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Author = Torkamani, Mehdí

Number of Articles: 1
Price Change Transmission Mechanism from Producer Price Index to Consumer Price Index in Iran

Mohamad Hasan Fetros; Mehdí Torkamani

Volume 11, Issue 35 , July 2008, , Pages 141-158

Abstract
  This paper studies the price change transmission mechanism from producer price index to consumer price index using Vector Autoregressive (VAR) model.  We use the monthly data on the PPI, WPI, and CPI for the period 1990:4 to 2005:3 The results from impulse response function suggest that a positive ...  Read More