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Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi


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  • S. Boragan Aruoba
  • Cagri Sarikaya


Bu calismada, Turkiye’de is cevrimlerinin tarihsel muhasebesinin yani sira gercek-zamanli analizi icin duzenli olarak guncellenebilecek aylik bir reel iktisadi faaliyet gostergesi turetilmistir. Bircok makroiktisadi degiskenin etkilesimi ve ortak hareketini yansitan is cevrimleri gozlenmeyen bir bilesen olarak tanimlanmis ve farkli frekansta gozlenen bir grup degisken ile iliskilendirilerek bir dinamik faktor modeli cercevesinde tahmin edilmistir. Faktor tahmini kullanilarak bir durgunluk gostergesi olusturulmus ve 1987-2011 arasinda yasanan calkanti/krizler derinlik itibariyla karsilastirilmistir. Orneklem sonlarinin yuksek belirsizlik icermesi durgunluk donemlerinin gercek-zamanli tespitini zorlastirirken, ileriye donuk politika uygulamasinda zamanli bilginin onemini ortaya koymustur.

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Bibliographic Info

Paper provided by Research and Monetary Policy Department, Central Bank of the Republic of Turkey in its series Working Papers with number 1219.

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Date of creation: 2012
Date of revision:
Handle: RePEc:tcb:wpaper:1219

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Keywords: Is cevrimi; Genisleme; Daralma; Durgunluk; Dinamik faktor modeli; Gozlenmeyen bilesen; Durum uzay modeli; Makroiktisadi tahmin; Gercek-zaman analizi;

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Cited by:
  1. H. Burcu Gurcihan & Gonul Sengul & Arzu Yavuz, 2013. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Working Papers 1341, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.


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