2Caporale, G. M. , Katsimi, M. and Pittis, N. , 2002 "Causality links between consumer and producer prices: Some empirical evidences", Southern Economic Journal, 65.
3Clark, T. , 1995 ," Do producer prices lead consumer prices?" ,Federal Reserve Bank of Kansas City Economic Review,80.
4Cushing, M. J and M. G, McGarvey, 1990, "Feedback between wholesale and consumer price inflation: A reexamination of the evidence", Southern Economic Journal, 56.
5Diebold, F. X, and Inoue, A, 2001. "Long memory and regime switching: Forecastiag and empirical methods", finance and macroeconomics, Vol. 105.
6Granger, C. W. J. , 1969, "Investigation of causal relations by econometric models and cross - spectral methods", Econometrica, 37.
7Hamilton, J. D. , 1994,Time series analysis, 2001, NJ: Princeton University Press.
8Lemmens, A. , Croux, C. and Dekimpe, M. G. , 2008, "Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys", International Journal of Forecasting, 24.
9Ltitkepohl, H. , 2006, "Forecasting with VARMA models", in Handbook of Economic Forecasting, edited by Elliott, G., Granger, C. W. J., and Timmermann, A., Elsevier, Chapter 6, Vol. 1.
10Priestley, M. B. , 1981, Spectral analysis and time series,London: Academic Press.
