The Relationship Between Different Price Indices: Evidence From Turkey
| dc.authorid | Akdi, Yılmaz/0000-0003-0188-0970 | |
| dc.authorscopusid | 9248321700 | |
| dc.authorscopusid | 6701554681 | |
| dc.authorscopusid | 9248321900 | |
| dc.authorwosid | Akdi, Yılmaz/AAG-9276-2020 | |
| dc.authorwosid | Cılasun, Seyit Mümin/JCP-1472-2023 | |
| dc.contributor.author | Akdi, Y | |
| dc.contributor.author | Berument, H | |
| dc.contributor.author | Cilasun, SM | |
| dc.contributor.other | Department of Business | |
| dc.date.accessioned | 2024-07-05T15:09:26Z | |
| dc.date.available | 2024-07-05T15:09:26Z | |
| dc.date.issued | 2006 | |
| dc.department | Atılım University | en_US |
| dc.department-temp | Bilkent Univ, Dept Econ, TR-06800 Ankara, Turkey; Ankara Univ, Dept Stat, Fac Sci, TR-06100 Ankara, Turkey; Atilim Univ, Dept Econ, TR-06836 Ankara, Turkey | en_US |
| dc.description | Akdi, Yılmaz/0000-0003-0188-0970; | en_US |
| dc.description.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. | en_US |
| dc.identifier.citationcount | 13 | |
| dc.identifier.doi | 10.1016/j.physa.2005.05.037 | |
| dc.identifier.endpage | 492 | en_US |
| dc.identifier.issn | 0378-4371 | |
| dc.identifier.issn | 1873-2119 | |
| dc.identifier.issue | 2 | en_US |
| dc.identifier.scopus | 2-s2.0-27744522877 | |
| dc.identifier.startpage | 483 | en_US |
| dc.identifier.uri | https://doi.org/10.1016/j.physa.2005.05.037 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14411/1180 | |
| dc.identifier.volume | 360 | en_US |
| dc.identifier.wos | WOS:000234980300021 | |
| dc.institutionauthor | Cilasun, Seyit Mümin | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.scopus.citedbyCount | 10 | |
| dc.subject | cointegration | en_US |
| dc.subject | periodogram | en_US |
| dc.subject | price indices | en_US |
| dc.title | The Relationship Between Different Price Indices: Evidence From Turkey | en_US |
| dc.type | Article | en_US |
| dc.wos.citedbyCount | 12 | |
| dspace.entity.type | Publication | |
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