Is PMI a Leading Indicator: Case of Turkey

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dc.authoridhttps://orcid.org/0000-0001-9576-6786
dc.authoridhttps://orcid.org/0000-0001-5377-6740
dc.authoridhttps://orcid.org/0000-0002-3407-1259
dc.authorscopusid57211745574
dc.authorscopusid56520408100
dc.authorwosidHHS-1004-2022
dc.authorwosidAAL-5440-2020
dc.authorwosidABA-7015-2020
dc.contributor.authorAkdağ, Saffet
dc.contributor.authorDeran, Ali
dc.contributor.authorİskendereoğlu, Ömer
dc.date.accessioned2024-02-08T12:27:04Z
dc.date.available2024-02-08T12:27:04Z
dc.date.issued2020
dc.departmentFakülteler, Uygulamalı Bilimler Fakültesi, Finans ve Bankacılık Bölümü
dc.description.abstractIn this study, the causal relationships of the Purchasing Managers Index (PMI) with various financial factors are examined. As a result of the analysis, it is determined that the change in the Istanbul-Stock-Exchange-Industry Index (ISEIND) causes the change in the PMI and the changes in the PMI also causes the changes in the Industrial-Production Index (IPI) and the Capacity-UtilizationRates (CUR). It is also determined that the causality towards to PMI from the ISEIND and causality towards IPI from PMI is valid in the medium- and long-run, whereas the causality towards PMI to CUR are valid for the all periods. According to these results, PMI can be considered as a leading indicator for the real sector. However, the same result does not apply to the financial sector.
dc.identifier.citationAkdağ, S., Deran, A. ve İskenderoğlu, Ö. (2020). Is PMI a Leading Indicator: Case of Turkey, Sosyoekonomi, 28 (45), 37-47.
dc.identifier.doi10.17233/sosyoekonomi.2020.03.03
dc.identifier.endpage47en_US
dc.identifier.issn1305-5577
dc.identifier.issue45en_US
dc.identifier.scopus2-s2.0-85119860218
dc.identifier.startpage37en_US
dc.identifier.trdizinid461252
dc.identifier.urihttps://dergipark.org.tr/en/download/article-file/797429
dc.identifier.urihttps://hdl.handle.net/20.500.13099/205
dc.identifier.volume28en_US
dc.identifier.wosWOS:000560244100004
dc.institutionauthorAkdağ, Saffet
dc.institutionauthorDeran, Ali
dc.language.isoen
dc.relation.ispartofSosyoekonomi
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı
dc.rightsinfo:eu-repo/semantics/openAccess
dc.subjectPurchasing Manager’s Index
dc.subjectIstanbul Stock Exchange Industry Index
dc.subjectIndustrial Production Index
dc.subjectCapacity Utilization Rates
dc.subjectGranger Casuality
dc.subjectFrequency Domain Causality
dc.subjectSatınalma Yöneticileri Endeksi
dc.subjectBİST Sanayi Endeksi
dc.subjectSanayi Üretim Endeksi
dc.subjectKapasite Kullanım Oranı
dc.subjectGranger Nedensellik
dc.subjectFrekans Nedensellik Analizi
dc.titleIs PMI a Leading Indicator: Case of Turkey
dc.title.alternativePMI Öncü Bir Gösterge mi? Türkiye Örneği
dc.typeArticle

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