A Quest for Leading Indicators of the Turkish Unemployment Rate
Author
Abstract
Suggested Citation
Download full text from publisher
Other versions of this item:
- Burcu Gurcihan Yunculer & Gonul Sengul & Arzu Yavuz, 2014. "A Quest for Leading Indicators of the Turkish Unemployment Rate," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 14(1), pages 23-45.
References listed on IDEAS
- Meltem Gulenay Chadwick & Gonul Sengul, 2012. "Nowcasting Unemployment Rate in Turkey : Let's Ask Google," Working Papers 1218, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Stock, James H. & Watson, Mark W., 1999.
"Business cycle fluctuations in us macroeconomic time series,"
Handbook of Macroeconomics,in: J. B. Taylor & M. Woodford (ed.), Handbook of Macroeconomics, edition 1, volume 1, chapter 1, pages 3-64
Elsevier.
- James H. Stock & Mark W. Watson, 1998. "Business Cycle Fluctuations in U.S. Macroeconomic Time Series," NBER Working Papers 6528, National Bureau of Economic Research, Inc.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2005.
"Leading Indicators for Euro-area Inflation and GDP Growth,"
Oxford Bulletin of Economics and Statistics,
Department of Economics, University of Oxford, vol. 67(s1), pages 785-813, December.
- Banerjee, Anindya & Marcellino, Massimiliano & Masten, Igor, 2003. "Leading Indicators for Euro Area Inflation and GDP Growth," CEPR Discussion Papers 3893, C.E.P.R. Discussion Papers.
- Anindya Banerjee & Massimiliano Marcellino & Igor Masten, 2003. "Leading Indicators for Euro-area Inflation and GDP Growth," Working Papers 235, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- David Rapach & Jack Strauss, 2010. "Bagging or Combining (or Both)? An Analysis Based on Forecasting U.S. Employment Growth," Econometric Reviews, Taylor & Francis Journals, vol. 29(5-6), pages 511-533.
- Edda Claus, "undated". "Constructing NEO: A Near-term Employment Outlook," Working Papers-Department of Finance Canada 2001-07, Department of Finance Canada.
- Arturo Estrella & Frederic S. Mishkin, 1998.
"Predicting U.S. Recessions: Financial Variables As Leading Indicators,"
The Review of Economics and Statistics,
MIT Press, vol. 80(1), pages 45-61, February.
- Arturo Estrella & Frederic S. Mishkin, 1995. "Predicting U.S. Recessions: Financial Variables as Leading Indicators," NBER Working Papers 5379, National Bureau of Economic Research, Inc.
- Arturo Estrella & Frederic S. Mishkin, 1996. "Predicting U.S. recessions: financial variables as leading indicators," Research Paper 9609, Federal Reserve Bank of New York.
- Auerbach, Alan J, 1982. "The Index of Leading Indicators: "Measurement without Theory," Thirty-Five Years Later," The Review of Economics and Statistics, MIT Press, vol. 64(4), pages 589-595, November.
- Aslihan Atabek & Evren Erdogan Cosar & Saygin Sahinöz, 2005. "A New Composite Leading Indicator for Turkish Economic Activity," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(1), pages 45-64, January.
- S. Boragan Aruoba & Cagri Sarikaya, 2012. "Turkiye Icin Bir Reel Iktisadi Faaliyet Gostergesi," Working Papers 1219, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hurvich, Clifford M. & Tsai, Chih-Ling, 1996. "The impact of unsuspected serial correlations on model selection in linear regression," Statistics & Probability Letters, Elsevier, vol. 27(2), pages 115-126, April.
- Michael Funke & Harm Bandholz, 2003.
"In search of leading indicators of economic activity in Germany,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 22(4), pages 277-297.
- Harm Bandholz & Michael Funke, 2001. "In Search of Leading Indicators of Economic Activity in Germany," CESifo Working Paper Series 571, CESifo Group Munich.
