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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

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  • Harun TERZİ
  • Asiye TÜTÜNCÜ

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  • Harun TERZİ & Asiye TÜTÜNCÜ, 2017. "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 ," Sosyoekonomi Journal, Sosyoekonomi Society, issue 25(34).
    • Handle: RePEc:sos:sosjrn:170408
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    JEL classification:

    • E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

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