Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10003373506
The Granger-causal relationship between the size and dispersion of fluctuations in sub-components of the US Consumer Price Index (CPI) is examined using both in-sample and out-of-sample tests and data from January 1968 to December 2008. Strong in-sample evidence is found for feedback between...
Persistent link: https://www.econbiz.de/10013061335
Persistent link: https://www.econbiz.de/10009381536
Persistent link: https://www.econbiz.de/10009713502