Asymmetric Shocks and Co-movement of Price Indices

Nasir Rao and Syed Bukhari

Working Papers from eSocialSciences

Abstract: This paper is an attempt to gauge the relationship between the long run paths of consumer price index and wholesale price index of Pakistan. For the empirical analysis the Johansen cointegration technique has been applied on monthly data (1978 to 2010) of WPI and CPI

Keywords: price indices; consumer price index; pakistan; wholesale price index; CPI; WPI; Johansen cointegration; inflation; policymakers; GDP deflator; supply side (search for similar items in EconPapers)
Date: 2011-02
New Economics Papers: this item is included in nep-cis
Note: Institutional Papers
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Citations: View citations in EconPapers (3)

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Related works:
Working Paper: Asymmetric Shocks and Co-movement of Price Indices (2011)
Working Paper: Asymmetric Shocks and Co-movement of Price Indices (2010)
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