Türkiye’de Üretici Fiyat Endeksi ve Tüketici Fiyat Endeksi Arasındaki İlişkinin İncelenmesi: ARDL Sınır Testi YaklaşımıAbstract: Producer price index and consumer price index are used instead of each other for calculating inflation rate and various economic indicators. However, if there is a long-run relationship between the variables, this process can provide effective results. Otherwise, the results vary according to the price index. Therefore, in this study, long and short-run relationships between producer and consumer price index was investigated. As a result of analysis performed with ARDL, bounds test for the period of 2010:m5-2016:m4 in Turkey, bi-directional and statistically significant causality has been found between Consumer Price Index (CPI) and Producer Price Index (PPI) both in the short and long run

Harun Terzi and Asiye Tütüncü

Sosyoekonomi Journal, 2017, issue 25(34)

JEL-codes: C22 E31 (search for similar items in EconPapers)
Date: 2017
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Persistent link: https://EconPapers.repec.org/RePEc:sos:sosjrn:170408

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