Cem Çakmaklı
(Cem Cakmakli)
Personal Details
First Name: | Cem |
Middle Name: | |
Last Name: | Cakmakli |
Suffix: | |
RePEc Short-ID: | pca725 |
[This author has chosen not to make the email address public] | |
Koç University, Rumelifeneri Yolu, 34450, Sarıyer Istanbul Turkey | |
+905333455071 |
Affiliation
İktisat Bölümü
İktisadi ve İdari Bilimler Fakültesi
Koç Üniversitesi
İstanbul, Turkeyhttp://case.ku.edu.tr/tr/econ/home
RePEc:edi:dekoctr (more details at EDIRC)
Research output
Jump to: Working papers Articles Software ChaptersWorking papers
- Muhammed A. Yildirim & Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas, 2021.
"The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks,"
CID Working Papers
390, Center for International Development at Harvard University.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," Koç University-TUSIAD Economic Research Forum Working Papers 2104, Koc University-TUSIAD Economic Research Forum.
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan & Yıldırım, Muhammed A., 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CEPR Discussion Papers 15710, C.E.P.R. Discussion Papers.
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yeşiltaş & Muhammed A. Yıldırım, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," NBER Working Papers 28395, National Bureau of Economic Research, Inc.
- Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Selva Demiralp & Gokhan Sahin Gunes, 2021. "How do exchange rates respond to political rhetoric by populist leaders?," Koç University-TUSIAD Economic Research Forum Working Papers 2112, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Selva Demiralp & Sevcan Yesiltas & Muhammed Ali Yildirim, 2021. "The Role of Obedience and the Rule of Law during the Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2103, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli Ozcan & Sevcan Yesiltas & Muhammed Ali Yildirim, 2020. "COVID-19 and Emerging Markets: The Case of Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 2011, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020. "COVID-19 and Emerging Markets: An Epidemiological Model with International Production Networks and Capital Flows," IMF Working Papers 2020/133, International Monetary Fund.
- Cem Cakmakli & Selva Demiralp, 2020. "A Dynamic Evaluation of Central Bank Credibility," Koç University-TUSIAD Economic Research Forum Working Papers 2015, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment","
Online Appendices
19-269, Review of Economic Dynamics.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Cem Cakmakli & Yasin Simsek, 2020.
"Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model,"
Papers
2007.02726, arXiv.org, revised Feb 2021.
- Cem Cakmakli & Yasin Simsek, 2021. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Koç University-TUSIAD Economic Research Forum Working Papers 2013, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmaklı & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Working Paper series 20-23, Rimini Centre for Economic Analysis, revised Feb 2021.
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
NBER Working Papers
27191, National Bureau of Economic Research, Inc.
- Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," CEPR Discussion Papers 15154, C.E.P.R. Discussion Papers.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020.
"Ambiguous business cycles: a quantitative assessment,"
Post-Print
hal-03039262, HAL.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
- Cem Cakmakli & Selva Demiralp & Sevcan Yesiltas & Muhammed A. Yildirim, 2018. "How Do Indirect Taxes on Tobacco Products Affect Inflation?," Koç University-TUSIAD Economic Research Forum Working Papers 1811, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Çakmaklı, Cem & Demircan, Hamza, 2018.
"Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach,"
CEPR Discussion Papers
13171, C.E.P.R. Discussion Papers.
- Cem Cakmakli & Hamza Demircan & Sumru Altug, 2019. "Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach," Koç University-TUSIAD Economic Research Forum Working Papers 1907, Koc University-TUSIAD Economic Research Forum.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Sumru Altug & Cem Cakmakli, 2014. "Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey," Koç University-TUSIAD Economic Research Forum Working Papers 1413, Koc University-TUSIAD Economic Research Forum.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data,"
Tinbergen Institute Discussion Papers
13-090/III, Tinbergen Institute.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012.
"Measuring and Predicting Heterogeneous Recessions,"
Koç University-TUSIAD Economic Research Forum Working Papers
1206, Koc University-TUSIAD Economic Research Forum.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Cem Çakmakli, 2012. "Bayesian Semiparametric Dynamic Nelson-Siegel Model," Working Paper series 59_12, Rimini Centre for Economic Analysis, revised Sep 2012.
- Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011. "Modeling and Estimation of Synchronization in Multistate Markov-Switching Models," Tinbergen Institute Discussion Papers 11-002/4, Tinbergen Institute.
- Cem Cakmakli & Dick van Dijk, 2010. "Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility," Tinbergen Institute Discussion Papers 10-115/4, Tinbergen Institute.
- Cem CAKMAKLI & Oner GUNCAVDI, 2001. "The Link between Trade Liberalization and Economic Growth: A Case Study: Turkey," Middle East and North Africa 330400014, EcoMod.
Articles
- Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Ambiguous Business Cycles: A Quantitative Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"," Computer Codes 19-269, Review of Economic Dynamics.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
- Cem Çakmaklı, 2020. "Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model," Econometric Reviews, Taylor & Francis Journals, vol. 39(1), pages 71-91, January.
- Altug, Sumru & Çakmaklı, Cem, 2016.
"Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey,"
International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Altug, Sumru & Çakmaklı, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
- Çakmaklı, Cem & van Dijk, Dick, 2016. "Getting the most out of macroeconomic information for predicting excess stock returns," International Journal of Forecasting, Elsevier, vol. 32(3), pages 650-668.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
"Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
Software components
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment","
Computer Codes
19-269, Review of Economic Dynamics.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
Chapters
- Sumru Altug & Cem Çakmakli & Rüveyda Nur Gözen, 2019. "The Interaction of Real and Financial Markets in the Global Economy: What Role Does China Play?," World Scientific Book Chapters, in: Sabri Boubaker & Duc Khuong Nguyen (ed.), HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, chapter 20, pages 513-550, World Scientific Publishing Co. Pte. Ltd..
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014.
"On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14,"
Tinbergen Institute Discussion Papers
14-085/III, Tinbergen Institute, revised 04 Sep 2014.
Mentioned in:
- The Rise of Bayesian Econometrics
by Dave Giles in Econometrics Beat: Dave Giles' Blog on 2014-11-20 03:57:00
- The Rise of Bayesian Econometrics
RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
NBER Working Papers
27191, National Bureau of Economic Research, Inc.
- Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," CEPR Discussion Papers 15154, C.E.P.R. Discussion Papers.
Mentioned in:
- Cem Cakmakli & Yasin Simsek, 2021.
"Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model,"
Koç University-TUSIAD Economic Research Forum Working Papers
2013, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Papers 2007.02726, arXiv.org, revised Feb 2021.
