Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi
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 fitte...
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Mehmet Akif Ersoy University
2016-01-01
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| Series: | Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
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| Online Access: | https://dergipark.org.tr/tr/download/article-file/181879 |
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| author | Ayça Büyükyılmaz |
| author_facet | Ayça Büyükyılmaz |
| author_sort | Ayça Büyükyılmaz |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-f44184efee0e4b4bacef62a047b2b224 |
| institution | Kabale University |
| issn | 1309-1387 |
| language | English |
| publishDate | 2016-01-01 |
| publisher | Mehmet Akif Ersoy University |
| record_format | Article |
| series | Mehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi |
| spelling | doaj-art-f44184efee0e4b4bacef62a047b2b2242025-01-27T14:46:54ZengMehmet Akif Ersoy UniversityMehmet Akif Ersoy Üniversitesi Sosyal Bilimler Enstitüsü Dergisi1309-13872016-01-01113206215273Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye UygulamasiAyça BüyükyılmazIn 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.https://dergipark.org.tr/tr/download/article-file/181879copula; archimedean copula; dependency structure; goodness of fit chi-square method; kendall?s tau |
| spellingShingle | Ayça Büyükyılmaz 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 copula; archimedean copula; dependency structure; goodness of fit chi-square method; kendall?s tau |
| 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 |
| title_full | Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi |
| title_fullStr | Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi |
| title_full_unstemmed | Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi |
| title_short | Some Archimedean Copulas On Producer Price Index And Consumer Price Index: A Case Of Turkey - Bazi Arşimedyen Kapulalar: Üfe Ve Tüfe İçin Türkiye Uygulamasi |
| title_sort | some archimedean copulas on producer price index and consumer price index a case of turkey bazi arsimedyen kapulalar ufe ve tufe icin turkiye uygulamasi |
| topic | copula; archimedean copula; dependency structure; goodness of fit chi-square method; kendall?s tau |
| url | https://dergipark.org.tr/tr/download/article-file/181879 |
| work_keys_str_mv | AT aycabuyukyılmaz somearchimedeancopulasonproducerpriceindexandconsumerpriceindexacaseofturkeybaziarsimedyenkapulalarufevetufeicinturkiyeuygulamasi |