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Dis Ticaret Istatistiklerinde Mevsimsel Anomaliler

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  • Aslihan Atabek Demirhan

Abstract

[TR] Takvim ve calisma gunu etkisi zaman serilerindeki gercek egilimin izlenmesini engelleyen en temel faktorlerden biridir. Bu etkinin dogru bir sekilde belirlenebilmesi gerek daha dogru ongoru yapilabilmesi, gerekse daha saglikli mevsimsel faktörlerin elde edilebilmesi icin onemli bir role sahiptir. Bu calismanin amaci, geleneksel yaklasimlardan farkli olarak, gunluk veriler kullanilarak dis ticaret istatistikleri icin takvim ve calisma günü etkisini detayli bir sekilde ortaya koymaktir. Bu amacla, 2004-2013 dönemine ait gunluk veriler kullanilarak dis ticaret istatistiklerinde gun etkisi, gunlerin ay ici konumu ve tatil etkileri gibi takvim etkileri regresyon analizleri ile test edilmistir. Model sonuclari ihracat ve ithalat verilerinde soz konusu etkilerin anlamli oldugunu ortaya koymustur. [EN] Calendar and trading day effect is one of the main factors that masks underlying movements of the time series. Estimation of this component permits to obtain better forecasts and more stable seasonal components. The aim of this study is to provide detailed analysis for the impact of calendar and trading day on foreign trade statistics. In this respect, unlike traditional approaches, using daily export and import data for 2004-2013 period, day, within month and holiday effects are tested via regression analysis. Findings reveal the importance of the corresponding effects.

Suggested Citation

  • Aslihan Atabek Demirhan, 2014. "Dis Ticaret Istatistiklerinde Mevsimsel Anomaliler," CBT Research Notes in Economics 1407, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  • Handle: RePEc:tcb:econot:1407
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