Dynamic Causality between Consumer Price and Producer Price in Iran: An Application of Continuous Wavelet Transformation

In this study, the continuous wavelet transformation approach is employed to test the dynamics of the causality between two principal inflation indices i.e. consumer price index (CPI) and producer price index (PPI) based on monthly data from 1990:5 to 2013:12 for the Iranian economy. Analyzing the d...

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Bibliographic Details
Main Authors: Firouz Fallahi, Hossein Asgharpur, Sajjad Abdollahzadeh
Format: Article
Language:fas
Published: Allameh Tabataba'i University Press 2015-03-01
Series:فصلنامه پژوهش‌های اقتصادی ایران
Subjects:
Online Access:https://ijer.atu.ac.ir/article_2490_42dacfb2b46c0bda7ebb71206c0b29fb.pdf