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Seasonal behaviour of the consumer price index of Turkey

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  • Evren Erdoğan Cosar

Abstract

In this study, the seasonal properties of the consumer price index (CPI) of Turkey are investigated with the use of Hylleberg et al. (HEGY) and Canova-Hansen (CH) seasonal unit root tests. According to the test results, there is evidence of nonstationary stochastic seasonality as well as deterministic seasonality in the Turkish consumer prices.

Suggested Citation

  • Evren Erdoğan Cosar, 2006. "Seasonal behaviour of the consumer price index of Turkey," Applied Economics Letters, Taylor & Francis Journals, vol. 13(7), pages 449-455.
    • Handle: RePEc:taf:apeclt:v:13:y:2006:i:7:p:449-455
    DOI: 10.1080/13504850500397544
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    References listed on IDEAS

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