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Mevsimsel Modellerde Calisma Gunu Degiskeni

Author

Listed:
  • Aslihan Atabek
  • Oguz Atuk
  • Evren Erdogan Cosar
  • Cagri Sarikaya

Abstract

Bir zaman serisindeki egilimlerin saglikli bir sekilde olculebilmesi icin mevsimsel etkilerden arindirilmis olmasi buyuk onem tasimaktadir. Ancak, her yil ayni donemde tekrarlayan hareketleri temsil eden mevsimsel bilesenin ayristirilmasi tek basina yeterli degildir. Takvim gunu etkileri adi altinda siniflandirilan ve aydan aya farklilik gosteren tatil gunleri de ekonomik degiskenlerdeki kisa vadeli dalgalanmalarin bir diger kaynagidir. Ozellikle, hareketli tatiller olarak adlandirilan Ramazan ve Kurban bayrami tatillerinin, ay icerisinde calisilan gun sayisi uzerindeki etkileri buyuk olabilmekte ve uretime gosterge olan serilerde dalgalanmaya yol acabilmektedir. Bu notta, ilgili serilerde takvim gunu etkilerinin arindirilmasi icin olusturulan regresyon degiskeni tanitilmaktadir. Sanayi uretim endeksi kullanilarak elde edilen sonuclar, calisma gunu sayisinin kayan bayramlar nedeniyle bir onceki yilin ayni donemine gore farklilastigi durumlarda, ham veri ile hesaplanan yillik degisim oranlarinin bilgi iceriginin sinirlandigini gostermektedir. Calisma bulgulari, Turkiye ekonomisinde sanayi uretim endeksine iliskin yillik bazda yapilan karsilastirmalarda takvim etkilerinden arindirilmis serilerin onemini ortaya koymaktadir.

Suggested Citation

  • Aslihan Atabek & Oguz Atuk & Evren Erdogan Cosar & Cagri Sarikaya, 2009. "Mevsimsel Modellerde Calisma Gunu Degiskeni," CBT Research Notes in Economics 0903, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:econot:0903
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    References listed on IDEAS

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    Cited by:

    1. Buono, Dario & Alpay, Kocak, 2010. "Backward recalculation of seasonal series affected by economic crisis: a Model-Based-Link method for the case of Turkish GDP," MPRA Paper 40092, University Library of Munich, Germany.
    2. Bilge Pekçaglayan, 2021. "Determinants of Industrial Production in Turkey: ARDL Model," Istanbul Journal of Economics-Istanbul Iktisat Dergisi, Istanbul University, Faculty of Economics, vol. 71(71-2), pages 435-456, December.
    3. Aslihan Atabek Demirhan, 2010. "Ramazan Ayinin Uretim Uzerindeki Etkisi," CBT Research Notes in Economics 1014, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    4. Caglar Yunculer, 2015. "Estimating the Bridging Day Effect on Turkish Industrial Production," CBT Research Notes in Economics 1515, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

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