Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis

AM Andries - 2013 - alexandria.unisg.ch
This study analyses Granger-causality between the return series of CPI and PPI (ie, inflation
measured by CPI and PPI) for Romania, by using monthly data covering the period of …

Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis

AM Andries - 2013 - alexandria.unisg.ch
This study analyses Granger-causality between the return series of CPI and PPI (ie, inflation
measured by CPI and PPI) for Romania, by using monthly data covering the period of …