Dynamic causality between <scp>PPI</scp> and <scp>CPI</scp> in China: A rolling window bootstrap approach
نویسندگان
چکیده
The relationship between PPI and CPI is one of the hotspots in study macroeconomics. Taking China as an example, paper tests dynamic causality during period 2000:M1-2019:M12. In view structural mutations time series variables, bootstrap rolling-window test applied to restudy causal relationship. As a result, it exists bidirectional transmission mechanism PPI, both positive reverse PPI. addition putting more emphasis on CPI, formulation macroeconomic policy needs focus correlation then government can implement targeted measures, such strengthening comprehensive application monetary fiscal policy, further deepening supply-side reform, optimizing industrial structure strengthen internal
منابع مشابه
the relationship between language and social capital in ilami kurdish: a sociopragmatic approach
چکیده زبان به عنوان یک وسیله در ایجاد و بازسازی سرمایه اجتماعی در چند دهه گذشته مورد توجه بوده است. اگر چه درباره سرمایه اجتماعی و سازه های مربوط به آن زیاد نوشته شده است ولی خیلی کم بر روی اینکه چطور زبان می تواند باعث ایجاد اعتماد یا بی اعتمادی بشود مطالعه ای انجام شده است. این مطالعه به منظور تحقق دو هدف انجام گرفته است. اول تلاش خواهد شد تا یک گونه شناسی از واژگانی که مردم کرد زبان شهر ا...
15 صفحه اولEconomic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window*1
The purpose of this investigation is to research the causal link between economic policy uncertainty (EPU) and the housing returns (HR) in Germany. In the estimated vector autoregressive models, we test its stability and find the short-run relationship between HR and EPU is unstable. As a result, a time-varying approach (bootstrap rolling window causality test) is utilized to revisit the dynami...
متن کاملInvestigating the Relationship between Money Growth and Inflation in Turkey: A Nonlinear Causality Approach
Theories on the relationship between money and inflation had largely been shaped around the positive relationship and money causality for inflation before the Post-Keynesians. Since the 1980s, this idea emerged that there might be no correlation between money growth and inflation. In the case of existence, the causality is reversed, so money is endogenous somehow. However, practically there is ...
متن کاملcohesion and cohesive devices in a contrastive analysis between ge and esp texts
the present study was an attempt to conduct a contrastive analysis between general english (ge) and english for specific purposes (esp) texts in terms of cohesion and cohesive devices. to this end, thirty texts from different esp and ge textbooks were randomly selected. then they were analyzed manually to find the frequency of cohesive devices. cohesive devices include reference, substitution, ...
15 صفحه اولBootstrap panel Granger-causality between government spending and revenue
Using bootstrap panel analysis, allowing for cross-country correlation, without the need of pre-testing for unit roots, we study the causality between government revenue and spending for the EU in the period 1960-2006. Spend-and-tax causality is found for Italy, France, Spain, Greece, and Portugal, while tax-and-spend evidence is present for Germany, Belgium, Austria Finland and the UK, and for...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: International Journal of Finance & Economics
سال: 2021
ISSN: ['1076-9307', '1099-1158']
DOI: https://doi.org/10.1002/ijfe.2476