The lag relationship between producer and consumer prices. An unobservable variable approach

Keshab Shrestha

doi:10.1016/0165-1765(86)90227-2

The lag relationship between producer and consumer prices. An unobservable variable approach

Keshab Shrestha

Research output: Contribution to journal › Article › Research › peer-review

2 Citations (Scopus)

Abstract

Here a maximum likelihood estimation technique is derived for a linear regression model with geometrically distributed lag in an unobservable variable. Then the model and the estimation technique are applied in estimating the empirical lag relationship between inflation in consumer price index and inflation in producer price index.

Original language	English
Pages (from-to)	175-179
Number of pages	5
Journal	Economics Letters
Volume	22
Issue number	2-3
DOIs	https://doi.org/10.1016/0165-1765(86)90227-2
Publication status	Published - 1986
Externally published	Yes

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10.1016/0165-1765(86)90227-2

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title = "The lag relationship between producer and consumer prices. An unobservable variable approach",

abstract = "Here a maximum likelihood estimation technique is derived for a linear regression model with geometrically distributed lag in an unobservable variable. Then the model and the estimation technique are applied in estimating the empirical lag relationship between inflation in consumer price index and inflation in producer price index.",

author = "Keshab Shrestha",

year = "1986",

doi = "10.1016/0165-1765(86)90227-2",

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AB - Here a maximum likelihood estimation technique is derived for a linear regression model with geometrically distributed lag in an unobservable variable. Then the model and the estimation technique are applied in estimating the empirical lag relationship between inflation in consumer price index and inflation in producer price index.

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DO - 10.1016/0165-1765(86)90227-2

M3 - Article

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SN - 0165-1765

VL - 22

SP - 175

EP - 179

JO - Economics Letters

JF - Economics Letters

IS - 2-3

ER -

The lag relationship between producer and consumer prices. An unobservable variable approach

Abstract

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