Search Results - subject:"Frequency Domain Approach"

Does CPI Granger-Cause WPI? New Extensions from Frequency Domain Approach in Pakistan

Muhammad, Shahbaz; Kumar, A.T.K.; Mohammad, Iqbal Tahir - Volkswirtschaftliche Fakultät, … - 2012

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...

Persistent link: https://www.econbiz.de/10011109571

Inflation Persistence and Changes in the Monetary Regime: The Argentine Case

D´Amato, Laura; Garegnani, Lorena; Paladino, Juan M. Sotes - Banco Central de la República Argentina - 2007

changes in mean inflation can be detected by simple observation. We adopt both a timeseries univariate and a frequency-domain … approach. Following the former perspective breaks in the mean are identified, with inflation being highly persistent during the …�ation can be detected by simple observation. We adopt both a time- series univariate and a frequency-domain approach. Following …

Persistent link: https://www.econbiz.de/10010849676