The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia

The purpose of this research is to investigate that the relationship between producer price index (PPI) and consumer price index (CP1) in Malaysia. In contrast with previous studies, many information of the PPI to be useful forecasts improve to the CPI. The research use monthly data of consumer p...

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Main Author:	Then, Linda Wee Mei
Format:	Thesis
Language:	English
Published:	2011
Subjects:	HG Finance
Online Access:	http://ir.unimas.my/id/eprint/9054/2/Linda%28fulltext%29.pdf
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id	my-unimas-ir.9054
record_format	uketd_dc
spelling	my-unimas-ir.90542023-05-03T09:22:51Z The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia 2011 Then, Linda Wee Mei HG Finance The purpose of this research is to investigate that the relationship between producer price index (PPI) and consumer price index (CP1) in Malaysia. In contrast with previous studies, many information of the PPI to be useful forecasts improve to the CPI. The research use monthly data of consumer price index (CPO and producer price index (PPI) from period January 1986 to December 20 1~ The unit root test and Johansen co integration test is used to investigate the transfer of change from consumer price index and producer price index, or in other words to test the existence or not of a long-term relationship between the two variables. Granger Causality test to find that there is uni-directional or bi-directional causality between the PPI and CPI. The result shown that policy makers to rely more on the link to between CPI and PPI and use changes in PPI to predict changes in CPI. Universiti Malaysia Sarawak, (UNIMAS) 2011 Thesis http://ir.unimas.my/id/eprint/9054/ http://ir.unimas.my/id/eprint/9054/2/Linda%28fulltext%29.pdf text en validuser masters Universiti Malaysia Sarawak, (UNIMAS) Faculty of Economics and Business
institution	Universiti Malaysia Sarawak
collection	UNIMAS Institutional Repository
language	English
topic	HG Finance
spellingShingle	HG Finance Then, Linda Wee Mei The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
description	The purpose of this research is to investigate that the relationship between producer price index (PPI) and consumer price index (CP1) in Malaysia. In contrast with previous studies, many information of the PPI to be useful forecasts improve to the CPI. The research use monthly data of consumer price index (CPO and producer price index (PPI) from period January 1986 to December 20 1~ The unit root test and Johansen co integration test is used to investigate the transfer of change from consumer price index and producer price index, or in other words to test the existence or not of a long-term relationship between the two variables. Granger Causality test to find that there is uni-directional or bi-directional causality between the PPI and CPI. The result shown that policy makers to rely more on the link to between CPI and PPI and use changes in PPI to predict changes in CPI.
format	Thesis
qualification_level	Master's degree
author	Then, Linda Wee Mei
author_facet	Then, Linda Wee Mei
author_sort	Then, Linda Wee Mei
title	The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
title_short	The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
title_full	The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
title_fullStr	The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
title_full_unstemmed	The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia
title_sort	relationship between consumer price index (cpi) and producer price index (ppi) in malaysia
granting_institution	Universiti Malaysia Sarawak, (UNIMAS)
granting_department	Faculty of Economics and Business
publishDate	2011
url	http://ir.unimas.my/id/eprint/9054/2/Linda%28fulltext%29.pdf
_version_	1783728020755841024

The relationship between consumer price index (CPI) and producer price index (PPI) in Malaysia

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