CPI vs. PPI: Which drives which?
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DOI: 10.1007/s11459-009-0018-z
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Cited by:
- Kai-Yin Woo & Shu-Kam Lee & Cho-Yiu Joe Ng, 2018. "An Investigation Into The Dynamic Relationship Between Cpi And Ppi: Evidence From The Uk, France And Germany," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 64(05), pages 1081-1100, July.
- Ülke, Volkan & Ergun, Ugur, 2013. "The Relationship between Consumer Price and Producer Price Indices in Turkey," MPRA Paper 59437, University Library of Munich, Germany.
- Tiwari, Aviral Kumar & Suresh K.G., & Arouri, Mohamed & Teulon, Frédéric, 2014.
"Causality between consumer price and producer price: Evidence from Mexico,"
Economic Modelling, Elsevier, vol. 36(C), pages 432-440.
- Aviral Kumar Tiwari & Suresh K.G. & Mohamed Arouri & Frédéric Teulon, 2014. "Causality between consumer price and producer price: Evidence from Mexico," Working Papers 2014-292, Department of Research, Ipag Business School.
- Ivo da Rocha Lima Filho, Roberto, 2019. "Does PPI lead CPI IN Brazil?," International Journal of Production Economics, Elsevier, vol. 214(C), pages 73-79.
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More about this item
Keywords
consumer price index (CPI); producer price index (PPI); price transmission; E31; E37; C22; 消费物价指数; 生产者价格指数; 价格传递;All these keywords.
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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