- Cem Cakmaklı & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Working Paper series 20-23, Rimini Centre for Economic Analysis, revised Feb 2021.
Mentioned in:
Working papers
- Muhammed A. Yildirim & Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas, 2021.
"The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks,"
CID Working Papers
390, Center for International Development at Harvard University.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," Koç University-TUSIAD Economic Research Forum Working Papers 2104, Koc University-TUSIAD Economic Research Forum.
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan & Yıldırım, Muhammed A., 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CEPR Discussion Papers 15710, C.E.P.R. Discussion Papers.
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yeşiltaş & Muhammed A. Yıldırım, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," NBER Working Papers 28395, National Bureau of Economic Research, Inc.
Cited by:
- Bown, Chad & Bollyky, Thomas, 2021.
"How COVID-19 vaccine supply chains emerged in the midst of a pandemic,"
CEPR Discussion Papers
16428, C.E.P.R. Discussion Papers.
- Chad P. Bown & Thomas J. Bollyky, 2022. "How COVID‐19 vaccine supply chains emerged in the midst of a pandemic," The World Economy, Wiley Blackwell, vol. 45(2), pages 468-522, February.
- Chad P. Bown & Thomas J. Bollyky, 2021. "How COVID-19 vaccine supply chains emerged in the midst of a pandemic," Working Paper Series WP21-12, Peterson Institute for International Economics.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022.
"Social Distancing, Vaccination and Evolution of Covid-19 Transmission Rates in Europe,"
CESifo Working Paper Series
9754, CESifo.
- Chudik, A. & Pesaran, M. H. & Rebucci, A., 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Cambridge Working Papers in Economics 2230, Faculty of Economics, University of Cambridge.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2022. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," Globalization Institute Working Papers 414, Federal Reserve Bank of Dallas, revised 12 Jul 2022.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2023. "Social Distancing, Vaccination and Evolution of COVID-19 Transmission Rates in Europe," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(2), pages 474-508, June.
- Ricardo Hausmann & Ulrich Schetter & Muhammed A Yildirim, 2024.
"On the design of effective sanctions: the case of bans on exports to Russia,"
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 39(117), pages 109-153.
- Ricardo Hausmann & Ulrich Schetter & Muhammed A. Yildirim, 2022. "On the Design of Effective Sanctions: The Case of Bans on Exports to Russia," CID Working Papers 417, Center for International Development at Harvard University.
- Laurence S. J. Roope & Adrian Barnett & Paolo Candio & Mara Violato & Raymond Duch & Philip M. Clarke, 2022. "Is There Broad-Based Support in High-Income Countries for COVID-19 Vaccine Donation? Evidence from Seven Countries," Applied Health Economics and Health Policy, Springer, vol. 20(1), pages 55-65, January.
- Fu, Yuting & Jin, Hanqing & Xiang, Haitao & Wang, Ning, 2022. "Optimal lockdown policy for vaccination during COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 45(C).
- Clarke, Philip & Loewen, Peter & Bonnefon, Jean-François & Melegaro, Alessia & Friedman, Jorge & Violato, Mara & Barnett, Adrian & Duch, Raymond & Roope, Laurence, 2021.
"Public opinion on global rollout of COVID-19 vaccines,"
TSE Working Papers
21-1214, Toulouse School of Economics (TSE).
- Philip Clarke & Laurence Roope & Peter Loewen & Jean-François Bonnefon & Alessia Melegaro & Jorge Friedman & Mara Violato & Adrian Barnett & Raymond Duch, 2021. "Public opinion on global rollout of COVID-19 vaccines," Post-Print hal-03261784, HAL.
- Philip Clarke & Laurence Roope & Peter John Loewen & Jean-François Bonnefon & Alessia Melegaro & Jorge Friedman & Mara Violato & Adrian G. Barnett & Raymond M. Duch, 2023. "Public opinion on global rollout of COVID-19 vaccines," Working Papers hal-04164438, HAL.
- Aslim, Erkmen Giray & Fu, Wei & Tekin, Erdal & You, Shijun, 2023.
"From Syringes to Dishes: Improving Food Security through Vaccination,"
IZA Discussion Papers
16009, Institute of Labor Economics (IZA).
- Erkmen G. Aslim & Wei Fu & Erdal Tekin & Shijun You, 2023. "From Syringes to Dishes: Improving Food Security through Vaccination," NBER Working Papers 31045, National Bureau of Economic Research, Inc.
- Linus Nyiwul, 2021. "Epidemic Control and Resource Allocation: Approaches and Implications for the Management of COVID-19," Studies in Microeconomics, , vol. 9(2), pages 283-305, December.
- Jean-Charles Bricongne & Juan Carluccio & Lionel Gérard Fontagné & Guillaume Gaulier & Sebastian Stumpner, 2022.
"From Macro to Micro: Large Exporters Coping with Common Shocks,"
CESifo Working Paper Series
9857, CESifo.
- Jean-Charles Bricongne & Juan Carluccio & Lionel Fontagné & Guillaume Gaulier & Sebastian Stumpner, 2022. "From Macro to Micro: Large Exporters Coping with Common Shocks," Working papers 881, Banque de France.
- George A. Alessandria & Shafaat Y. Khan & Armen Khederlarian & Carter B. Mix & Kim J. Ruhl, 2023.
"The Aggregate Effects of Global and Local Supply Chain Disruptions: 2020–2022,"
NBER Working Papers
30849, National Bureau of Economic Research, Inc.
- George A. Alessandria & Shafaat Y. Khan & Armen Khederlarian & Carter B. Mix & Kim J. Ruhl, 2022. "The Aggregate Effects of Global and Local Supply Chain Disruptions: 2020–2022," NBER Chapters, in: NBER International Seminar on Macroeconomics 2022, National Bureau of Economic Research, Inc.
- Alessandria, George & Khan, Shafaat Yar & Khederlarian, Armen & Mix, Carter & Ruhl, Kim J., 2023. "The aggregate effects of global and local supply chain disruptions: 2020–2022," Journal of International Economics, Elsevier, vol. 146(C).
- Alessandria,George & Khan,Shafaat Yar & Khederlarian,Armen & Mix,Carter & Ruhl,Kim J., 2023. "The Aggregate Effects of Global and Local Supply Chain Disruptions : 2020–2022," Policy Research Working Paper Series 10303, The World Bank.
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2021.
"COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing,"
CEPR Discussion Papers
15993, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," NBER Working Papers 28629, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," Globalization Institute Working Papers 407, Federal Reserve Bank of Dallas.
