Akdi, Yilmaz; Berument, Hakan; Mümin Cilasun, Seyit - In: Physica A: Statistical Mechanics and its Applications 360 (2006) 2, pp. 483-492
A possible relationship between the Consumer Price Index and the Wholesale Price Index has been analyzed for long and short-run relationships. Conventional Engle and Granger [Estimation Test Econ. 55(1987) 2251–276] and Johansen's [J. Econ. Dyn. Control 12 (1988) 231–254] cointegration tests...
