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Iktisadi Faaliyet Analizi : Oncu Gostergeler ve Ekonomi Saati Yaklasimi

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  • Aslihan Atabek Demirhan
  • Evren Erdogan Cosar

Abstract

[TR] Bu calismanin amaci Turkiye ekonomisi icin olusturulan es zamanli ve oncu gosterge endekslerinin, ekonomi saati yaklasimi ile birlestirilmesi ve bu yontemle iktisadi faaliyetin mevcut durumuna ve yakin gelecekte izleyebilecegi olasi seyre iliskin bilgi cikarilmasidir. Endeksler, 2011 yili baslarindan itibaren iktisadi faaliyetin yavaslama egiliminde oldugunu gostermektedir. [EN] The aim of this study is to construct coincident and leading composite indices for Turkey and to assess them in a business clock framework to extract information on the current and future state of economic activity. Indices point to a slowdown in the activity since early 2011.

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Bibliographic Info

Paper provided by Research and Monetary Policy Department, Central Bank of the Republic of Turkey in its series CBT Research Notes in Economics with number 1202.

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Date of creation: 2012
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Handle: RePEc:tcb:econot:1202

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  1. Harun ALP & Yusuf Soner BAŞKAYA & Mustafa KILINÇ & Canan YÜKSEL, 2011. "Estimating Optimal Hodrick-Prescott Filter Smoothing Parameter for Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 26(306), pages 09-23.
  2. Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1.
  3. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
  4. Klaus Abberger, 2005. "Another Look at the Ifo Business Cycle Clock," Journal of Business Cycle Measurement and Analysis, OECD Publishing,CIRET, vol. 2005(3), pages 431-443.
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