Probability Forecasts of Macroaggregates in the Turkish Economy

dc.authorwosidYazgan, Ege/GPG-1135-2022
dc.contributor.authorKaya, Huseyin
dc.contributor.authorYazgan, M. Ege
dc.date.accessioned2024-07-18T20:49:17Z
dc.date.available2024-07-18T20:49:17Z
dc.date.issued2014
dc.departmentİstanbul Bilgi Üniversitesien_US
dc.descriptionSWUFE International Workshop on Applied Microeconomics -- JUN 08-09, 2012 -- Chengdu, PEOPLES R CHINAen_US
dc.description.abstractWe provide probability forecasts of key Turkish macroeconomic variables such as inflation and output growth. The probability forecasts are derived from a core vector error correction model of the Turkish economy and its several variants. We use model and window averaging to address uncertainties arising from estimated models and possible structural breaks. The performances of the different models and their combinations are evaluated using relevant forecast accuracy tests in different pseudo out-of-sample settings. The results indicate that successful directional forecasts can be obtained for output growth and inflation. Averaging over both the models and the estimation windows improves the level of accuracy of the forecasts.en_US
dc.identifier.doi10.2753/REE1540-496X500213
dc.identifier.endpage229en_US
dc.identifier.issn1540-496X
dc.identifier.issn1558-0938
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-84905050339en_US
dc.identifier.scopusqualityQ1en_US
dc.identifier.startpage214en_US
dc.identifier.urihttps://doi.org/10.2753/REE1540-496X500213
dc.identifier.urihttps://hdl.handle.net/11411/8151
dc.identifier.volume50en_US
dc.identifier.wosWOS:000341381200014en_US
dc.identifier.wosqualityN/Aen_US
dc.indekslendigikaynakWeb of Scienceen_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherRoutledge Journals, Taylor & Francis Ltden_US
dc.relation.ispartofEmerging Markets Finance and Tradeen_US
dc.relation.publicationcategoryKonferans Öğesi - Uluslararası - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectForecast Combinationsen_US
dc.subjectForecasting And Structural Breaksen_US
dc.subjectProbability Forecastsen_US
dc.subjectTurkish Economyen_US
dc.subjectCombinationen_US
dc.subjectTestsen_US
dc.titleProbability Forecasts of Macroaggregates in the Turkish Economyen_US
dc.typeConference Objecten_US

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