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Iktisadi Faaliyet Analizi : Oncu Gostergeler ve Ekonomi Saati Yaklasimi

Author

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  • Aslihan Atabek Demirhan
  • Evren Erdogan Cosar

Abstract

[TR] Bu calismanin amaci Turkiye ekonomisi icin olusturulan es zamanli ve oncu gosterge endekslerinin, ekonomi saati yaklasimi ile birlestirilmesi ve bu yontemle iktisadi faaliyetin mevcut durumuna ve yakin gelecekte izleyebilecegi olasi seyre iliskin bilgi cikarilmasidir. Endeksler, 2011 yili baslarindan itibaren iktisadi faaliyetin yavaslama egiliminde oldugunu gostermektedir. [EN] The aim of this study is to construct coincident and leading composite indices for Turkey and to assess them in a business clock framework to extract information on the current and future state of economic activity. Indices point to a slowdown in the activity since early 2011.

Suggested Citation

  • Aslihan Atabek Demirhan & Evren Erdogan Cosar, 2012. "Iktisadi Faaliyet Analizi : Oncu Gostergeler ve Ekonomi Saati Yaklasimi," CBT Research Notes in Economics 1202, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Handle: RePEc:tcb:econot:1202
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    References listed on IDEAS

    as
    1. Hodrick, Robert J & Prescott, Edward C, 1997. "Postwar U.S. Business Cycles: An Empirical Investigation," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 29(1), pages 1-16, February.
    2. Gerhard Bry & Charlotte Boschan, 1971. "Cyclical Analysis of Time Series: Selected Procedures and Computer Programs," NBER Books, National Bureau of Economic Research, Inc, number bry_71-1.
    3. 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.
    4. Klaus Abberger, 2006. "Another Look at the Ifo Business Cycle Clock," Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2005(3), pages 431-443.
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