DYNAMIC CAUSALITY BETWEEN CONSUMER PRICE AND PRODUCER PRICE IN IRAN: AN APPLICATION OF CONTINUOUS WAVELET TRANSFORMATION

Q: How can I download an article?

To download an article from SID, first log in to the site, search for the article title, and click on the 'Download Article' option.

Q: How can I download an ISI article?

To download an ISI article on SID, enter the keyword or article title in the search bar, view the relevant results, click on the desired article, and select the 'Download Article' option.

Q: How can I access the SID database?

To access the SID database, visit SID.ir, create an account, and log in to access scientific resources.

Q: Is downloading articles from SID free?

Some articles on SID are available for free, while others require payment. Details are specified on the article's page.

FALLAHI FIROUZ; ASGHARPUR HOSSEIN; ABDOLLAHZADEH SAJJAD

Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Journal Paper

Paper Information

Journal: Iranian Journal of Economic Research Year:2015 | Volume:20 | Issue:62 Page(s): 81-107

Download Full-Text

مرکز اطلاعات علمی Scientific Information Database (SID) - Trusted Source for Research and Academic Resources

Persian Verion

View:

1,063

Download:

Cites:

Information Journal Paper

Title

DYNAMIC CAUSALITY BETWEEN CONSUMER PRICE AND PRODUCER PRICE IN IRAN: AN APPLICATION OF CONTINUOUS WAVELET TRANSFORMATION

Author(s)

FALLAHI FIROUZ | ASGHARPUR HOSSEIN | ABDOLLAHZADEH SAJJAD | Issue Writer Certificate

Keywords

INFLATIONQ2

CONSUMER PRICE INDEXQ2

PRODUCER PRICE INDEXQ2

WAVELET APPROACHQ2

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 of causality between these two INFLATION indices could provide significant policy implications. One of the dominant aspects of this approach compared with the conventional causality tests is that it has a higher ability in analyzing dynamics of causality between time series. The wavelet, as a band pass filter to the time series, is stretched in time by varying its scale, which makes it possible to show the short run and long run causalities between the time series. In this paper, we apply the continuous wavelet transformation to study the INFLATIONary cycles of the Iranian economy. The results confirm both demand-pull and cost-push nature of INFLATION by indicating bidirectional causality between the CPI and PPI. In fact, the causality directions vary over time depending on different economic conditions.

Cites

No record.

References

Cite

APA: Copy

FALLAHI, FIROUZ, ASGHARPUR, HOSSEIN, & ABDOLLAHZADEH, SAJJAD. (2015). DYNAMIC CAUSALITY BETWEEN CONSUMER PRICE AND PRODUCER PRICE IN IRAN: AN APPLICATION OF CONTINUOUS WAVELET TRANSFORMATION. IRANIAN ECONOMIC RESEARCH, 20(62), 81-107. SID. https://sid.ir/paper/2814/en

Vancouver: Copy

FALLAHI FIROUZ, ASGHARPUR HOSSEIN, ABDOLLAHZADEH SAJJAD. DYNAMIC CAUSALITY BETWEEN CONSUMER PRICE AND PRODUCER PRICE IN IRAN: AN APPLICATION OF CONTINUOUS WAVELET TRANSFORMATION. IRANIAN ECONOMIC RESEARCH[Internet]. 2015;20(62):81-107. Available from: https://sid.ir/paper/2814/en

IEEE: Copy

FIROUZ FALLAHI, HOSSEIN ASGHARPUR, and SAJJAD ABDOLLAHZADEH, “DYNAMIC CAUSALITY BETWEEN CONSUMER PRICE AND PRODUCER PRICE IN IRAN: AN APPLICATION OF CONTINUOUS WAVELET TRANSFORMATION,” IRANIAN ECONOMIC RESEARCH, vol. 20, no. 62, pp. 81–107, 2015, [Online]. Available: https://sid.ir/paper/2814/en

Related Journal Papers