DEMİRHAN, Aslıhan Atabek Türkiye Cumhuriyet Merkez Bankası, Turkey

SEASONAL ANOMALIES IN TURKISH INTERNATION TRADE FIGURES

36406

Calendar and trading day effect is one of the main factors that masks underlying movements of the time series. Estimation of this component permits to obtain better forecasts and more stable seasonal components. The aim of this study is to provide detailed analysis for the impact of calendar and trading day on foreign trade statistics. In this respect, unlike traditional approaches, using daily export and import data for 2004-2015 period, day, within month and holiday effects are investigated in details. Findings reveal the importance of the corresponding effects and the requirement of considering those effects for more efficient data analysis.

471

Calendar effects , international trade statistics , Turkey

Journal Of Economics an‎d Administrative Sciences

484