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- Tue Feb 14, 2012 3:21 pm
- Forum: Econometric Discussions
- Topic: Steps of estimating VECM-causality relationship analysis?
- Replies: 1
- Views: 5633
Steps of estimating VECM-causality relationship analysis?
Hello everyone, how do you do? My name is Ryan and I'm doing my final paper on relationship between CPI and WPI : Causality Analysis. Data in use are monthly CPI and WPI from 1980:1 - 2011:12, which serve as the variables. As many literature suggests, if the series are I(1) and found to be cointegra...