The relationship between different price indices: Evidence from Turkey

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dc.authoridAkdi, Yılmaz/0000-0003-0188-0970
dc.authorscopusid9248321700
dc.authorscopusid6701554681
dc.authorscopusid9248321900
dc.authorwosidAkdi, Yılmaz/AAG-9276-2020
dc.authorwosidCılasun, Seyit Mümin/JCP-1472-2023
dc.contributor.authorCilasun, Seyit Mümin
dc.contributor.authorBerument, H
dc.contributor.authorCilasun, SM
dc.contributor.otherDepartment of Business
dc.date.accessioned2024-07-05T15:09:26Z
dc.date.available2024-07-05T15:09:26Z
dc.date.issued2006
dc.departmentAtılım Universityen_US
dc.department-tempBilkent Univ, Dept Econ, TR-06800 Ankara, Turkey; Ankara Univ, Dept Stat, Fac Sci, TR-06100 Ankara, Turkey; Atilim Univ, Dept Econ, TR-06836 Ankara, Turkeyen_US
dc.descriptionAkdi, Yılmaz/0000-0003-0188-0970;en_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 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.en_US
dc.identifier.citation13
dc.identifier.doi10.1016/j.physa.2005.05.037
dc.identifier.endpage492en_US
dc.identifier.issn0378-4371
dc.identifier.issn1873-2119
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-27744522877
dc.identifier.startpage483en_US
dc.identifier.urihttps://doi.org/10.1016/j.physa.2005.05.037
dc.identifier.urihttps://hdl.handle.net/20.500.14411/1180
dc.identifier.volume360en_US
dc.identifier.wosWOS:000234980300021
dc.language.isoenen_US
dc.publisherElsevieren_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectcointegrationen_US
dc.subjectperiodogramen_US
dc.subjectprice indicesen_US
dc.titleThe relationship between different price indices: Evidence from Turkeyen_US
dc.typeArticleen_US
dspace.entity.typePublication
relation.isAuthorOfPublication096975ca-57fc-47fb-b88b-ddf2d23c5fc1
relation.isAuthorOfPublication.latestForDiscovery096975ca-57fc-47fb-b88b-ddf2d23c5fc1
relation.isOrgUnitOfPublication6fecf408-e340-4cbc-a391-6c8984c45f5e
relation.isOrgUnitOfPublication.latestForDiscovery6fecf408-e340-4cbc-a391-6c8984c45f5e

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