Identifying leading indicators of real activity and inflation for Turkey, 1988-2010: A pseudo out-of-sample forecasting approach

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dc.authorscopusid6701650671
dc.authorscopusid57189350952
dc.contributor.authorAltug, S.
dc.contributor.authorUluceviz, E.
dc.date.accessioned2024-07-18T20:17:18Z
dc.date.available2024-07-18T20:17:18Z
dc.date.issued2013
dc.description.abstractThis paper develops a set of leading indicators for industrial production growth and changes in consumer price inflation by accounting for changes in the policy regime that have occurred for the Turkish economy over the sample period 1988-2010. The choice of indicators is based on a pseudo out-of-sample forecasting exercise that is implemented by Leigh and Rossi (2002), and Stock and Watson (2003), amongst others. Our findings provide evidence on the factors determining changes in real activity and inflation over an extended sample period that encompasses episodes of volatile inflation and output growth as well as the recent experience of disinflation and normalisation for the Turkish economy. © OECD 2013.en_US
dc.identifier.doi10.1787/jbcma-2013-5k4221j86n8v
dc.identifier.issn1995-2880
dc.identifier.issue2en_US
dc.identifier.scopus2-s2.0-85043552493en_US
dc.identifier.scopusqualityN/Aen_US
dc.identifier.urihttps://doi.org/10.1787/jbcma-2013-5k4221j86n8v
dc.identifier.urihttps://hdl.handle.net/11411/6496
dc.identifier.volume2013en_US
dc.indekslendigikaynakScopusen_US
dc.language.isoenen_US
dc.publisherOrganisation for Economic Cooperation and Development (OECD)en_US
dc.relation.ispartofOECD Journal: Journal of Business Cycle Measurement and Analysisen_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/closedAccessen_US
dc.subjectCombination Forecastsen_US
dc.subjectInflationen_US
dc.subjectInflation Targetingen_US
dc.subjectLeading İndicatorsen_US
dc.subjectOut-Of-Sample Forecastingen_US
dc.subjectReal Activityen_US
dc.subjectTurkeyen_US
dc.titleIdentifying leading indicators of real activity and inflation for Turkey, 1988-2010: A pseudo out-of-sample forecasting approach
dc.typeArticle

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