IDEAS home Printed from https://ideas.repec.org/a/acc/malfin/v36y2021ispecial2p173-190.html
   My bibliography  Save this article

Dynamic and High-Frequency Price Index: Calculation of Turkey's Daily and Hourly Inflation

Author

Listed:
  • Serkan Gençer

    (Yedi̇tepe University)

  • Veysel Ulusoy

    (Yedi̇tepe University)

Abstract

The Prices collected from online resources can be used to construct daily or hourly price indexes that complement offical statistics. This paper aims to measure daily or hourly inflation rate which is necessary to measure real return and affects them deeply together with returns obtained from financial markets and daily monitored interest and inflation rates. In addition, this study aimed to evaluate the ability of comparison, improving and control functions of our system and method against the offical inflation rates obtained by Turkish Statistical Institute (TSI) on a monthly basis.

Suggested Citation

  • Serkan Gençer & Veysel Ulusoy, 2021. "Dynamic and High-Frequency Price Index: Calculation of Turkey's Daily and Hourly Inflation," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., vol. 36(Special2), pages 173-190, January.
    • Handle: RePEc:acc:malfin:v:36:y:2021:i:special2:p:173-190
    DOI: https://doi.org/10.33203/mfy.846065
    as

    Download full text from publisher

    File URL: https://dergipark.org.tr/tr/download/article-file/1465451
    Download Restriction: no
    File URL: https://libkey.io/https://doi.org/10.33203/mfy.846065?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    Financial Economics; Alternative Inflation Calculation; Online Inflation; Dynamic and High Frequency Price Index; Turkey Statistics Institute (TSI);
    All these keywords.

    JEL classification:

    • B41 - Schools of Economic Thought and Methodology - - Economic Methodology - - - Economic Methodology
    • C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
    • C82 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Methodology for Collecting, Estimating, and Organizing Macroeconomic Data; Data Access
    • C88 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs - - - Other Computer Software
    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:acc:malfin:v:36:y:2021:i:special2:p:173-190. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Süleyman Kale (email available below). General contact details of provider: https://dergipark.org.tr/en/pub/mfy .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.