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Author = Abdollahzadeh, Sajjad

Number of Articles: 1
Dynamic Causality between Consumer Price and Producer Price in Iran: An Application of Continuous Wavelet Transformation

Firouz Fallahi; Hossein Asgharpur; Sajjad Abdollahzadeh

Volume 20, Issue 62 , April 2015, , Pages 81-107

https://doi.org/10.22054/ijer.2015.2490

Abstract
  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 dynamics ...  Read More