Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
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
1991m1 to 2011m11. To analyse the issue in depth, this study decomposes the time-
frequency relationship between CPI-and PPI-based inflation through a continuous wavelet
approach. Our results provide strong evidence that there are cyclical effects from variables
(as variables are observed in phase), while anti-cyclical effects are not observed.
measured by CPI and PPI) for Romania, by using monthly data covering the period of
1991m1 to 2011m11. To analyse the issue in depth, this study decomposes the time-
frequency relationship between CPI-and PPI-based inflation through a continuous wavelet
approach. Our results provide strong evidence that there are cyclical effects from variables
(as variables are observed in phase), while anti-cyclical effects are not observed.
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
1991m1 to 2011m11. To analyse the issue in depth, this study decomposes the time-
frequency relationship between CPI-and PPI-based inflation through a continuous wavelet
approach. Our results provide strong evidence that there are cyclical effects from variables
(as variables are observed in phase), while anti-cyclical effects are not observed.
measured by CPI and PPI) for Romania, by using monthly data covering the period of
1991m1 to 2011m11. To analyse the issue in depth, this study decomposes the time-
frequency relationship between CPI-and PPI-based inflation through a continuous wavelet
approach. Our results provide strong evidence that there are cyclical effects from variables
(as variables are observed in phase), while anti-cyclical effects are not observed.
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