Dis Ticaret Istatistiklerinde Gun Etkisi

Olcay Çulha and Okan Eren

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

Abstract: [TR] Bu notta, dini ve resmi tatillere bagli olarak Turkiye dis ticaret istatistiklerinde gozlenen takvim ve calisma gunu etkileri, gunluk verilerin yil icindeki payi kullanilarak ve tatiller konusunda detayli bir ayrim yapilarak hesaplanmistir. Dis ticaret istatistikleri icin her gune farkli bir agirlik veren yeni bir calisma gunu degiskeni olusturulmustur. Yeni calisma gunu degiskeni kullanildiginda mevsim ve takvim etkilerinden arindirilmis dis ticaret serilerinin, her calisma gunune esit deger veren basit bir calisma gunu degiskeni ile arindirilmis serilere gore daha dusuk standart sapmaya ve daha yuksek ardisik bagimlilik katsayisina sahip oldugu gorulmustur. [EN] In this note, calendar and working day effects in the trade statistics of Turkey are calculated by distinguishing impacts of religious and national holidays rigorously and employing daily trade data. A new working day variable that assigns a different weight to each day of the week is obtained for exports and imports separately. When the new working day variables are used during the seasonal adjustment process, the resulting adjusted series seem to have lower standard deviations and higher autocorrelations than those obtained by using a work-day variable that assigns equal weight to each week day.

Date: 2016
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