大数据信息和即时预报：土耳其银行交易的消费和投资
Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey
摘要：
我们使用从个人到公司和公司到公司的Garanti BBVA银行交易的汇总信息来模拟国内私人需求。特别是，我们复制了土耳其季度国民账户总消费和投资（固定资本形成总额）及其更大的组成部分（机械和设备以及建筑）的实时情况。为了验证从这些指标中获得的信息的有用性，我们测试了这两个指标的即时预报能力，使用不同的即时预报模型对土耳其的国内生产总值进行即时预报。结果是成功的，并证实了消费和投资银行业务交易对即时预报的有用性。大数据信息的价值在临近预报过程的开始时更重要，因为传统的硬数据信息是稀缺的。这使得这些信息特别适用于那些统计数据发布滞后时间较长的国家，如新兴市场。
英文摘要：
We use the aggregate information from individual-to-firm and firm-to-firm in Garanti BBVA Bank transactions to mimic domestic private demand. Particularly, we replicate the quarterly national accounts aggregate consumption and investment (gross fixed capital formation) and its bigger components (Machinery and Equipment and Construction) in real time for the case of Turkey. In order to validate the usefulness of the information derived from these indicators we test the nowcasting ability of both indicators to nowcast the Turkish GDP using different nowcasting models. The results are successful and confirm the usefulness of Consumption and Investment Banking transactions for nowcasting purposes. The value of the Big data information is more relevant at the beginning of the nowcasting process, when the traditional hard data information is scarce. This makes this information specially relevant for those countries where statistical release lags are longer like the Emerging Markets.
机构、总结、中文摘要均由AI分析而来，可能存在错误，请以论文正文为准。
