Cosar, Evren Erdoğan - In: Applied Economics Letters 13 (2006) 7, pp. 449-455
In this study, the seasonal properties of the consumer price index (CPI) of Turkey are investigated with the use of Hylleberg et al. (HEGY) and Canova-Hansen (CH) seasonal unit root tests. According to the test results, there is evidence of nonstationary stochastic seasonality as well as...