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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.
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页码:345 / 349
页数:5
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