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

AK Tiwari, M Mutascu, AM Andries - Economic Modelling, 2013 - Elsevier
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 …

CPI and PPI: Who drives who in the time-frequency space?

M Bidan, R MESTRE - 2024 - researchsquare.com
The purpose of this study is to examine the relationship between Consumer Price Index and
Producer Price Index across various business cycles in France. Concerning methodological …

RELATIONSHIP BETWEEN PPI AND CPI IN AZERBAIJAN: A WAVELET APPROACH.

V Rahimov - Journal of Economic Sciences: Theory & …, 2024 - search.ebscohost.com
This paper aims to study the relationship between producer price index (PPI) and consumer
price index (CPI), as well as between components of producer prices and components of …

Dynamic Causality between Consumer Price and Producer Price in Iran: An Application of Continuous Wavelet Transformation

F Fallahi, H Asgharpur, S Abdollahzadeh - Iranian Journal of Economic …, 2015 - ijer.atu.ac.ir
In this study, the continuous wavelet transformation approach is employed to test the
dynamics of the causality between two principal inflation indices ie consumer price index …

Causality between consumer price and producer price: Evidence from Mexico

AK Tiwari, KG Suresh, M Arouri, F Teulon - Economic Modelling, 2014 - Elsevier
We examine the relationship between two inflation indices, consumer price index (CPI) and
producer price index (PPI) for Mexico, a case study country which has successfully …

[PDF][PDF] DISTINCTIVE CHARACTERISTICS OF THE CAUSALITY BETWEEN THE PPI AND CPI: EVIDENCE FROM ROMANIA.

K Khan, SU Chi-Wei, NC Moldovan… - Economic Computation & …, 2017 - eadr.ro
This paper examines the causal relationship between the producer price index (PPI) and
consumer price index (CPI) in Romania. The Granger full sample test shows unidirectional …

Characteristics of inflation in Greece: mean spillover effects among CPI components

N Apergis - 2011 - eprints.lse.ac.uk
The objective of this paper is to investigate the behaviour of various CPI components in
terms of their spillover behaviour. This is the first study analyzing the causal relationship …

Causality between wholesale price and consumer price indices in India: An empirical investigation in the frequency domain

AK Tiwari - Indian Growth and Development Review, 2012 - emerald.com
Purpose–The purpose of this study is to attempt to analyze Granger causality in the
frequency domain framework between producers' prices measured by wholesale price index …

[PDF][PDF] A LINKAGE BETWEEN PRODUCER AND CONSUMER PRICES IN EUROPEAN COUNTRIES

M BOŠNJAK, I NOVAK, K DUMANČIĆ - 2023 - jopafl.com
This paper examines a linkage between consumer and producer prices within European
countries. The research sample in this paper includes 23 European countries and monthly …