- D. G. Webster & Semra A. Aytur & Mark Axelrod & Robyn S. Wilson & Joseph A. Hamm & Linda Sayed & Amber L. Pearson & Pedro Henrique C. Torres & Alero Akporiaye & Oran Young, 2022. "Learning from the Past: Pandemics and the Governance Treadmill," Sustainability, MDPI, vol. 14(6), pages 1-26, March.
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
CEPR Discussion Papers
15154, C.E.P.R. Discussion Papers.
- Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," NBER Working Papers 27191, National Bureau of Economic Research, Inc.
- Levchenko, Andrei & Bonadio, Barthelemey & Huo, Zhen & Pandalai-Nayar, Nitya, 2020.
"Global Supply Chains in the Pandemic,"
CEPR Discussion Papers
14766, C.E.P.R. Discussion Papers.
- Bonadio, Barthélémy & Huo, Zhen & Levchenko, Andrei A. & Pandalai-Nayar, Nitya, 2021. "Global supply chains in the pandemic," Journal of International Economics, Elsevier, vol. 133(C).
- BarthŽlŽmy Bonadio & Zhen Huo & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2021. "Global Supply Chains in the Pandemic," Working Papers 683, Research Seminar in International Economics, University of Michigan.
- Barthélémy Bonadio & Zhen Huo & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2020. "Global Supply Chains in the Pandemic," NBER Working Papers 27224, National Bureau of Economic Research, Inc.
- Veronika Grimm & Franziska K. Lembcke & Milena Schwarz, 2021. "Impffortschritt in Deutschland und der Welt: Chancen und Risiken [Opportunities and Risks of Vaccination Progress]," Wirtschaftsdienst, Springer;ZBW - Leibniz Information Centre for Economics, vol. 101(4), pages 266-275, April.
- Yang Ye & Qingpeng Zhang & Xuan Wei & Zhidong Cao & Hsiang-Yu Yuan & Daniel Dajun Zeng, 2022. "Equitable access to COVID-19 vaccines makes a life-saving difference to all countries," Nature Human Behaviour, Nature, vol. 6(2), pages 207-216, February.
- L'aszl'o Czaller & GergH{o} T'oth & Bal'azs Lengyel, 2021. "Vaccine allocation to blue-collar workers," Papers 2104.04639, arXiv.org.
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"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
CEPR Discussion Papers
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- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
CEPR Discussion Papers
15154, C.E.P.R. Discussion Papers.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020.
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IMF Working Papers
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CESifo Working Paper Series
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- Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2020.
"COVID-19 and SME Failures,"
FRB Atlanta Working Paper
2020-21, Federal Reserve Bank of Atlanta.
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CEPR Discussion Papers
15323, C.E.P.R. Discussion Papers.
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CEPR Discussion Papers
15993, C.E.P.R. Discussion Papers.
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- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," Globalization Institute Working Papers 407, Federal Reserve Bank of Dallas.
- Enrique G. Mendoza & Eugenio I. Rojas & Linda L. Tesar & Jing Zhang, 2020.
"A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff,"
NBER Working Papers
28247, National Bureau of Economic Research, Inc.
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- Enrique G. Mendoza & Eugenio Rojas & Linda L. Tesar & Jing Zhang, 2023. "A Macroeconomic Model of Healthcare Saturation, Inequality and the Output–Pandemia Trade-off," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 243-299, March.
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"Global Supply Chains in the Pandemic,"
CEPR Discussion Papers
14766, C.E.P.R. Discussion Papers.
- Bonadio, Barthélémy & Huo, Zhen & Levchenko, Andrei A. & Pandalai-Nayar, Nitya, 2021. "Global supply chains in the pandemic," Journal of International Economics, Elsevier, vol. 133(C).
- BarthŽlŽmy Bonadio & Zhen Huo & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2021. "Global Supply Chains in the Pandemic," Working Papers 683, Research Seminar in International Economics, University of Michigan.
- Barthélémy Bonadio & Zhen Huo & Andrei A. Levchenko & Nitya Pandalai-Nayar, 2020. "Global Supply Chains in the Pandemic," NBER Working Papers 27224, National Bureau of Economic Research, Inc.
- Tesar, Linda & Mendoza, Enrique & Rojas, Eugenio, 2021.
"A Macroeconomic Model of Healthcare Saturation, Inequality & the Output-Pandemia Tradeoff,"
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15846, C.E.P.R. Discussion Papers.
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- Cem Cakmakli & Hamza Demircan, 2020. "Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2016, Koc University-TUSIAD Economic Research Forum.
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- Mr. Edward F Buffie & Mr. Christopher S Adam & Luis-Felipe Zanna & Mr. Kangni R Kpodar, 2022.
"Loss-of-Learning and the Post-Covid Recovery in Low-Income Countries,"
IMF Working Papers
2022/025, International Monetary Fund.
- Cem Cakmakli & Selva Demiralp, 2020.
"A Dynamic Evaluation of Central Bank Credibility,"
Koç University-TUSIAD Economic Research Forum Working Papers
2015, Koc University-TUSIAD Economic Research Forum.
Cited by:
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- Nebioğlu, Deniz & Soybilgen, Barış, 2023. "Inflation aversion in Turkey," Economic Systems, Elsevier, vol. 47(4).
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
CEPR Discussion Papers
15154, C.E.P.R. Discussion Papers.
- Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," NBER Working Papers 27191, National Bureau of Economic Research, Inc.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment","
Online Appendices
19-269, Review of Economic Dynamics.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
Cited by:
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Mao, Jie & Shen, Guanxiong & Yan, Jingzhou, 2023. "A continuous-time macro-finance model with Knightian uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Carbonari, Lorenzo & Maurici, Filippo, 2023. "Firm heterogeneity, financial frictions and ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
- Giulia Piccillo & Poramapa Poonpakdee, 2021. "Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters," CESifo Working Paper Series 9486, CESifo.
- Cem Cakmakli & Yasin Simsek, 2020.
"Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model,"
Papers
2007.02726, arXiv.org, revised Feb 2021.
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- Cem Cakmaklı & Yasin Simsek, 2020. "Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model," Working Paper series 20-23, Rimini Centre for Economic Analysis, revised Feb 2021.
Cited by:
- Rebucci, Alessandro & Chudik, Alexander & Pesaran, M. Hashem, 2021.
"COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing,"
CEPR Discussion Papers
15993, C.E.P.R. Discussion Papers.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," NBER Working Papers 28629, National Bureau of Economic Research, Inc.
- Alexander Chudik & M. Hashem Pesaran & Alessandro Rebucci, 2021. "COVID-19 Time-Varying Reproduction Numbers Worldwide: An Empirical Analysis of Mandatory and Voluntary Social Distancing," Globalization Institute Working Papers 407, Federal Reserve Bank of Dallas.
- Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2021.
"The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks,"
Koç University-TUSIAD Economic Research Forum Working Papers
2104, Koc University-TUSIAD Economic Research Forum.
- Muhammed A. Yildirim & Cem Cakmakli & Selva Demiralp & Sebnem Kalemli-Ozcan & Sevcan Yesiltas, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CID Working Papers 390, Center for International Development at Harvard University.
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan & Yıldırım, Muhammed A., 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," CEPR Discussion Papers 15710, C.E.P.R. Discussion Papers.
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yeşiltaş & Muhammed A. Yıldırım, 2021. "The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks," NBER Working Papers 28395, National Bureau of Economic Research, Inc.
- Cem Çakmaklı & Selva Demiralp & Ṣebnem Kalemli-Özcan & Sevcan Yesiltas & Muhammed A. Yildirim, 2020.
"COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows,"
NBER Working Papers
27191, National Bureau of Economic Research, Inc.
- Çakmaklı, Cem & Demiralp, Selva & Özcan, Şebnem Kalemli & Yeşiltaş, Sevcan & Yıldırım, Muhammed A., 2023. "COVID-19 and emerging markets: A SIR model, demand shocks and capital flows," Journal of International Economics, Elsevier, vol. 145(C).
- Kalemli-Özcan, Sebnem & Çakmaklı, Cem & Demiralp, Selva & Yesiltas, Sevcan, 2020. "COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows," CEPR Discussion Papers 15154, C.E.P.R. Discussion Papers.
Cited by:
- Attar, M. Aykut & Tekin-Koru, Ayça, 2022. "Latent social distancing: Identification, causes and consequences," Economic Systems, Elsevier, vol. 46(1).
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2021.
"COVID-19 Vaccination and Financial Frictions,"
Staff Report
632, Federal Reserve Bank of Minneapolis.
- Cristina Arellano & Yan Bai & Gabriel Mihalache, 2023. "COVID-19 Vaccination and Financial Frictions," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 216-242, March.
- Pierre-Olivier Gourinchas & Ṣebnem Kalemli-Özcan & Veronika Penciakova & Nick Sander, 2021. "Fiscal Policy in the Age of COVID: Does it ‘Get in all of the Cracks?’," NBER Working Papers 29293, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza & Eugenio I. Rojas & Linda L. Tesar & Jing Zhang, 2020.
"A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff,"
NBER Working Papers
28247, National Bureau of Economic Research, Inc.
- Enrique G. Mendoza & Eugenio Rojas & Linda L. Tesar & Jing Zhang, 2021. "A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff," Working Paper Series WP-2021-02, Federal Reserve Bank of Chicago.
- Enrique G. Mendoza & Eugenio Rojas & Linda L. Tesar & Jing Zhang, 2023. "A Macroeconomic Model of Healthcare Saturation, Inequality and the Output–Pandemia Trade-off," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 243-299, March.
- Dervis Kirikkaleli & Ibrahim Darbaz, 2021. "The Causal Linkage between Energy Price and Food Price," Energies, MDPI, vol. 14(14), pages 1-13, July.
- Gemici, Eray & Gök, Remzi & Bouri, Elie, 2023. "Predictability of risk appetite in Turkey: Local versus global factors," Emerging Markets Review, Elsevier, vol. 55(C).
- Carlos Alba & Gabriel Cuadra & Juan R. Hernandez & Raul Ibarra, 2024.
"Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2804-2836, July.
- Alba Carlos & Cuadra Gabriel & Hernández Juan R. & Ibarra-Ramírez Raúl, 2021. "Capital Flows to Emerging Economies and Global Risk Aversion during the COVID-19 Pandemic," Working Papers 2021-17, Banco de México.
- Zheng, Huanhuan, 2023. "Sovereign debt responses to the COVID-19 pandemic," Journal of International Economics, Elsevier, vol. 143(C).
- Domingo RodrÃguez Benavides & César Gurrola RÃos & Francisco López Herrera, 2021. "Dependencia de los mercados de valores de Argentina, Brasil y México respecto del estadounidense: Covid19 y otras crisis financieras recientes," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, vol. 16(3), pages 1-18, Julio - S.
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- Cem Cakmakli & Selva Demiralp & Sevcan Yesiltas & Muhammed Ali Yildirim, 2021. "The Role of Obedience and the Rule of Law during the Pandemic," Koç University-TUSIAD Economic Research Forum Working Papers 2103, Koc University-TUSIAD Economic Research Forum.
- Salha Ben Salem & Moez Labidi, 2024. "Financial friction and optimal monetary policy: analysis of DSGE model with financial friction and price sticky," SN Business & Economics, Springer, vol. 4(7), pages 1-24, July.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020.
"Ambiguous business cycles: a quantitative assessment,"
Post-Print
hal-03039262, HAL.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
Cited by:
- Cosmin L. Ilut & Martin Schneider, 2022. "Modeling Uncertainty as Ambiguity: a Review," NBER Working Papers 29915, National Bureau of Economic Research, Inc.
- Mao, Jie & Shen, Guanxiong & Yan, Jingzhou, 2023. "A continuous-time macro-finance model with Knightian uncertainty," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
- Carbonari, Lorenzo & Maurici, Filippo, 2023. "Firm heterogeneity, financial frictions and ambiguity," Journal of Economic Dynamics and Control, Elsevier, vol. 155(C).
- Giulia Piccillo & Poramapa Poonpakdee, 2023. "Ambiguous Business Cycles, Recessions and Uncertainty: A Quantitative Analysis," CESifo Working Paper Series 10646, CESifo.
- Giulia Piccillo & Poramapa Poonpakdee, 2021. "Effects of Macro Uncertainty on Mean Expectation and Subjective Uncertainty: Evidence from Households and Professional Forecasters," CESifo Working Paper Series 9486, CESifo.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
Cited by:
- Duncan, Roberto & Martínez-García, Enrique, 2019.
"New perspectives on forecasting inflation in emerging market economies: An empirical assessment,"
International Journal of Forecasting, Elsevier, vol. 35(3), pages 1008-1031.
- Roberto Duncan & Enrique Martínez García, 2018. "New Perspectives on Forecasting Inflation in Emerging Market Economies: An Empirical Assessment," Globalization Institute Working Papers 338, Federal Reserve Bank of Dallas.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "A Data-Driven Approach to Construct Survey-Based Indicators by Means of Evolutionary Algorithms," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 135(1), pages 1-14, January.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017.
