Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach

Author:

Sun Jing1,Xu Jinhui1ORCID,Cheng Xin2,Miao Jichao1,Mu Hairong3

Affiliation:

1. School of Business Qingdao University Qingdao Shandong China

2. College of Quality & Standardization, Qingdao University Qingdao Shandong China

3. Department of Land, Farm and Agribusiness Management Harper Adams University, Newport UK

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Reference70 articles.

1. Causality links between consumer and producer price inflation in South Africa;Alemu Z. G.;Applied Economics Letters,2012

2. Tests for parameter instability and structural change with unknown change point;Andrews D. W. K.;Econometrica: Journal of the Econometric Society,1993

3. Optimal tests when a nuisance parameter is present only under the alternative;Andrews D. W. K.;Econometrica: Journal of the Econometric Society,1994

4. Analysis of China's economic operation in 2000 and economic trend outlook in 2001 (2000年我国经济运行分析及2001年经济走势展望);Bai H. J.;Macroeconometrics (宏观经济研究),2000

5. The export‐output growth nexus in Japan: A bootstrap rolling window approach;Balcilar M.;Empirical Economics,2013

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