Tiwari, Aviral Kumar - In: Economic Modelling 29 (2012) 5, pp. 1571-1578
The paper examines Granger-causality between the producers' and the consumers' price using Australian data within the frequency domain framework. For long run relation, the Johansen and Juselius (1990) maximum likelihood approach to cointegration was utilized. The test is also supplemented by...