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

The relationship between PPI and CPI is one of the hotspots in the study of macroeconomics. Taking China as an example, the paper tests dynamic causality between PPI and CPI during the period of 2000:M1‐2019:M12. In view of structural mutations in time series variables, the bootstrap rolling‐window...

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Veröffentlicht in:	International journal of finance and economics 2023-04, Vol.28 (2), p.1279-1289
Hauptverfasser:	Sun, Jing, Xu, Jinhui, Cheng, Xin, Miao, Jichao, Mu, Hairong
Format:	Artikel
Sprache:	eng
Schlagworte:	bootstrap Causality CPI dynamic causality Macroeconomics Monetary policy PPI rolling window
Online-Zugang:	Volltext
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