Estimating monthly employment series for Turkey by State-Space Method

Estimating monthly employment series for Turkey by State-Space Method The employment series by the type of economic activities published by Turkish Statistical Institute for the period of October 1988 - April 1999 consist of two observations per year; one at October and the other at April. For the period of 2000-2004, all the series published are quarterly. The available series tire not sufficient for high frequency dynamic econometric analyses. In this study, we intent to achieve high frequency (monthly) series, covering October 1988-December 2004, of sectoral employment for Turkey compiled and released by Turkish Statistical Institute by econometric methods. For this purpose, the state-space model is used suggested by Proietti (2006). As the outcome, the monthly employment series of agriculture, industry, construction and services sectors are obtained for the October 1988-December 2004 period We expect the estimated time series to contribute both to applied macroeconomic studies on Turkish economy and to international comparative analyses.