COMMON TRENDS, COMMODITY PRICES AND CONSUMER PRICES

被引:3
|
作者
KUGLER, P
机构
[1] Universität Bern
关键词
D O I
10.1016/0165-1765(91)90069-W
中图分类号
F [经济];
学科分类号
02 ;
摘要
A multivariate cointegration analysis of monthly data for consumer prices in the USA, West Germany, Japan on a commodity price index as well as the DM and YEN exchange rate indicates that these six variables are driven by one common trend.
引用
收藏
页码:345 / 349
页数:5
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