Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
Year of publication: |
2013
|
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Authors: | Tiwari, Aviral Kumar ; Mutascu, Mihai ; Andries, Alin Marius |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 151-159
|
Subject: | Producer Price Index | Consumer Price Index | Time-frequency analysis | Non-stationary time-series | Wavelets | Verbraucherpreisindex | Consumer price index | Zeitreihenanalyse | Time series analysis | Erzeugerpreisindex | Producer price index | Zustandsraummodell | State space model | Rumänien | Romania |
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