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Milli Gelir Buyume Tahmini : IYA ve PMI Gostergelerinin Rolu

Author

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  • Huseyin Cagri Akkoyun
  • Mahmut Gunay

Abstract

[TR] Bir ceyrege iliskin milli gelir verileri gecikmeyle yayimlandigindan buyumeye iliskin zamanli tahmin uretme onem kazanmaktadir. Bu calismada, dinamik faktor modeli yontemi ile reel veriler ve anket gostergelerinden yararlanarak Turkiye ekonomisi icin donemlik milli gelir buyumesine iliskin tahminler elde edilmektedir. PMI ve IYA gibi anket gostergelerinin kullanilmasi ceyrek bitmeden yapilan tahminlerde kayda deger iyilesme saglamaktadir. [EN] GDP figures for a quarter are published with considerable delay. This increases the importance of producing timely forecasts for GDP growth. In this note, we forecast quarter-on-quarter GDP growth rate for Turkish economy using hard and soft data in a dynamic factor model. Using PMI and BTS indicators bring significant improvement in nowcasting performance.

Suggested Citation

  • Huseyin Cagri Akkoyun & Mahmut Gunay, 2013. "Milli Gelir Buyume Tahmini : IYA ve PMI Gostergelerinin Rolu," CBT Research Notes in Economics 1331, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
    • Handle: RePEc:tcb:econot:1331
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    References listed on IDEAS

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