Araştırma ve Yayınlar

Recent Publication

Journal Articles

ALP ENVER ATAKAN, Auctions, Actions, and the failure of Information Aggregation, 2014, With Mehmet Ekmekci, 2014-2048, American Economic Review
ALP ENVER ATAKAN, Bargaining and Reputation in Search Markets, 2014, With Mehmet Ekmekci, 1-29, the Review of Economic Studies
ALP ENVER ATAKAN, Reputation with One-sided Imperfect Monitoring, 2015, With MEHMET EKMEKCI, 553-605, Journal of Economic Theory
CEM ÇAKMAKLI, Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey, 2015, With SUMRU ALTUG, International Journal of Forecasting
CEM ÇAKMAKLI, Getting the most out of macroeconomic information for predicting stock returns, 2015, With DICK VAN DIJK, International Journal of Forecasting
CEM ÇAKMAKLI, On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14, 2014, With NALAN BASTURK PINAR CEYHAN
HERMAN K. VAN DIJK, 381-447, Oeconomia
CEM ÇAKMAKLI, Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with non-filtered Time Series, 2014, With NALAN BASTURK PINAR CEYHAN HERMAN K. VAN DIJK, 1164-1182, Journal of Applied Econometrics
GÜLER SUMRU ALTUĞ, Do Institutions and Culture Matter for Business Cycles?, 2014, With Fabio Canova, 93-122, Open Economies Review
GÜLER SUMRU ALTUĞ, Forecasting Inflation using Survey Expectations and Inflation Targets: Evidence for Brazil and Turkey, 2015, With Cem Cakmakli, International Journal of Forecasting
GÜLER SUMRU ALTUĞ, Guest Editor’s Introduction, 2014, With Sumru Altug, 99-101, Emerging Markets Finance and Trade
GÜLER SUMRU ALTUĞ, Identifying Leading Indicators of Real Activity and Inflation for Turkey, 1988-2010: A Pseudo Out-of-Sample Forecasting Approach, 2014, With Erhan Uluceviz, Journal of Business Cycle Measurement and Analysis
GÜLER SUMRU ALTUĞ, Real Business Cycles after Three Decades: A Panel Discussion with Edward Prescott, Finn Kydland, Charles Plosser, John Long, Gary Hansen, and Thomas Cooley, 2014, With Warren Young, Macroeconomic Dynamics
GÜLER SUMRU ALTUĞ, Real Business Cycles after Three Decades: A Panel Discussion with Edward Prescott, Finn Kydland, Charles Plosser, John Long, Gary Hansen, and Thomas Cooley, 2015, With Warren Young, 425-455, Macroeconomics Dynamics
HAN NAZMİ ÖZSÖYLEV, Investor networks in the stock market, 2014, With Johan Walden, M. Deniz Yavuz, Recep Bildik, 1323-1366, Review of Financial Studies
KAMİL YILMAZ, On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms, 2014, With Francis X. Diebold , 119-134, Journal of Econometrics
KAMİL YILMAZ, Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014, 2016, With FRANCIS X. DIEBOLD, Journal of Financial Econometrics
LEVENT KOÇKESEN, Commitment without Reputation: Renegotiation-Proof Contracts under Asymmetric Information, 2015, With EMANUELE GERRATANA, 173-209, Review of Economic Design
ÖZGÜR YILMAZ, A characterization of the extended serial correspondence, 2015, With EUN JEONG HEO, Journal of Mathematical Economics
SELVA DEMİRALP CUDA, The Rational Islamic Actor: Evidence from Islamic Banking, 2015, With Seda Demiralp , 3-27, New Perspectives on Turkey
SİNAN SARPÇA, Commercialization of University Research and the Career Choices of Science and Engineering Doctoral Students, 2014, With Sencer Ecer (ITU), Youxin Huang (US Dept of Commerce), Economics Bulletin

Chapters in books

KAMİL YILMAZ, The Past, Present and Future of the Turkish Economy : “Demokrasiye Geçiş, Reel Ücretler Ve Verimlilik: Türk İmalat Sanayiinden Bulgular,” (Tranisition to Democracy, Real Wages and Productivity: Findings for Turkish Manufacturing Industry), E. Taymaz, E. Voyvoda and K. Yilmaz, In Özçelik, E. and E. Taymaz (Eds.) (Eds.) , 2015, Ankara, Imge Publishing House, Forthcoming
KAMİL YILMAZ, Unobserved Components and Time Series Econometrics: Festschrift in Honor of Andrew Harvey : Measuring the Dynamics of Global Business Cycle Connectedness, Francis X. Diebold and Kamil Yilmaz, In S. J. Koopman and N. Shephard (Eds.) , 2015, Oxford University Press, Forthcoming

