Causal relationship between wages and prices in UK: VECM analysis and Granger causality testing
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References listed on IDEAS
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More about this item
KeywordsVECM; Granger causality; real wages; prices; cointegration ; OLS;
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
- J01 - Labor and Demographic Economics - - General - - - Labor Economics: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-22 (All new papers)
- NEP-CIS-2011-10-22 (Confederation of Independent States)
- NEP-MAC-2011-10-22 (Macroeconomics)
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