"“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”,"
AQR Working Papers
201706, University of Barcelona, Regional Quantitative Analysis Group, revised May 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming," IREA Working Papers 201711, University of Barcelona, Research Institute of Applied Economics, revised May 2017.
- Cem Cakmakli & Selva Demiralp, 2020. "A Dynamic Evaluation of Central Bank Credibility," Koç University-TUSIAD Economic Research Forum Working Papers 2015, Koc University-TUSIAD Economic Research Forum.
- Fabrizio Almeida Marodin & Marcelo Savino Portugal, 2019. "Exchange Rate Pass-Through in Brazil: À Markov Switching DSGE Estimation for the Inflation Targeting Period," Russian Journal of Money and Finance, Bank of Russia, vol. 78(1), pages 36-66, March.
- Oscar Claveria & Enric Monte & Salvador Torra, 2020.
"“Spectral analysis of business and consumer survey data”,"
AQR Working Papers
2012002, University of Barcelona, Regional Quantitative Analysis Group, revised May 2020.
- Oscar Claveria & Enric Monte & Salvador Torra, 2020. "Spectral analysis of business and consumer survey data," IREA Working Papers 202006, University of Barcelona, Research Institute of Applied Economics, revised May 2020.
- Claveria, Oscar & Monte, Enric & Torra, Salvador, 2021.
"Frequency domain analysis and filtering of business and consumer survey expectations,"
International Economics, Elsevier, vol. 166(C), pages 42-57.
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"What Do Professional Forecasters Actually Predict?,"
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15-095/III, Tinbergen Institute, revised 13 Oct 2017.
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"Modelling the dynamics of unconventional monetary policies’ impact on professionals’ forecasts,"
Post-Print
hal-02880071, HAL.
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"“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”,"
IREA Working Papers
201801, University of Barcelona, Research Institute of Applied Economics, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "“Tracking economic growth by evolving expectations via genetic programming: A two-step approach”," AQR Working Papers 201801, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2018.
- Oscar Claveria & Enric Monte & Salvador Torra, 2018. "Tracking economic growth by evolving expectations via genetic programming: A two-step approach," Working Papers XREAP2018-4, Xarxa de Referència en Economia Aplicada (XREAP), revised Oct 2018.
- Dibyendu Maiti & Naveen Kumar & Debajit Jha & Soumyadipta Sarkar, 2024. "Post-COVID Recovery and Long-Run Forecasting of Indian GDP with Factor-Augmented Error Correction Model (FECM)," Computational Economics, Springer;Society for Computational Economics, vol. 63(3), pages 1095-1120, March.
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- Oscar Claveria, 2021. "Forecasting with Business and Consumer Survey Data," Forecasting, MDPI, vol. 3(1), pages 1-22, February.
- Carlos Medel, 2021. "Forecasting Brazilian Inflation with the Hybrid New Keynesian Phillips Curve: Assessing the Predictive Role of Trading Partners," Working Papers Central Bank of Chile 900, Central Bank of Chile.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014.
"On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14,"
Tinbergen Institute Discussion Papers
14-085/III, Tinbergen Institute, revised 04 Sep 2014.
Cited by:
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016. "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).
- Thomas R. Dyckman, 2016. "Significance Testing: We Can Do Better," Abacus, Accounting Foundation, University of Sydney, vol. 52(2), pages 319-342, June.
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series,"
Tinbergen Institute Discussion Papers
13-011/III, Tinbergen Institute.
Cited by:
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2013.
"Inflation and Output Comovement in the Euro Area: Love at Second Sight?,"
IMF Working Papers
2013/192, International Monetary Fund.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2013. "Inflation and Output Comovement in the Euro Area: Love at Second Sight?," Working Papers 2013/07, Czech National Bank.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
2013/15, Czech National Bank.
- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013.
"Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14,"
Tinbergen Institute Discussion Papers
13-191/III, Tinbergen Institute.
Cited by:
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Florentin Gloetzl & Ernest Aigner, 2015.
"Pluralism in the Market of Science? A citation network analysis of economic research at universities in Vienna,"
Ecological Economics Papers
ieep5, Institute of Ecological Economics.
- Glötzl, Florentin & Aigner, Ernest, 2015. "Pluralism in the Market of Science? A citation network analysis of economic research at universities in Vienna," Ecological Economic Papers 5, WU Vienna University of Economics and Business.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data,"
Tinbergen Institute Discussion Papers
13-090/III, Tinbergen Institute.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014. "Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
Cited by:
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Joshua C.C. Chan & Angelia L. Grant, 2016.
"Reconciling output gaps: unobserved components model and Hodrick-Prescott filter,"
CAMA Working Papers
2016-44, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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- Khalaf, Lynda & Lin, Zhenjiang, 2021. "Projection-based inference with particle swarm optimization," Journal of Economic Dynamics and Control, Elsevier, vol. 128(C).
- Markku Lanne & Jani Luoto, 2017. "A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 969-995, August.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Grassi, Stefano & Ravazzolo, Francesco & Vespignani, Joaquin & Vocalelli, Giorgio, 2023.
"Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach,"
Working Papers
2023-01, University of Tasmania, Tasmanian School of Business and Economics.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach," BEMPS - Bozen Economics & Management Paper Series BEMPS100, Faculty of Economics and Management at the Free University of Bozen.
- Stefano Grassi & Francesco Ravazzolo & Joaquin Vespignani & Giorgio Vocalelli, 2023. "Global Money Supply and Energy and Non-Energy Commodity Prices: A MS-TV-VAR Approach," CAMA Working Papers 2023-13, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
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"Estimating unobservable inflation expectations in the New Keynesian Phillips Curve,"
Working Papers
1804E, University of Ottawa, Department of Economics.
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- Yingying XU & Zhixin LIU & Jaime ORTIZ, 2018. "Actual and Expected Inflation in the U.S.: A Time-Frequency View," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 42-62, December.
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"A Model of the Fed's View on Inflation,"
Papers
2006.14110, arXiv.org.
- Thomas Hasenzagl & Fillipo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of the FED's view on inflation," Working Papers hal-03458456, HAL.
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," Economic Research Papers 269087, University of Warwick - Department of Economics.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2018. "A model of FED'S view on inflation," Documents de Travail de l'OFCE 2018-03, Observatoire Francais des Conjonctures Economiques (OFCE).
- Hasenzagl, Thomas & Pellegrino, Filippo & Reichlin, Lucrezia & Ricco, Giovanni, 2017. "A Model of the Fed’s View on Inflation," The Warwick Economics Research Paper Series (TWERPS) 1145, University of Warwick, Department of Economics.
