World Commodity Prices as a Forecasting Tool for Retail Prices : Evidence From the United Kingdom /
This paper investigates, using cointegration and Granger-causality techniques, whether a stable long-run co-movement exists between world commodity prices and U.K. retail prices, and whether short-run changes in commodity prices convey information about future movements in U.K. retail prices. The re...
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Drugi avtorji: | |
Format: | Revija |
Jezik: | English |
Izdano: |
Washington, D.C. :
International Monetary Fund,
1997.
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Serija: | IMF Working Papers; Working Paper ;
No. 1997/070 |
Online dostop: | Full text available on IMF |