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Alternatif Cikti Acigi Gostergeleri

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  • Evren Erdogan Cosar
  • Sevim Kosem
  • Cagri Sarikaya

Abstract

[TR] Bu calismada cikti acigi hesaplamalarinda yaygin olarak kullanilan yontemlere alternatif bir yontem sunulmaktadir. Bu yontemde iktisadi faaliyet ile iliskili pek cok anket gostergesi ve makroekonomik degisken temel bilesenler yontemi ile birlestirilip cesitli cikti acigi gostergeleri olusturulmustur. Kullanilan bu yontemle istatistiksel filtrelerin yarattigi orneklem sonu yanliligindan ve modele dayali tahminlerde olusan belirsizliklerinden arindirilmis guncel cikti acigi serileri turetilmistir. [EN] The aim of this study is to construct timely output gap measures which are free of end of sample bias of statistical detrending filters and modeling uncertainties. In this regard, an alternative output gap estimation method to the common used techniques is presented. This method combines various macroeconomic variables and survey questions using principal component analysis and generates a number of output gap measures.

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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 1222.

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Date of creation: 2012
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Handle: RePEc:tcb:econot:1222

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  1. Ozbek, Levent & Ozlale, Umit, 2005. "Employing the extended Kalman filter in measuring the output gap," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1611-1622, September.
  2. F. OğunC & D. Ece, 2004. "Estimating the output gap for Turkey: an unobserved components approach," Applied Economics Letters, Taylor & Francis Journals, vol. 11(3), pages 177-182.
  3. Harun Alp & Fethi Ogunc & Cagri Sarikaya, 2012. "Monetary Policy and Output Gap : Mind the Composition," CBT Research Notes in Economics 1207, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  4. Cagri Sarikaya & Fethi Ogunc & Dilara Ece & Hakan Kara & Umit Ozlale, 2005. "Estimating Output Gap for the Turkish Economy," Working Papers 0503, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  5. 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.
  6. Fethi Ogunc & Cagri Sarikaya, 2011. "Gorunmez Ama Hissedilmez Degil : Turkiye'de Cikti Acigi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 11(2), pages 15-28.
  7. Hakan Kara & Fethi Ogunc & Umit Ozlale & Cagri Sarikaya, 2007. "Estimating the Output Gap in a Changing Economy," Southern Economic Journal, Southern Economic Association, vol. 74(1), pages 269-289, July.
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