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. - Elsevier, ISSN 0264-9993. - Vol. 31.2013, C, p. 151-159
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Publisher: |
Elsevier |
Subject: | Producer Price Index | Consumer Price Index | Time-frequency analysis | Non-stationary time-series | Wavelets |
Type of publication: | Article |
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Classification: | C10 - Econometric and Statistical Methods: General. General ; C82 - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data ; E32 - Business Fluctuations; Cycles ; E47 - Forecasting and Simulation ; E52 - Monetary Policy (Targets, Instruments, and Effects) ; E60 - Macroeconomic Policy Formation, Macroeconomic Aspects of Public Finance, Macroeconomic Policy, and General Outlook. General |
Source: |
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Tiwari, Aviral Kumar, (2013)
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Tiwari, Aviral Kumar, (2013)
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