Figure 13. Granger causality in the frequency domain

Impact of food inflation on headline inflation in India
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Figure 14. Granger causality in the frequency domain
from call rate to core inflation
Source: Author’s own calculations using data retrieved from the Ministry of Statistics and Programme Implementation.
Available at www.mospi.gov.in/.
Note:
GC, Granger causality.
Source: Author’s own calculations using data retrieved from the Ministry of Statistics and Programme Implementation.
Available at www.mospi.gov.in/.
Note:
GC, Granger causality.
GC(CR-c)
1% significance level 0.5 0.4 0.3 0.2 0.1 Omega 0.6 1.4 1.8 2.2 2.6 1
3

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