Shaping the manufacturing industry performance: MIDAS approach
作者： Ibrahim M. Turhan , Ahmet Sensoy , Erk Hacihasanoglu
DOI: 10.1016/J.CHAOS.2015.06.011
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摘要: Abstract We aim to find out whether the exchange rate (against US dollar) or interest (in local currency) is a better variable in predicting capacity utilization of manufacturing industry (CUR) Turkey after 2008 global financial crisis. In that manner, we implement dynamic mixed data sampling (MIDAS) regression model forecast monthly changes CUR by using daily and separately. The results show has performance suggesting it stronger determinant shaping industry.
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