The Relationship Between Different Price Indices: Evidence From Turkey
Loading...
Date
2006
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier
Open Access Color
BRONZE
Green Open Access
Yes
OpenAIRE Downloads
OpenAIRE Views
Publicly Funded
No
BIP! Indicators
Impulse
Average
Influence
Top 10%
Popularity
Top 10%
Abstract
A 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 peri odogram-based test fails to reject the null of no-cointegration relationship. However, these two series move together in the short run. (c) 2005 Elsevier B.V. All rights reserved.
Description
Akdi, Yılmaz/0000-0003-0188-0970;
ORCID
Keywords
cointegration, periodogram, price indices, Mathematical models, Cointegration, Statistical methods, Cost benefit analysis, Integration, Price indices, Periodogram, Estimation
Turkish CoHE Thesis Center URL
Fields of Science
0502 economics and business, 05 social sciences
Citation
WoS Q
Q2
Scopus Q
OpenCitations Citation Count
13
Source
Physica A: Statistical Mechanics and its Applications
Volume
360
Issue
2
Start Page
483
End Page
492
PlumX Metrics
Citations
CrossRef : 5
Scopus : 11
Captures
Mendeley Readers : 8
SCOPUS™ Citations
11
checked on Feb 07, 2026
Web of Science™ Citations
12
checked on Feb 07, 2026
Page Views
5
checked on Feb 07, 2026
Google Scholar™
