文章基本信息

标题：Do Producer Prices Cause Consumer Prices? Some Empirical Evidence
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作者：Mohd Fahmi Ghazali ; Ooi Ai Yee ; Mohd Zulkifli Muhammad 等
期刊名称：International Journal of Business and Management
印刷版ISSN：1833-3850
电子版ISSN：1833-8119
出版年度：2008
卷号：3
期号：11
页码：78
DOI：10.5539/ijbm.v3n11P78
语种：English
出版社：Canadian Center of Science and Education
摘要：The main purpose of this paper is to examine the relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia. This research considers monthly data of consumer price index and producer price index from January 1986 to April 2007. The Johansen cointegration method suggests that there is long-run equilibrium relationship between these two variables. Both Engle Granger and Toda-Yamamoto causality tests find that there is uni-directional causality running from PPI to CPI.