The Relationship between Consumer Price and Producer Price Indices in Turkey

Volkan Ülke

20 citations0/0 files storedInternational Journal of Academic Research in Economics and Management Sciences

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Monetary Policy and Economic Impact Economics of Agriculture and Food Markets Market Dynamics and Volatility

Abstract

In this study we analyze the relationship between the Consumer Price Index (CPI) and the Producer Price Index (PPI) in Turkey.We test long run, short run and causality relationship of these series.Johansen's cointegration tests present a long run relationship between these series.Vector error correction (VEC) model specification suggests these series move together.There is a unidirectional long run causality from CPI to PPI.On the other hand VEC Granger causality test indicates no causality in short run.Thus our results suggest demand pull inflation in long run.

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References

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