| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5054955 | Economic Modelling | 2012 | 6 Pages |
Abstract
⺠Variables are cointegrated for long run relationship. ⺠We find unidirectional causality running from CPI to WPI. ⺠This causal relationship varies across frequencies. ⺠This implies that CPI is a leading indicator for important policy decisions.
Keywords
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Muhammad Shahbaz, Aviral Kumar Tiwari, Mohammad Iqbal Tahir,