Journal Articles

2014-2015

SELVA DEMİRALP, The Rational Islamic Actor: Evidence from Islamic Banking, Seda Demiralp and Selva Demiralp, New Perspectives on Turkey
SUMRU ALTUĞ, Real Business Cycles after Three Decades: A Panel Discussion with Edward Prescott, Finn Kydland, Charles Plosser, John Long, Gary Hansen, and Thomas Cooley, Sumru Altug and Warren Young, Macroeconomics Dynamics, Vol.:19 , Issue:2 , Pages:425-455 , March , 2015

Books

2014-2015

KAMİL YILMAZ, Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring, Francis X. Diebold and Kamil Yilmaz, Pages:230 , Feb , 2015, New York and Oxford, Oxford University Press

Journal Articles

2013-2014

ALP ATAKAN, Bargaining and Reputation in Search Markets, Alp E. Atakan, Mehmet Ekmekci, the Review of Economic Studies, Vol.:81 , Issue:1 , Pages:1-29 , 1 , 2014
ALP ATAKAN, Auctions, Actions, and the failure of Information Aggregation, Alp E. Atakan, Mehmet Ekmekci, American Economic Review, Vol.:104 , Issue:7 , Pages:2014-2048 , 7 , 2014
HAN ÖZSÖYLEV, Investor networks in the stock market, Han N. Ozsoylev, Johan Walden, M. Deniz Yavuz, Recep Bildik, Review of Financial Studies, Vol.:27 , Issue:5 , Pages:1323-1366 , May , 2014, Oxford University Press
KAMİL YILMAZ, On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms , Francis X. Diebold and Kamil Yilmaz, Journal of Econometrics, Vol.:182 , Issue:1 , Pages:119-134 , Sep , 2014, Elsevier
SİNAN SARPCA, Commercialization of University Research and the Career Choices of Science and Engineering Doctoral Students, Sencer Ecer (ITU), Youxin Huang (US Dept of Commerce), Sinan Sarpca, Economics Bulletin, Vol.:34 , Issue:2 , 2014
SUMRU ALTUĞ, Do Institutions and Culture Matter for Business Cycles?, Sumru Altug and Fabio Canova, Open Economies Review, Vol.:25 , Issue:1 , Pages:93-122 , 2014
SUMRU ALTUĞ, Guest Editor’s Introduction, Sumru Altug, Emerging Markets Finance and Trade, Vol.:50 , Issue:2 , Pages:99-101 , 2014, Sharpe Publishers

Books

2013-2014

KAMİL YILMAZ, Innovation, Globalization and Firm Dynamics: Lessons for Enterprise Policy, A. M. Ferragina, E. Taymaz and K. Yilmaz (eds.) , Pages:376 , Feb , 2014, Routledge

Chapters in books

2013-2014

KAMİL YILMAZ, Innovation, Globalization and Firm Dynamics: Lessons for Enterprise Policy : Foreign Ownership, Survival and Growth Dynamics in Turkish Manufacturing, Erol Taymaz and Kamil Yilmaz, In A. M. Ferragina, E. Taymaz and K. Yilmaz (eds.) (Eds.) , Feb , 2014, Routledge

Conference Proceedings

2013-2014

SUMRU ALTUĞ, De-coupling in Global Economic Activity: Trends and Some Predictions for the Future, Sumru Altug, The European Debt Crisis: Causes, Consequences, Measures and Remedies, 2013, Cambridge Scholar Publishing

Journal Articles

2012-2013

ALP ATAKAN, A Two Side Reputation Result with Long Run Players, Alp Atakan and Mehmet Ekmekci, The Journal of Economic Theory, Vol.:148 , Pages:376-392 , Jan , 2013
SİNAN SARPCA, An Exploration on School Formation: Income vs. Ability, Ahmet Alkan, Nejat Anbarci, Sinan Sarpca, Economics Letters, Vol.:117 , Issue:2 , Pages:500-504 , Nov , 2012, Elsevier
SİNAN SARPCA, Public Housing Units vs. Housing Vouchers, Charles Ka Yui Leung, Sinan Sarpca, Kuzey Yilmaz, Journal of Housing Economics, Vol.:21 , Issue:4 , Pages:310-321 , Dec , 2012, Elsevier
SUMRU ALTUĞ, Institutions nd Business Cycles, Sumru Altug, Bilin Neyapti, and Mustafa Emin, International Finance, Vol.:15 , Issue:3 , Pages:347-366 , 2012, Wiley

Chapters in books

2012-2013

KAMİL YILMAZ, Verimlilik Stratejisi Eylem Plani Soylesileri : Prof. Dr. Kamil Yilmaz’la Soylesi, Kamil Yilmaz, Pages:16-24 , Mayis , 2013, Ankara, Bilim, Sanayi ve Teknoloji Bakanligi

Conference Proceedings

2012-2013

SUMRU ALTUĞ, De-coupling in Global Economic Activity: Trends and Some Predictions for the Future, Sumru Altug, The European Debt Crisis: Causes, Consequences, Remedies, 2013, Kirklareli, Cambridge Scholars Publishing

