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Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi

Author

Listed:
  • S. Boragan Aruoba
  • Cagri Sarikaya

Abstract

Bu calismada, Turkiye�de is cevrimlerinin tarihsel muhasebesinin yani sira gercek-zamanli analizi icin duzenli olarak guncellenebilecek aylik bir reel iktisadi faaliyet gostergesi turetilmistir. Bircok makroiktisadi degiskenin etkilesimi ve ortak hareketini yansitan is cevrimleri gozlenmeyen bir bilesen olarak tanimlanmis ve farkli frekansta gozlenen bir grup degisken ile iliskilendirilerek bir dinamik faktor modeli cercevesinde tahmin edilmistir. Faktor tahmini kullanilarak bir durgunluk gostergesi olusturulmus ve 1987-2011 arasinda yasanan calkanti/krizler derinlik itibariyla karsilastirilmistir. Orneklem sonlarinin yuksek belirsizlik icermesi durgunluk donemlerinin gercek-zamanli tespitini zorlastirirken, ileriye donuk politika uygulamasinda zamanli bilginin onemini ortaya koymustur.

Suggested Citation

  • S. Boragan Aruoba & Cagri Sarikaya, 2012. "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers 1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:wpaper:1219
    as

    Download full text from publisher

    File URL: https://www.tcmb.gov.tr/wps/wcm/connect/EN/TCMB+EN/Main+Menu/Publications/Research/Working+Paperss/2012/12-19
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    Citations

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    Cited by:

    1. Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz, 2014. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(1), pages 23-45.

    More about this item

    Keywords

    Is cevrimi; Genisleme; Daralma; Durgunluk; Dinamik faktor modeli; Gozlenmeyen bilesen; Durum uzay modeli; Makroiktisadi tahmin; Gercek-zaman analizi;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
    • E32 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Business Fluctuations; Cycles
    • E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications

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