Causal Relationship Between Relative Price Variability and Inflation in Turkey: Evidence from Panel Data

This study investigates the causal relationship between inflation and relative price variability in Turkey for the period of January 2003-January 2014, by using panel data. In the study, a Granger (1969) non-causality test in heterogeneous panel data models developed by Dumitrescu and Hurlin (2012)...

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Bibliographic Details
Main Authors: Nebiye Yamak, Sinem Kocak, Fatma Kolcu
Format: Article
Language:English
Published: Editura ASE Bucuresti 2016-06-01
Series:Romanian Economic Journal
Subjects:
Online Access:http://www.rejournal.eu/article/causal-relationship-between-relative-price-variability-and-inflation-turkeyevidence-panel