@article{article_206889, title={Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi}, journal={Mehmet Akif Ersoy University Journal of Social Sciences Institute}, volume={1}, pages={206–215}, year={2016}, DOI={10.20875/sb.56954}, author={Büyükyılmaz, Ayça}, keywords={Copula; Archimedean copula; dependency structure; goodness of fit chi-square method; Kendall?s Tau}, abstract={<p class="MsoNormal" style="margin-top: 6.0pt; margin-right: 0cm; margin-bottom: 6.0pt; margin-left: 0cm; text-align: justify; line-height: 150%;"> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: " lang="EN-US">In this paper, copula approach was applied to determine the dependence structure the two indices (PPI and CPI). Ali ? Mikhail ? Haq, Clayton, Frank and Gumbel ? Hougaard from Archimedean family were used. As a result </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: ">it </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: " lang="EN-US">was found </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: ">that the </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: " lang="EN-US">Gumbel ? Hougaard </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: ">?s family with parameter </span> </em> <!--[if gte msEquation 12]> <m:oMath> <i style="mso-bidi-font-style:normal" mce_style="mso-bidi-font-style:normal"> <span lang=EN-US style="font-size:9.0pt; line-height:150%;font-family:"Cambria Math","serif";mso-bidi-font-family:"Times New Roman"; mso-ansi-language:EN-US" mce_style="font-size:9.0pt; line-height:150%;font-family:"Cambria Math","serif";mso-bidi-font-family:"Times New Roman"; mso-ansi-language:EN-US"> <m:r>? </m:r> </span> </i> <i style="mso-bidi-font-style: normal" mce_style="mso-bidi-font-style: normal"> <span lang=EN-US style="font-size:9.0pt;line-height:150%;font-family: "Cambria Math","serif";mso-hansi-font-family:"Times New Roman";mso-bidi-font-family: "Times New Roman";mso-ansi-language:EN-US" mce_style="font-size:9.0pt;line-height:150%;font-family: "Cambria Math","serif";mso-hansi-font-family:"Times New Roman";mso-bidi-font-family: "Times New Roman";mso-ansi-language:EN-US"> <m:r>=2.907 </m:r> </span> </i> </m:oMath> <![endif]--> <!--[if !msEquation]--> <span style="font-size: 11.0pt; line-height: 115%; font-family: "> </span> <!--[endif]--> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: " lang="EN-US">  </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: " lang="EN-US">  </span> </em> <em> <span style="font-size: 9.0pt; line-height: 150%; font-family: ">was the best fitted family which models the dependence structure between the two indices. </span> </em> <strong> <em> </em> </strong> </p>}, number={13}, publisher={Burdur Mehmet Akif Ersoy University}