Is PMI a Leading Indicator: Case of Turkey

Basit Öğe Kaydı
dc.authoridhttps://orcid.org/0000-0001-9576-6786en_US
dc.authoridhttps://orcid.org/0000-0001-5377-6740en_US
dc.authoridhttps://orcid.org/0000-0002-3407-1259en_US
dc.authorscopusid57211745574en_US
dc.authorscopusid56520408100en_US
dc.authorwosidHHS-1004-2022en_US
dc.authorwosidAAL-5440-2020en_US
dc.authorwosidABA-7015-2020en_US
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.issued2020en_US
dc.departmentFakülteler, Uygulamalı Bilimler Fakültesi, Finans ve Bankacılık Bölümüen_US
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.en_US
dc.identifier.citationAkdağ, S., Deran, A. ve İskenderoğlu, Ö. (2020). Is PMI a Leading Indicator: Case of Turkey, Sosyoekonomi, 28 (45), 37-47.en_US
dc.identifier.doi10.17233/sosyoekonomi.2020.03.03en_US
dc.identifier.endpage47en_US
dc.identifier.issn1305-5577
dc.identifier.issue45en_US
dc.identifier.startpage37en_US
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.institutionauthorAkdağ, Saffet
dc.institutionauthorDeran, Ali
dc.language.isoengen_US
dc.relation.ispartofSosyoekonomien_US
dc.relation.publicationcategoryMakale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanıen_US
dc.rightsinfo:eu-repo/semantics/openAccessen_US
dc.subjectPurchasing Manager’s Indexen_US
dc.subjectIstanbul Stock Exchange Industry Indexen_US
dc.subjectIndustrial Production Indexen_US
dc.subjectCapacity Utilization Ratesen_US
dc.subjectGranger Casualityen_US
dc.subjectFrequency Domain Causalityen_US
dc.subjectSatınalma Yöneticileri Endeksien_US
dc.subjectBİST Sanayi Endeksien_US
dc.subjectSanayi Üretim Endeksien_US
dc.subjectKapasite Kullanım Oranıen_US
dc.subjectGranger Nedenselliken_US
dc.subjectFrekans Nedensellik Analizien_US
dc.titleIs PMI a Leading Indicator: Case of Turkeyen_US
dc.title.alternativePMI Öncü Bir Gösterge mi? Türkiye Örneğien_US
dc.typearticleen_US

Dosyalar

Orijinal paket
Listeleniyor 1 - 1 / 1
Küçük Resim
İsim:
797429.pdf
Boyut:
458.11 KB
Biçim:
Adobe Portable Document Format
Açıklama:
Makale Dosyası
İndir
Lisans paketi
Listeleniyor 1 - 1 / 1
[ X ]
İsim:
license.txt
Boyut:
1.44 KB
Biçim:
Item-specific license agreed upon to submission
Açıklama:
İndir

Koleksiyon

Uygulamalı Bilimler Fakültesi Koleksiyonu