Alternatif Cikti Acigi Gostergeleri
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 InfoPaper 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.
Date of creation: 2012
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This paper has been announced in the following NEP Reports:
- NEP-ALL-2012-09-22 (All new papers)
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