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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