Alternatif Cikti Acigi Gostergeleri

Evren Erdoğan Coşar, Sevim Kösem and Cagri Sarikaya ()

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

Abstract: [TR] Bu calismada cikti acigi hesaplamalarinda yaygin olarak kullanilan yontemlere alternatif bir yontem sunulmaktadir. Bu yontemde iktisadi faaliyet ile iliskili pek cok anket gostergesi ve makroekonomik degisken temel bilesenler yontemi ile birlestirilip cesitli cikti acigi gostergeleri olusturulmustur. Kullanilan bu yontemle istatistiksel filtrelerin yarattigi orneklem sonu yanliligindan ve modele dayali tahminlerde olusan belirsizliklerinden arindirilmis guncel cikti acigi serileri turetilmistir. [EN] The aim of this study is to construct timely output gap measures which are free of end of sample bias of statistical detrending filters and modeling uncertainties. In this regard, an alternative output gap estimation method to the common used techniques is presented. This method combines various macroeconomic variables and survey questions using principal component analysis and generates a number of output gap measures.

Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:tcb:econot:1222

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