Ekonomik Faaliyet icin Bilesik Oncu Gostergeler Endeksi’nde (MBONCU-SUE) Yontemsel Degisim
Abstract[TR] Bu calismanin amaci, Turkiye Cumhuriyet Merkez Bankasi (TCMB) ile Ekonomik Kalkinma ve Isbirligi Orgutu (OECD) ortak calismasi sonucunda olusturulan ve 2002 tarihinden bu yana aylik olarak yayinlanan bilesik oncu gostergeler endeksi (MBONCU-SUE) yonteminde yapilan degisiklikler hakkinda bilgi vermektir. OECD devresel analizler ve oncu gostergeler sistemi cerçevesinde uyguladigi yontemde bazi degisiklikler yapilmistir. Bu degisikliklere uyumlu olacak sekilde, mevcut oncu gostergeler kullanilarak yeni yontem ile MBONCU-SUE hesaplanmistir. Elde edilen yeni MBONCU-SUE’nin beklenildigi uzere daha duzgun bir patika izledigi ve bu nedenle de karar alicilar acisindan daha tutarli ve etkin bilgi sagladigi gorulmustur. [EN] The aim of this study is to inform about recent methodological changes that occurred in the construction of composite leading indicator for Turkish economy activity (MBONCU-SUE). Since 2002, on a monthly basis, MBONCU-SUE has been published as a result of cooperation between Central Bank of the Republic of Turkey (CBRT) and Organisation of Economic Developments (OECD). OECD’s cyclical analysis and leading indicators system has been gone under several technical changes. Parallel to those changes, with the current leading indicators, MBÖNCÜ-SÜE is constructed via new methodology. The obtained new MBÖNCÜ-SUE displays smoother pattern as expected which provides more robust and efficient information to the policy makers.
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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 1404.
Date of creation: 2014
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