Nihai Yurt Ici Talep Kisa Donemli Tahminleri

[TR] GSYIH buyumesi ekonomideki genel gidisata dair piyasa oyunculari, yatirimcilar ve politika yapicilar tarafindan takip edilen en onemli gostergelerdendir. Buyume hizi kadar buyumenin yurt ici ve dis talep kompozisyonu da enflasyon ve cari denge gibi politika yapicilarin karar alirken dikkate aldiklari temel makroekonomik degiskenler uzerinde etkili olmaktadir. Bu notta, nihai yurt ici talep buyumesini izlemekte faydali olabilecek degiskenleri belirlemek uzere 2011-2018 donemindeki tahmin performansina dayali analizin sonuclari sunulmaktadir. Analizlerde nihai yurt ici taleple iliskili olmasi beklenen elli farkli gostergenin tek, iki, uc ve dort degiskenli kombinasyonlarindan olusturulan denklemler kullanilmistir. Sonuclar, bireysel modellerden ziyade farkli modellerin ortalamasinin kullanilmasinin daha istikrarli ve isabetli tahminler urettigine isaret etmektedir. Degiskenler ozelinde bakildiginda, reel yurt ici ciro gostergelerinin nihai yurt ici talebi izlemede one ciktigi gorulmektedir. Sanayi uretimi, vergi gelirleri ile konut kredisi de en iyi performans gosteren modellerde yer almaktadir.[EN] Growth in gross domestic product is a key indicator that is followed closely by market participants, investors and policy makers. In addition to the level of growth itself, source of growth is also important for inflation and current account developments which are indicators that are taken into account in the decision making process by policy makers. In this note, we present results of an analysis that gives information about indicators that can be used to monitor developments in final domestic demand based on the short term forecasting performance for 2011-2018. In the analysis, models are constructed using one, two, three and four indicators from a set of fifty indicators that are expected to be correlated with domestic demand. Results point out that using average of several models’ forecasts produces relatively more accurate and stable forecast performance. Regarding the forecasting power of indicators, real domestic turnover indicators stand out in terms of contribution to the forecast performance. Industrial production, tax revenues and housing credit are used in the best performing models as well.