Estimation of long-run relationship of inflation (CPI & WPI), and oil prices with KSE-100 index: evidence from Johansen multivariate cointegration approach
This research is an attempt to framework the applied strides to evaluate the long run relationship among commonly used inflation proxies induces such as, wholesale price index (WPI) and consumer price index (CPI), and crude oil price (COP) with KSE100 index returns. In this research we used monthly...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius Gediminas Technical University
2017-06-01
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| Series: | Technological and Economic Development of Economy |
| Subjects: | |
| Online Access: | http://journals.vgtu.lt/index.php/TEDE/article/view/651 |