探索土耳其建筑业生产指数的状态空间建模方法

IF 0.5 4区 数学 Q4 SOCIAL SCIENCES, MATHEMATICAL METHODS Journal of Official Statistics Pub Date : 2024-05-23 DOI:10.1177/0282423x241248010
Özlem Yiğit
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引用次数: 0

摘要

近年来,研究人员和统计人员越来越多地使用计量经济学技术来生成及时、高质量和详细的官方统计数据。本研究采用状态空间建模方法,提出了一种基于回归的时间分解模型的改进形式,用于编制土耳其建筑业生产指数。该模型将 12 个月的平减营业额移动总和作为观察变量,将雇员人数作为外生变量。最后,比较了四个备选模型--三个假设劳动生产率不变,一个假设劳动生产率随时间变化。
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State-Space Modeling Approach to Exploring the Index of Production in Construction for Türkiye
In recent years, researchers and statisticians have increasingly used econometric techniques to generate timely, high-quality, and detailed official statistics. This study presents a modified form of regression-based temporal disaggregation model to compile the index of production in construction for Türkiye, employing a state-space modeling approach. The model incorporates the twelve-month moving sum of deflated turnover as an observed variable and the number of employees as an exogenous variable. Finally, four alternative models—three assuming constant labor productivity and one assuming time-varying labor productivity—are compared.
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来源期刊
Journal of Official Statistics
Journal of Official Statistics STATISTICS & PROBABILITY-
CiteScore
1.90
自引率
9.10%
发文量
39
审稿时长
>12 weeks
期刊介绍: JOS is an international quarterly published by Statistics Sweden. We publish research articles in the area of survey and statistical methodology and policy matters facing national statistical offices and other producers of statistics. The intended readers are researchers or practicians at statistical agencies or in universities and private organizations dealing with problems which concern aspects of production of official statistics.
期刊最新文献
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