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:: year 8, Issue 26 (winter 2016) ::
JMBR 2016, 8(26): 521-541 Back to browse issues page
Does Producer Price Index Lead Consumer Price Index?
Mahdi Barakchian , Saeed Bayat *1 , Hooman Karami
Abstract:   (3225 Views)

Many Iranian economists believe that producer price index (PPI) inflation lead consumer price index (CPI) inflation. Based on this hypothesis, increasing (decreasing) in PPI inflation is a signal for future increasing (decreasing) in CPI inflation. Using CPI and PPI sub components, this paper tests the abovementioned hypothesis. 359 sub components of consumer basket and 751 sub components of producer basket during 1383 to 1392 are information used in calculations. The results show that PPI inflation does not lead CPI inflation, but by eliminating the common sub components between CPI and PPI from PPI components and reconstructing PPI, we see that reconstructed PPI inflation can lead CPI inflation both in long and short run

Full-Text [PDF 699 kb]   (2715 Downloads)    
Type of Study: Empirical Study | Subject: Monetary Policy, Central Banking, and the Supply of Money and Credit (E5)
Received: 2015/03/14 | Accepted: 2015/08/31 | Published: 2016/09/21
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Creative Commons License This work is licensed under a Creative Commons Attribution-NonCommercial 4.0 International License.
year 8, Issue 26 (winter 2016) Back to browse issues page
فصلنامه پژوهش‌های پولی-بانکی Journal of Monetary & Banking Research
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