Aslıhan ATABEK DEMİRHAN, Saygın ŞAHİNÖZ, Evren ERDOĞAN COŞAR

Türkiye İçin İhracat Beklenti Endeksi Oluşturulması

İhracat yapan firmaların üst düzey yöneticilerinin bugünkü ihracat imkanlarını nasıl değerlendirdiklerinin ve geleceğe ilişkin beklentilerinin toplulaştırılmış göstergesi olması amacıyla Türkiye Cumhuriyet Merkez Bankası (TCMB) İktisadi Yönelim Anketi sorularına verilen cevaplardan yararlanılarak İhracat Beklenti Endeksi (İBE) oluşturulmuştur. Bu endeks, ihracat gelişmelerindeki ve beklentilerindeki genel eğilimi ortaya çıkararak ihracattaki büyüme hakkında önceden bilgi vermekledir. İhracat Beklenti Endeksine dahil edilecek anket sorularını seçerken çapraz korelasyon analizinden yararlanılmış, yüksek korelasyon veren soruların hangi ağırlıklarla endekse katılacağına karar vermede ise Temel Bileşenler Analizi kullanılmıştır.

Anahtar Kelimeler:

İktisadi Yönelim Anketi, İhracat, Çapraz Korelasyon Analizi, Temel Bileşenler Analizi, Kernel Fonksiyonu

Building Up an Export Expectation Index for Turkey

The aim of this study is to construct an export expectation index (IBE) by using the questions of the Business Tendency Survey of the Central Bank of the Republic of Turkey. The most important motivation behind constructing the export expectation index is to provide an indicator of short-term export business conditions by analyzing exporters' views on general business conditions and future anticipations in the Business Tendency Survey. In constructing the export expectation index, the survey questions are chosen by the help of the cross correlation analysis and the ones that have high correlation with the export growth are combined in order to increase the reliability. To combine the selected survey questions, the weights are derived by the help of Principal Component Analysis.

Keywords:

Business Tendency Survey, Export, Cross Correlation, Principal Component Analysis, Kernel Function,

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