- Reichlin, Lucrezia & Hasenzagl, Thomas & Pellegrino, Filippo & Ricco, Giovanni, 2018. "A Model of the Fed's View on Inflation," CEPR Discussion Papers 12564, C.E.P.R. Discussion Papers.
- Thomas Hasenzagl & Filippo Pellegrino & Lucrezia Reichlin & Giovanni Ricco, 2022. "A Model of the Fed's View on Inflation," The Review of Economics and Statistics, MIT Press, vol. 104(4), pages 686-704, October.
- Nalan Basturk & Pinar Ceyhan & Herman K. van Dijk, 2014. "Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data," Tinbergen Institute Discussion Papers 14-119/III, Tinbergen Institute, revised 14 Sep 2014.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Lenza, Michele & Jarociński, Marek, 2016.
"An inflation-predicting measure of the output gap in the euro area,"
Working Paper Series
1966, European Central Bank.
- Marek Jarociński & Michele Lenza, 2018. "An Inflation‐Predicting Measure of the Output Gap in the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(6), pages 1189-1224, September.
- Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. Van Dijk, 2016.
"Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM,"
Econometrics, MDPI, vol. 4(1), pages 1-20, March.
- Nalan Basturk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models using ParMitISEM," Tinbergen Institute Discussion Papers 16-005/III, Tinbergen Institute.
- Baştürk, N. & Grassi, S. & Hoogerheide, L. & van Dijk, H.K., 2016. "Parallelization experience with four canonical econometric models using ParMitISEM," Research Memorandum 013, Maastricht University, Graduate School of Business and Economics (GSBE).
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013.
"Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data,"
Koç University-TUSIAD Economic Research Forum Working Papers
1321, Koc University-TUSIAD Economic Research Forum.
Cited by:
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Paper 2013/20, Norges Bank.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers 2013:17, Department of Economics, University of Venice "Ca' Foscari", revised 2014.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2014. "Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model," Working Papers No 8/2014, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
- Markku Lanne & Jani Luoto, 2017. "A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(5), pages 969-995, August.
- Altug, Sumru & Çakmaklı, Cem, 2015.
"Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey,"
CEPR Discussion Papers
10419, C.E.P.R. Discussion Papers.
- Altug, Sumru & Çakmaklı, Cem, 2016. "Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey," International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
- Michal Andrle & Jan Bruha & Mr. Serhat Solmaz, 2013.
"Inflation and Output Comovement in the Euro Area: Love at Second Sight?,"
IMF Working Papers
2013/192, International Monetary Fund.
- Michal Andrle & Jan Bruha & Serhat Solmaz, 2013. "Inflation and Output Comovement in the Euro Area: Love at Second Sight?," Working Papers 2013/07, Czech National Bank.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
- Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
- Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013.
"Inflation and the Steeplechase Between Economic Activity Variables,"
Working Papers
2013/15, Czech National Bank.
- Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.
- Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013.
"Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model,"
Tinbergen Institute Discussion Papers
13-142/III, Tinbergen Institute, revised 01 Nov 2014.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012.
"Measuring and Predicting Heterogeneous Recessions,"
Koç University-TUSIAD Economic Research Forum Working Papers
1206, Koc University-TUSIAD Economic Research Forum.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013. "Measuring and predicting heterogeneous recessions," Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
Cited by:
- Pierre Guérin & Danilo Leiva-Leon, 2015.
"Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data,"
Staff Working Papers
15-24, Bank of Canada.
- Pierre Guérin & Danilo Leiva-Leon, 2017. "Model averaging in markov-switching models: predicting national recessions with regional data," Working Papers 1727, Banco de España.
- Guérin, Pierre & Leiva-Leon, Danilo, 2017. "Model averaging in Markov-switching models: Predicting national recessions with regional data," Economics Letters, Elsevier, vol. 157(C), pages 45-49.
- Guérin, Pierre & Leiva-Leon, Danilo, 2014. "Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data," MPRA Paper 59361, University Library of Munich, Germany.
- Candelon, Bertrand & Metiu, Norbert & Straetmans, Stefan, 2013.
"Disentangling economic recessions and depressions,"
Discussion Papers
43/2013, Deutsche Bundesbank.
- Bertrand Candelon & Norbert Metiu & Stefan Straetmans, 2014. "Disentangling economic recessions and depressions," Working Papers 2014-328, Department of Research, Ipag Business School.
- Cem Çakmakli & Hamza Dem I˙rcani & Sumru Altug, 2021. "Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(3), pages 663-685, June.
- Cem Çakmakli, 2012.
"Bayesian Semiparametric Dynamic Nelson-Siegel Model,"
Working Paper series
59_12, Rimini Centre for Economic Analysis, revised Sep 2012.
Cited by:
- Geert Mesters & Bernd Schwaab & Siem Jan Koopman, 2014. "A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area," Tinbergen Institute Discussion Papers 14-071/III, Tinbergen Institute.
- Cem Cakmakli & Richard Paap & Dick J.C. van Dijk, 2011.
"Modeling and Estimation of Synchronization in Multistate Markov-Switching Models,"
Tinbergen Institute Discussion Papers
11-002/4, Tinbergen Institute.
Cited by:
- Danilo Leiva-Leon, 2014.
"A New Approach to Infer Changes in the Synchronization of Business Cycle Phases,"
Staff Working Papers
14-38, Bank of Canada.
- Leiva-Leon, Danilo, 2013. "A New Approach to Infer Changes in the Synchronization of Business Cycle Phases," MPRA Paper 54452, University Library of Munich, Germany.
- Ritika Jaiswal & Rashmi Uchil, 2018. "An Analysis of Gold Futures as an Alternative Asset: Evidence from India," International Journal of Economics and Financial Issues, Econjournals, vol. 8(6), pages 144-150.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014.
"Revisiting Herding Behavior in REITs: A RegimeSwitching Approach,"
Working Papers
15-15, Eastern Mediterranean University, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014. "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers 201448, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013. "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 295-321.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
- Danilo Leiva-Leon, 2017.
"Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework,"
Working Papers
1726, Banco de España.
- Danilo Leiva-Leon, 2017. "Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(4), pages 513-545, August.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013. "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers 819, Economic Research Forum, revised Dec 2013.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
"Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.
- Carlo Di Giorgio, 2016. "Business Cycle Synchronization of CEECs with the Euro Area: A Regime Switching Approach," Journal of Common Market Studies, Wiley Blackwell, vol. 54(2), pages 284-300, March.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, vol. 24(C), pages 160-187.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series," Tinbergen Institute Discussion Papers 13-011/III, Tinbergen Institute.
- Danilo Leiva-Leon, 2014.
