A Cointegration Analysis of Alternative Core Inflation Measures for Turkey

Burchan Sakarya, Hasan Yurtoglu and Berke Duvan

MPRA Paper from University Library of Munich, Germany

Abstract: First off, we conduct a cointegration analysis for alternative core inflation measures offered by Cihan and Malatyalı (1999) on total inflation of Turkey. We observe that while some measures display the desired properties some do not. However, all those series display strong common deterministic trend. Additionally, we have tested the alternative measures of core inflation against the money growth.

Keywords: Inflation; Monetary Policy (search for similar items in EconPapers)
JEL-codes: E31 E52 (search for similar items in EconPapers)
Date: 1999-12
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:69191

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