Tiwari, Aviral Kumar; Mutascu, Mihai; Andries, Alin Marius - In: Economic Modelling 31 (2013) C, pp. 151-159
This study analyses Granger-causality between the return series of CPI and PPI (i.e., inflation measured by CPI and PPI) for Romania, by using monthly data covering the period of 1991m1 to 2011m11. To analyse the issue in depth, this study decomposes the time-frequency relationship between CPI-...
