کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
977688 1480200 2006 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
The relationship between different price indices: Evidence from Turkey
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات فیزیک ریاضی
پیش نمایش صفحه اول مقاله
The relationship between different price indices: Evidence from Turkey
چکیده انگلیسی

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 periodogram-based test fails to reject the null of no-cointegration relationship. However, these two series move together in the short run.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Physica A: Statistical Mechanics and its Applications - Volume 360, Issue 2, 1 February 2006, Pages 483–492
نویسندگان
, , ,