Periodic Stationarity Properties of Industrial Production Index in Turkey
ESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCES, cilt.11, sa.1, ss.49-62, 2016 (ESCI, TRDizin)
- Yayın Türü: Makale / Tam Makale
- Cilt numarası: 11 Sayı: 1
- Basım Tarihi: 2016
- Dergi Adı: ESKISEHIR OSMANGAZI UNIVERSITESI IIBF DERGISI-ESKISEHIR OSMANGAZI UNIVERSITY JOURNAL OF ECONOMICS AND ADMINISTRATIVE SCIENCES
- Derginin Tarandığı İndeksler: Emerging Sources Citation Index (ESCI), TR DİZİN (ULAKBİM)
- Sayfa Sayıları: ss.49-62
- Anahtar Kelimeler: Industrial Production Index, Stationarity, Time Series, Periodic Properties
- Anadolu Üniversitesi Adresli: Evet
Özet
Periodic movements which do not strictly depend on calendar time are usually undesirable properties in series and it is generally tried to dispose from series by filtering due to the problems posed in the empirical analysis. Despite this approach, nowadays the opinion that periodic structure of an economical series has important properties and thus series need to be examined within the framework of techniques which are able to cope with periodicity properties becomes widespread. In this study, considering the second opinion, periodic structure of Turkey's industrial production index is examined in detail by time domain techniques and stationarity properties of the industrial production series are dealt with in the periodic context.