Seasonal behaviour of the consumer price index of Turkey
AbstractIn 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.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Applied Economics Letters.
Volume (Year): 13 (2006)
Issue (Month): 7 ()
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