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...
| Автор: | |
|---|---|
| Інші автори: | |
| Формат: | Журнал |
| Мова: | English |
| Опубліковано: |
Washington, D.C. :
International Monetary Fund,
1997.
|
| Серія: | IMF Working Papers; Working Paper ;
No. 1997/070 |
| Онлайн доступ: | Full text available on IMF |