication: |
January 2018
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Authors: | Zhang, Xu ; Liu, Xiaoxing ; Hang, Jianqin ; Yao, Dengbao |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 4, p. 407-425
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Subject: | Commodity prices | inflation | output | cost-price mechanism | time-varying causality | Inflation | Rohstoffpreis | Commodity price | China | Bruttoinlandsprodukt | Gross domestic product | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Schock | Shock |
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