Journal Articles

2011-2012

ALP ATAKAN, Reputation in Long-run Relationships, Alp Atakan and Mehmet Ekmekci, Review of Economic Studies, Vol.:79 , Issue:2 , Pages:451-480 , April , 2012
KAMİL YILMAZ, Better to Give than to Receive: Forecast-Based Measurement of Volatility Spillovers, Francis X. Diebold and Kamil Yilmaz, International Journal of Forecasting, Vol.:28 , Issue:1 , Pages:57-66 , Jan. , 2012, Amsterdam, Elsevier
KAMİL YILMAZ, Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve, Selva Demiralp and Kamil Yilmaz, Journal of Macroeconomics, Vol.:34 , Pages:404-418 , 2012, Elsevier
LEVENT KOÇKESEN, Strategic Effects of Renegotiation-Proof Contracts, Emanuele Gerratana and Levent Kockesen, The B.E. Journal of Theoretical Economics (Advances), Vol.:12 , Issue:1 , 2012
LEVENT KOÇKESEN, Litigation and Settlement under Judicial Agency, Levent Kockesen and Murat Usman, International Review of Law and Economics, Vol.:32 , 2012
MIKA MEITZ, Parameter estimation in nonlinear AR-GARCH models, Mika Meitz and Pentti Saikkonen, Econometric Theory, Vol.:27 , Pages:1236-1278 , 2011
MURAT USMAN, Litigation and Settlement under Judicial Agency, joint with Levent Koçkesen, International Review of Law and Economics, Vol.:32 , Pages:300-308 , April , 2012
ÖZGÜR YILMAZ, Böbrek Takası: Mekanizma Tasarımı Yaklaşımı ve Türkiye Örneği, İktisat İşletme Finans, Vol.:318 , Issue:27 , Pages:9-26 , 09 , 2012
REHİM KILIÇ, Long run equilibrium and short run dynamics between risk exposure and highway safety, Kiliç, R., and P. McCarthy, Empirical Economics 42, 899-913., Issue:42 , Pages:899-913 , 2012, Springer
SELVA DEMİRALP, Money, Reserves, and the Transmission of Monetary Policy: Does the Money Multiplier Exist?, Seth Carpenter and Selva Demiralp, Journal of Macroeconomics, Vol.:34 , Pages:59-75 , 2012, Elsevier
SELVA DEMİRALP, Monetary policy communication in Turkey, Selva Demiralp, Hakan Kara, Pinar Ozlu, European Journal of Political Economy, Vol.:28 , Pages:540-556
SUMRU ALTUĞ, Cyclical Dynamics of Industrial Production and Employment: Markov Chain-based Estimates and Tests, Sumru Altug, Baris Tan and Gozde Gencer, Journal of Economics Dynamics and Control, Vol.:36 , Pages:1534-1550 , 7 , 2012
ŞULE ALAN, Do Disaster Expectations Explain Household Portfolios?, Sule Alan, Quantitative Economics, Vol.:3 , Issue:1 , Pages:1-28 , March , 2012
THOMAS F. CROSSLEY, Borrowing Constraints, the Cost of Precautionary Saving and Unemployment Insurance, Crossley, T.F. and H. Low, International Tax and Public Finance , Vol.:18 , Issue:6 , Pages:658-687 , Decemb, 2011

Books

2011-2012

KAMİL YILMAZ, Uluslararası Üretim Zincirlerinde Dönüşüm ve Türkiye’nin Konumu, (The Transformation of International Production Chains and Turkey) , Erol Taymaz, Ebru Voyvoda, Kamil Yilmaz, Pages:181 , Dec , 2011, Istanbul, TUSIAD Publications
THOMAS F. CROSSLEY, Raising Household Saving, Crossley, T.F., C. Emmerson and A. Leicester, Pages:112 , Feb , 2012, London, The British Academy

Theses

2011-2012

REHİM KILIÇ, , 2012

Chapters in books

2011-2012

KAMİL YILMAZ, Routledge Handbook of Modern Turkey : Turkish Manufacturing Industry: Policies, Performance and Challenges, Kamil Yilmaz, In M. Heper and S. Sayari (Eds.) , Pages:352-363 , June , 2012, Routledge
KAMİL YILMAZ, Turkey and the EU: Accession and Reform : The EU–Turkey Customs Union Fifteen Years Later: Better, Yet not the Best Alternative, Kamil Yilmaz, In G. Avci and A. Carkoglu (Eds.) , Aug , 2012, London, Routledge
KAMİL YILMAZ, Unobserved Components and Time Series Econometrics : Measuring the Dynamics of Global Business Cycle Connectednes, Francis X. Diebold and Kamil Yilmaz, In Siam J. Koopman and Neil Shephard (Eds.) , Pages:submitted , Sep , 2012, Oxford UP

Conference Proceedings

2011-2012

SUMRU ALTUĞ, ‘De-coupling” in Global Economic Activity: Trends and Some Predictions for the Future, Sumru Altug, CES Conference on European Debt Conference, May , 2012, Kirklareli, Turkey, Cambridge Scholar Publishing.