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The lag relationship between wholesale and consumer prices : An application of the Hatanaka-Wallace procedure

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  • Lew Silver, J.
  • Dudley Wallace, T.

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  • Lew Silver, J. & Dudley Wallace, T., 1980. "The lag relationship between wholesale and consumer prices : An application of the Hatanaka-Wallace procedure," Journal of Econometrics, Elsevier, vol. 12(3), pages 375-387, April.
    • Handle: RePEc:eee:econom:v:12:y:1980:i:3:p:375-387
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    Cited by:

    1. Shahbaz, Muhammad & Tiwari, Aviral Kumar & Tahir, Mohammad Iqbal, 2012. "Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan," Economic Modelling, Elsevier, vol. 29(5), pages 1592-1597.
    2. Rao, Nasir Hamid & Bukhari, Syed Kalim Hyder, 2010. "Asymmetric Shocks and Co-movement of Price Indices," MPRA Paper 28723, University Library of Munich, Germany.
    3. Jing Sun & Jinhui Xu & Xin Cheng & Jichao Miao & Hairong Mu, 2023. "Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1279-1289, April.
    4. Viral V. Acharya & Matteo Crosignani & Tim Eisert & Christian Eufinger, 2023. "How Do Supply Shocks to Inflation Generalize? Evidence from the Pandemic Era in Europe," NBER Working Papers 31790, National Bureau of Economic Research, Inc.
    5. Nicholas Apergis & Anthony Rezitis, 2003. "Mean spillover effects in agricultural prices: Evidence from changes in policy regimes," International Advances in Economic Research, Springer;International Atlantic Economic Society, vol. 9(1), pages 69-78, February.
    6. Yanagida, John F., 1983. "Differential Impacts Of Income And Inflation On Prices Of Major Red Meat Commodities," Journal of Food Distribution Research, Food Distribution Research Society, vol. 14(2), pages 1-5, June.
    7. Guglielmo Maria Caporale & Margarita Katsimi & Nikitas Pittis, 2002. "Causality Links between Consumer and Producer Prices: Some Empirical Evidence," Southern Economic Journal, John Wiley & Sons, vol. 68(3), pages 703-711, January.

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