The Asymmetri̇c Effect of Producer Pri̇ces on Consumer Pri̇ces i̇n Turki̇sh Economy
Bekir Aşık
Abstract:The aim of the study is to evaluate the asymmetric impacts of producer price on consumer prices and cointegration relationship between two price indexes for Turkish economy from 2003.M1 to 2022.M12. Another aim is to analyze the causality between Producer Price Index (PPI) and Consumer Prıce Index (CPI). The Autoregressive Distributed Lag Model (ARDL) and Non-Linear Autoregressive Distributed Lag Model (NARDL) is estimated to determine relation between PPI and CPI and asymmetric effects of PPI on CPI. The caus… Show more
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