TY  - JOUR
TT  - 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  - Büyükyılmaz, Ayça
PY  - 2016
DA  - January
DO  - 10.20875/sb.56954
JF  - Mehmet Akif Ersoy University Journal of Social Sciences Institute
JO  - MAKU SOBED
PB  - Burdur Mehmet Akif Ersoy Üniversitesi
WT  - DergiPark
SN  - 1309-1387
SP  - 206
EP  - 215
VL  - 1
IS  - 13
LA  - en
KW  - Copula; Archimedean copula; dependency structure; goodness of fit chi-square method; Kendall?s Tau
N2  - 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.
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UR  - https://doi.org/10.20875/sb.56954
L1  - https://dergipark.org.tr/tr/download/article-file/181879
ER  -