1. OAR@UM
  2. External Research Collection
  3. Social Sciences
  4. Finance
  5. European Research Studies Journal
  6. 2004
  7. European Research Studies Journal, Volume 7, Issue 1-2
Please use this identifier to cite or link to this item: https://www.um.edu.mt/library/oar/handle/123456789/31426
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dc.contributor.authorSaiti, Anna-
dc.date.accessioned2018-06-27T11:15:12Z-
dc.date.available2018-06-27T11:15:12Z-
dc.date.issued2004-
dc.identifier.citationSaiti, A. (2004). Cointegration and Granger causality tests on Spanish and German consumer prices. European Research Studies Journal, 7(1-2), 93-110.en_GB
dc.identifier.issn11082976-
dc.identifier.urihttps://www.um.edu.mt/library/oar//handle/123456789/31426-
dc.description.abstractThis paper employs cointegration and Granger causality tests to determine a relationship between the Spanish and the German inflation for the sample period 1976:1-1999:4 employing quarterly data. The results suggest that there is a bi-directional causality between German and Spanish inflation for the entire period as well as for the first sub-period. In the second subperiod (1986:1-1999:4) there was a stronger influence of German on Spanish prices in the short run than in the long run. This implies that not only Germany has a substantial influence on Spain, but also Spain's inflation affects Germany in a significant way. Thus, Germany can be considered as an influential country, which plays a significant role in the EU.en_GB
dc.language.isoenen_GB
dc.publisherUniversity of Piraeus. International Strategic Management Associationen_GB
dc.rightsinfo:eu-repo/semantics/openAccessen_GB
dc.subjectCointegrationen_GB
dc.subjectInflation (Finance) -- Spain -- 20th centuryen_GB
dc.subjectInflation (Finance) -- Germany -- 20th centuryen_GB
dc.titleCointegration and Granger causality tests on Spanish and German consumer pricesen_GB
dc.typearticleen_GB
dc.rights.holderThe copyright of this work belongs to the author(s)/publisher. The rights of this work are as defined by the appropriate Copyright Legislation or as modified by any successive legislation. Users may access this work and can make use of the information contained in accordance with the Copyright Legislation provided that the author must be properly acknowledged. Further distribution or reproduction in any format is prohibited without the prior permission of the copyright holder.en_GB
dc.description.reviewedpeer-revieweden_GB
dc.publication.titleEuropean Research Studies Journalen_GB
Appears in Collections:European Research Studies Journal, Volume 7, Issue 1-2

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