Asymmetric Shocks and Co-movement of Price Indices

This paper is an attempt to gauge the relationship between the long run paths of consumer price index and wholesale price index of Pakistan. For the empirical analysis the Johansen cointegration technique has been applied on monthly data (1978 to 2010) of WPI and CPI

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Year of publication:	2011-02
Authors:	Rao, Nasir Hamid ; Bukhari, Syed Kalim Hyder
Institutions:	eSocialSciences
Subject:	price indices \| consumer price index \| pakistan \| wholesale price index \| CPI \| WPI \| Johansen cointegration \| inflation \| policymakers \| GDP deflator \| supply side

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	Institutional Papers
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008833441