The relationship between different price indices: evidence from Turkey

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buir.contributor.authorBerument, Hakan
dc.citation.epage492en_US
dc.citation.issueNumber2en_US
dc.citation.spage483en_US
dc.citation.volumeNumber360en_US
dc.contributor.authorAkdi, Y.en_US
dc.contributor.authorBerument, Hakanen_US
dc.contributor.authorCilasun, S. M.en_US
dc.date.accessioned2016-02-08T10:20:26Z
dc.date.available2016-02-08T10:20:26Z
dc.date.issued2006en_US
dc.departmentDepartment of Economicsen_US
dc.description.abstractA possible relationship between the Consumer Price Index and the Wholesale Price Index has been analyzed for long and short-run relationships. Conventional Engle and Granger [Estimation Test Econ. 55(1987) 2251-276] and Johansen's [J. Econ. Dyn. Control 12 (1988) 231-254] cointegration tests give mixed evidence for a possible long-run relationship between those two series. The model-free and seasonally robust periodogram-based test fails to reject the null of no-cointegration relationship. However, these two series move together in the short run. © 2005 Elsevier B.V. All rights reserved.en_US
dc.identifier.doi10.1016/j.physa.2005.05.037en_US
dc.identifier.eissn1873-2119
dc.identifier.issn0378-4371
dc.identifier.urihttp://hdl.handle.net/11693/23866
dc.language.isoEnglishen_US
dc.publisherElsevier BVen_US
dc.relation.isversionofhttp://dx.doi.org/10.1016/j.physa.2005.05.037en_US
dc.source.titlePhysica A : Statistical Mechanics and its Applicationsen_US
dc.subjectCointegrationen_US
dc.subjectPeriodogramen_US
dc.subjectPrice indicesen_US
dc.subjectCost benefit analysisen_US
dc.subjectEstimationen_US
dc.subjectIntegrationen_US
dc.subjectMathematical modelsen_US
dc.subjectStatistical methodsen_US
dc.titleThe relationship between different price indices: evidence from Turkeyen_US
dc.typeArticleen_US
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