"A New Approach to Infer Changes in the Synchronization of Business Cycle Phases,"
Staff Working Papers
14-38, Bank of Canada.
- Cem Cakmakli & Dick van Dijk, 2010.
"Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility,"
Tinbergen Institute Discussion Papers
10-115/4, Tinbergen Institute.
Cited by:
- Thieu, Le Quyen, 2016. "Variance targeting estimation of the BEKK-X model," MPRA Paper 75572, University Library of Munich, Germany.
- Exterkate, Peter & Groenen, Patrick J.F. & Heij, Christiaan & van Dijk, Dick, 2016.
"Nonlinear forecasting with many predictors using kernel ridge regression,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 736-753.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2013. "Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression," CREATES Research Papers 2013-16, Department of Economics and Business Economics, Aarhus University.
- Peter Exterkate & Patrick J.F. Groenen & Christiaan Heij & Dick van Dijk, 2011. "Nonlinear Forecasting with Many Predictors using Kernel Ridge Regression," Tinbergen Institute Discussion Papers 11-007/4, Tinbergen Institute.
- Frédérique Bec & Annabelle de Gaye, 2019. "Le modèle autorégressif autorégressif à seuil avec effet rebond : Une application aux rendements boursiers français et américains ," Working Papers hal-02014663, HAL.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012.
"A Comprehensive Look at Financial Volatility Prediction by Economic Variables,"
BIS Working Papers
374, Bank for International Settlements.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2010. "A Comprehensive Look at Financial Volatility Prediction by Economic Variables," CREATES Research Papers 2010-58, Department of Economics and Business Economics, Aarhus University.
- Charlotte Christiansen & Maik Schmeling & Andreas Schrimpf, 2012. "A comprehensive look at financial volatility prediction by economic variables," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 27(6), pages 956-977, September.
- Baetje, Fabian & Menkhoff, Lukas, 2013. "Macro determinants of U.S. stock market risk premia in bull and bear markets," Hannover Economic Papers (HEP) dp-520, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
- Frédérique BEC & Songlin ZENG, 2013.
"Do Stock Returns Rebound After Bear Markets? An Empirical Analysis From Five OECD Countries,"
THEMA Working Papers
2013-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Zeng, Songlin & Bec, Frédérique, 2015. "Do stock returns rebound after bear markets? An empirical analysis from five OECD countries," Journal of Empirical Finance, Elsevier, vol. 30(C), pages 50-61.
- Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017.
"Tests of equal accuracy for nested models with estimated factors,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
- Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
Articles
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020.
"Ambiguous Business Cycles: A Quantitative Assessment,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 38, pages 220-237, October.
See citations under working paper version above.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"," Computer Codes 19-269, Review of Economic Dynamics.
- Sumru Altug & Fabrice Collard & Cem Çakmakli & Sujoy Mukerji & Han Özsöylev, 2020. "Ambiguous business cycles: a quantitative assessment," Post-Print hal-03039262, HAL.
- Sumru Altug & Cem Cakmakli & Fabrice Collard & Sujoy Mukerji & Han Ozsoylev, 2020. "Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"," Online Appendices 19-269, Review of Economic Dynamics.
- Altug, Sumru & Collard, Fabrice & Cakmakli, Cem & Mukerji, Sujoy & Ozsöylev, Han, 2020. "Ambiguous Business Cycles: A Quantitative Assessment," TSE Working Papers 20-1107, Toulouse School of Economics (TSE).
- Altug, Sumru & Çakmaklı, Cem, 2016.
"Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey,"
International Journal of Forecasting, Elsevier, vol. 32(1), pages 138-153.
See citations under working paper version above.
- Altug, Sumru & Çakmaklı, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
- Çakmaklı, Cem & van Dijk, Dick, 2016.
"Getting the most out of macroeconomic information for predicting excess stock returns,"
International Journal of Forecasting, Elsevier, vol. 32(3), pages 650-668.
Cited by:
- Massacci, Daniele & Kapetanios, George, 2024. "Forecasting in factor augmented regressions under structural change," International Journal of Forecasting, Elsevier, vol. 40(1), pages 62-76.
- Giovannelli, Alessandro & Massacci, Daniele & Soccorsi, Stefano, 2021.
"Forecasting stock returns with large dimensional factor models,"
Journal of Empirical Finance, Elsevier, vol. 63(C), pages 252-269.
- Alessandro Giovannelli & Daniele Massacci & Stefano Soccorsi, 2020. "Forecasting Stock Returns with Large Dimensional Factor Models," Working Papers 305661169, Lancaster University Management School, Economics Department.
- Felix Haase & Matthias Neuenkirch, 2020.
"Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US,"
Research Papers in Economics
2020-01, University of Trier, Department of Economics.
- Felix Haase & Matthias Neuenkirch, 2020. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," Working Paper Series 2020-03, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Haase, Felix & Neuenkirch, Matthias, 2023. "Predictability of bull and bear markets: A new look at forecasting stock market regimes (and returns) in the US," International Journal of Forecasting, Elsevier, vol. 39(2), pages 587-605.
- Felix Haase & Matthias Neuenkirch, 2021. "Predictability of Bull and Bear Markets: A New Look at Forecasting Stock Market Regimes (and Returns) in the US," CESifo Working Paper Series 8828, CESifo.
- Ma, Feng & Liu, Jing & Wahab, M.I.M. & Zhang, Yaojie, 2018. "Forecasting the aggregate oil price volatility in a data-rich environment," Economic Modelling, Elsevier, vol. 72(C), pages 320-332.
- Ma, Feng & Lu, Xinjie & Liu, Jia & Huang, Dengshi, 2022. "Macroeconomic attention and stock market return predictability," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
- Hollstein, Fabian & Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2021. "Predictability in commodity markets: Evidence from more than a century," Journal of Commodity Markets, Elsevier, vol. 24(C).
- Massimo Guidolin & Erwin Hansen & Gabriel Cabrera, 2023. "Time-Varying Risk Aversion and International Stock Returns," BAFFI CAREFIN Working Papers 23203, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Liu, Jingzhen & Kemp, Alexander, 2019. "Forecasting the sign of U.S. oil and gas industry stock index excess returns employing macroeconomic variables," Energy Economics, Elsevier, vol. 81(C), pages 672-686.
- Oguzhan Cepni & Rangan Gupta & I. Ethem Guney & M. Hasan Yilmaz, 2019.
"Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages,"
Working Papers
201957, University of Pretoria, Department of Economics.
- Oguzhan Cepni & Rangan Gupta & I. Ethem Güney & M. Yilmaz, 2020. "Forecasting local currency bond risk premia of emerging markets: The role of cross‐country macrofinancial linkages," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 39(6), pages 966-985, September.
