ISTANBUL—Turkey's central bank governor warned Monday that inflation was his No.1 problem, as data confirmed the economy expanded 8.2% in the third quarter, smashing economists' expectations and underscoring its reputation as Eurasia's rising tiger.

Monday's official growth figure, compared with the same period a year earlier, dramatically exceeded market forecasts of a 6.6% gain and followed an 8.8% expansion in the second quarter.

Turkey's...