Year 2015, Volume 1, Issue 13, Pages 206 - 215 2016-01-11

Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi

Ayça BÜYÜKYILMAZ [1]

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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 it was found that the Gumbel ? Hougaard?s family with parameter   was the best fitted family which models the dependence structure between the two indices.

Copula; Archimedean copula; dependency structure; goodness of fit chi-square method; Kendall?s Tau
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Primary Language en
Journal Section Research Articles
Authors

Author: Ayça BÜYÜKYILMAZ

Dates

Publication Date: January 11, 2016

Bibtex @ { makusobed206889, journal = {Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi}, issn = {1309-1387}, eissn = {1309-1387}, address = {Mehmet Akif Ersoy University}, year = {2016}, volume = {1}, pages = {206 - 215}, doi = {10.20875/sb.56954}, 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}, key = {cite}, author = {BÜYÜKYILMAZ, Ayça} }
APA BÜYÜKYILMAZ, A . (2016). Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi. Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi, 1 (13), 206-215. Retrieved from http://dergipark.org.tr/makusobed/issue/19445/206889
MLA BÜYÜKYILMAZ, A . "Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 1 (2016): 206-215 <http://dergipark.org.tr/makusobed/issue/19445/206889>
Chicago BÜYÜKYILMAZ, A . "Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 1 (2016): 206-215
RIS TY - JOUR T1 - Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi AU - Ayça BÜYÜKYILMAZ Y1 - 2016 PY - 2016 N1 - DO - T2 - Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi JF - Journal JO - JOR SP - 206 EP - 215 VL - 1 IS - 13 SN - 1309-1387-1309-1387 M3 - UR - Y2 - 2019 ER -
EndNote %0 Mehmet Akif Ersoy University Journal of Social Sciences Institute Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi %A Ayça BÜYÜKYILMAZ %T Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi %D 2016 %J Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi %P 1309-1387-1309-1387 %V 1 %N 13 %R %U
ISNAD BÜYÜKYILMAZ, Ayça . "Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi". Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi 1 / 13 (January 2016): 206-215.
AMA BÜYÜKYILMAZ A . Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi. Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi. 2016; 1(13): 206-215.
Vancouver BÜYÜKYILMAZ A . Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi. Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi. 2016; 1(13): 215-206.