- Harm Bandholz & Michael Funke, 2003. "In Search of Leading Indicators of Economic Activity in Germany," Quantitative Macroeconomics Working Papers 20307, Hamburg University, Department of Economics.
- Gonzalo Camba-Mendez & George Kapetanios & Richard J. Smith & Martin R. Weale, 2001.
"An automatic leading indicator of economic activity: forecasting GDP growth for European countries,"
Econometrics Journal,
Royal Economic Society, vol. 4(1), pages 1-37.
- Dr Martin Weale, 1999. "An Automatic Leading Indicator of Economic Activity: Forecasting GDP Growth for European Countries," National Institute of Economic and Social Research (NIESR) Discussion Papers 149, National Institute of Economic and Social Research.
- Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics,
Publishing House "SINERGIA PRESS", vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Marcellino, Massimiliano, 2006. "Leading Indicators," Handbook of Economic Forecasting, Elsevier.
- Christiaan Heij & Dick van Dijk & Patrick J.F. Groenen, 2011. "Forecasting with Leading Indicators by means of the Principal Covariate Index," OECD Journal: Journal of Business Cycle Measurement and Analysis, OECD Publishing, Centre for International Research on Economic Tendency Surveys, vol. 2011(1), pages 73-92.
- Sumru Altug & Erhan Uluceviz, 2011. "Leading Indicators of Real Activity and Inflation for Turkey, 2001-2010," Koç University-TUSIAD Economic Research Forum Working Papers 1134, Koc University-TUSIAD Economic Research Forum.
- Granger, C W J, 1969. "Investigating Causal Relations by Econometric Models and Cross-Spectral Methods," Econometrica, Econometric Society, vol. 37(3), pages 424-438, July.
- Diebold, Francis X & Rudebusch, Glenn D, 1989.
"Scoring the Leading Indicators,"
The Journal of Business,
University of Chicago Press, vol. 62(3), pages 369-391, July.
- Francis X. Diebold & Glenn D. Rudebusch, 1987. "Scoring the leading indicators," Special Studies Papers 206, Board of Governors of the Federal Reserve System (U.S.).
- James H. Stock & Mark W. Watson, 1989.
"New Indexes of Coincident and Leading Economic Indicators,"
NBER Chapters,in: NBER Macroeconomics Annual 1989, Volume 4, pages 351-409
National Bureau of Economic Research, Inc.
- Stock, J.H. & Watson, M.W., 1989. "New Indexes Of Coincident And Leading Economic Indicators," Papers 178d, Harvard - J.F. Kennedy School of Government.
- 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.
- Hsiao, Cheng, 1981. "Autoregressive modelling and money-income causality detection," Journal of Monetary Economics, Elsevier, vol. 7(1), pages 85-106.
- Philip Rothman, 1998.
"Forecasting Asymmetric Unemployment Rates,"
The Review of Economics and Statistics,
MIT Press, vol. 80(1), pages 164-168, February.
- Philip Rothman, "undated". "Forecasting Asymmetric Unemployment Rates," Working Papers 9618, East Carolina University, Department of Economics.
- David E. Rapach & Jack K. Strauss, 2008. "Forecasting US employment growth using forecast combining methods," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 27(1), pages 75-93.
More about this item
Keywords
Leading Indicator; Unemployment Rate; GrangerCausality Test;JEL classification:
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- E24 - Macroeconomics and Monetary Economics - - Consumption, Saving, Production, Employment, and Investment - - - Employment; Unemployment; Wages; Intergenerational Income Distribution; Aggregate Human Capital; Aggregate Labor Productivity
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ALL-2013-11-22 (All new papers)
- NEP-ARA-2013-11-22 (MENA - Middle East & North Africa)
- NEP-FOR-2013-11-22 (Forecasting)
- NEP-MAC-2013-11-22 (Macroeconomics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:tcb:wpaper:1341. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ozlem Ekmekciler Ramalho Rocha) or (Ilker Cakar). General contact details of provider: http://edirc.repec.org/data/tcmgvtr.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.