CPI vs. PPI : a cointegration analysis allowing for number of breaks
Year of publication: |
February 2017
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Authors: | Alataş, Sedat |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 16.2017, 2, p. 95-106
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Subject: | Price level | Time series econometrics | Cointegration with structural breaks | Turkey | Kointegration | Cointegration | Strukturbruch | Structural break | Zeitreihenanalyse | Time series analysis | Türkei | Verbraucherpreisindex | Consumer price index | Preisniveau | Erzeugerpreisindex | Producer price index | Ökonometrie | Econometrics |
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