Research and Publications
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 Türkiye, 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 Türkiye, 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 Türkiye, 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 Türkiye
- 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 Türkiye
- 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 Türkiye, 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 Türkiye) , 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 Türkiye : Turkish Manufacturing Industry: Policies, Performance and Challenges, Kamil Yilmaz, In M. Heper and S. Sayari (Eds.) , Pages:352-363 , June , 2012, Routledge
- KAMİL YILMAZ, Türkiye and the EU: Accession and Reform : The EU–Türkiye 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, Türkiye, Cambridge Scholar Publishing.