Milli Gelir Buyume Tahmini: IYA ve PMI Gostergelerinin Rolu

Huseyin Cagri Akkoyun and Mahmut Gunay

CBT Research Notes in Economics from Research and Monetary Policy Department, Central Bank of the Republic of Turkey

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.

Date: 2013
New Economics Papers: this item is included in nep-ara and nep-sog
References: Add references at CitEc
Citations:

Downloads: (external link)
https://www.tcmb.gov.tr/wps/wcm/connect/85bb1e73-b ... dec07ed41c21-m3fw5jS (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:tcb:econot:1331

Access Statistics for this paper

More papers in CBT Research Notes in Economics from Research and Monetary Policy Department, Central Bank of the Republic of Turkey Contact information at EDIRC.
Bibliographic data for series maintained by () and ().