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Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations

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  • Kivilcim Metin-Ozcan
  • Yilmaz Akdi
  • Koray Kalafatcilar

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  • Kivilcim Metin-Ozcan & Yilmaz Akdi & Koray Kalafatcilar, 2010. "Application of Periodogram-Based Cointegration Test for the Analysis of the Services and Goods Sector Inflations," International Econometric Review (IER), Economic Research Association, vol. 2(1), pages 3-10, April.
    • Handle: RePEc:erh:journl:v:2:y:2010:i:1:p:3-10
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    References listed on IDEAS

    as
    1. Akdi, Yilmaz & Berument, Hakan & Mümin Cilasun, Seyit, 2006. "The relationship between different price indices: Evidence from Turkey," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 360(2), pages 483-492.
    2. Robert G. King, 2000. "The new IS-LM model : language, logic, and limits," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 45-103.
    3. Esteve, Vicente & Gil-Pareja, Salvador & Martinez-Serrano, Jose Antonio & Llorca-Vivero, Rafael, 2006. "Threshold cointegration and nonlinear adjustment between goods and services inflation in the United States," Economic Modelling, Elsevier, vol. 23(6), pages 1033-1039, December.
    4. Balke, Nathan S & Fomby, Thomas B, 1997. "Threshold Cointegration," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 38(3), pages 627-645, August.
    5. Edith Gagnon & Patrick Sabourin & Sébastien Lavoie, 2004. "The Comparative Growth of Goods and Services Prices," Bank of Canada Review, Bank of Canada, vol. 2003(Winter), pages 3-10.
    6. Berument Hakan & Akdi Yilmaz & Atakan Cemal, 2005. "An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 9(3), pages 1-14, September.
    7. Kıvılcım METİN-ÖZCAN & Koray KALAFATCILAR, 2009. "Factors influencing relative price of goods and services sectors in Turkey: An econometric analysis," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(285), pages 48-72.
    8. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
    9. Svensson, Lars E. O., 1999. "Inflation targeting as a monetary policy rule," Journal of Monetary Economics, Elsevier, vol. 43(3), pages 607-654, June.
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