- Fabian Hollstein & Marcel Prokopczuk & Björn Tharann & Chardin Wese Simen, 2019.
"Predicting the equity market with option-implied variables,"
The European Journal of Finance, Taylor & Francis Journals, vol. 25(10), pages 937-965, July.
- Prokopczuk, Marcel & Tharann, Björn & Wese Simen, Chardin, 2017. "Predicting the Equity Market with Option Implied Variables," Hannover Economic Papers (HEP) dp-619, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Li, Zhenxiong & Yao, Xingzhi & Izzeldin, Marwan, 2023. "On the right jump tail inferred from the VIX market," International Review of Financial Analysis, Elsevier, vol. 86(C).
- Gonçalves, Sílvia & McCracken, Michael W. & Perron, Benoit, 2017.
"Tests of equal accuracy for nested models with estimated factors,"
Journal of Econometrics, Elsevier, vol. 198(2), pages 231-252.
- Silvia Goncalves & Michael W. McCracken & Benoit Perron, 2015. "Tests of Equal Accuracy for Nested Models with Estimated Factors," Working Papers 2015-25, Federal Reserve Bank of St. Louis.
- Cem Cakmakli & Verda Ozturk, 2021. "Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing," Koç University-TUSIAD Economic Research Forum Working Papers 2110, Koc University-TUSIAD Economic Research Forum.
- Ahmad, Wasim & Sharma, Sumit Kumar, 2018. "Testing output gap and economic uncertainty as an explicator of stock market returns," Research in International Business and Finance, Elsevier, vol. 45(C), pages 293-306.
- Souropanis, Ioannis & Vivian, Andrew, 2023. "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, vol. 74(C).
- Díaz, Juan D. & Hansen, Erwin & Cabrera, Gabriel, 2023. "Gold risk premium estimation with machine learning methods," Journal of Commodity Markets, Elsevier, vol. 31(C).
- Jonathan A. Batten & Harald Kinateder & Niklas Wagner, 2022. "Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity," Abacus, Accounting Foundation, University of Sydney, vol. 58(3), pages 567-588, September.
- Zhang, Yaojie & Ma, Feng & Wang, Yudong, 2019. "Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 97-117.
- Daniel Cunha Oliveira & Yutong Lu & Xi Lin & Mihai Cucuringu & Andre Fujita, 2024. "Causality-Inspired Models for Financial Time Series Forecasting," Papers 2408.09960, arXiv.org.
- Döpke, Jörg & Müller, Karsten & Tegtmeier, Lars, 2018. "The economic value of business cycle forecasts for potential investors – Evidence from Germany," Research in International Business and Finance, Elsevier, vol. 46(C), pages 445-461.
- Nalan Baştürk & Cem Çakmakli & S. Pinar Ceyhan & Herman K. Van Dijk, 2014.
"Posterior‐Predictive Evidence On Us Inflation Using Extended New Keynesian Phillips Curve Models With Non‐Filtered Data,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(7), pages 1164-1182, November.
See citations under working paper version above.
- Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data," Tinbergen Institute Discussion Papers 13-090/III, Tinbergen Institute.
- Çakmaklı, Cem & Paap, Richard & van Dijk, Dick, 2013.
"Measuring and predicting heterogeneous recessions,"
Journal of Economic Dynamics and Control, Elsevier, vol. 37(11), pages 2195-2216.
See citations under working paper version above.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2012. "Measuring and Predicting Heterogeneous Recessions," Koç University-TUSIAD Economic Research Forum Working Papers 1206, Koc University-TUSIAD Economic Research Forum.
- Cem Cakmakli & Richard Paap & Dick van Dijk, 2011. "Measuring and Predicting Heterogeneous Recessions," Tinbergen Institute Discussion Papers 11-154/4, Tinbergen Institute, revised 15 Nov 2011.
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Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 32 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (18) 2013-11-16 2014-04-11 2015-04-25 2016-02-29 2018-11-26 2019-05-06 2020-04-27 2020-05-11 2020-06-15 2020-06-15 2020-10-12 2020-10-26 2021-01-25 2021-03-22 2021-04-05 2021-05-03 2021-05-10 2021-08-16. Author is listed
- NEP-ECM: Econometrics (7) 2012-09-09 2013-11-16 2014-11-12 2018-11-26 2020-07-20 2020-10-26 2021-08-09. Author is listed
- NEP-FOR: Forecasting (7) 2010-12-04 2011-11-21 2012-02-27 2013-01-26 2013-11-16 2016-02-29 2019-05-06. Author is listed
- NEP-ARA: MENA - Middle East and North Africa (6) 2014-04-11 2016-02-29 2018-06-25 2019-05-06 2020-05-11 2020-06-15. Author is listed
- NEP-CBA: Central Banking (5) 2014-04-11 2015-04-25 2016-02-29 2020-05-11 2020-10-12. Author is listed
- NEP-ORE: Operations Research (5) 2019-05-06 2020-07-20 2020-08-10 2020-10-26 2021-08-09. Author is listed
- NEP-CWA: Central and Western Asia (4) 2014-04-11 2016-02-29 2020-05-11 2020-06-15
- NEP-INT: International Trade (4) 2021-02-15 2021-03-22 2021-05-10 2021-05-17
- NEP-MON: Monetary Economics (4) 2014-04-11 2016-02-29 2018-06-25 2020-10-12
- NEP-CIS: Confederation of Independent States (3) 2020-07-20 2020-08-10 2020-09-07
- NEP-ETS: Econometric Time Series (3) 2018-11-26 2020-08-10 2020-10-26
- NEP-ISF: Islamic Finance (3) 2020-10-12 2021-08-09 2021-08-16
- NEP-SOG: Sociology of Economics (3) 2014-11-12 2015-04-25 2015-04-25
- NEP-DGE: Dynamic General Equilibrium (2) 2020-06-15 2021-04-05
- NEP-HIS: Business, Economic and Financial History (2) 2014-11-12 2015-04-25
- NEP-OPM: Open Economy Macroeconomics (2) 2020-06-15 2021-08-16
- NEP-UPT: Utility Models and Prospect Theory (2) 2020-06-15 2021-04-05
- NEP-FMK: Financial Markets (1) 2021-08-09
- NEP-GEN: Gender (1) 2020-05-11
- NEP-GER: German Papers (1) 2014-04-11
- NEP-HPE: History and Philosophy of Economics (1) 2015-04-25
- NEP-LAM: Central and South America (1) 2014-04-11
- NEP-RMG: Risk Management (1) 2021-08-09
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