06533 Ankara
Turkey
Bilkent University - Department of Economics
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Measuring monetary policy surprises, FOMC statement, factor models, assest prices
inflation targeting, inflation compensation, excess sensitivity, forward rates, high-frequency data
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Inflation targeting
Yield curve, forward rates, on-the-run premium, treasury market
asset price bubbles, econometric bubble detection
Measuring monetary policy surprises, timing slope and level surprises, asset prices
Yield curve, treasury market, inflation compensation, risk premia
economic derivatives, macroeconomic forecasting, uncertainty, disagreement, prediction markets, density forecasting
Density forecasts, disagreement, economic derivatives, expectations, forecasting, macroeconomic surveys, prediction markets, surveys, uncertainty
monetary policy, federal funds rate, financial markets
Long-term interest rates, excess volatility, inflation expectations
Cash flow effect of monetary policy, investor sophistication, financial frictions, stock pricing
cash flow effect of monetary policy, investor sophistication, financial frictions, stock pricing
Cash flow effect of monetary policy, Financial Frictions, Investor sophistication, stock pricing
central bank independence, Currency Crisis, effective upper bound, emerging markets, inflation spirals, Taylor principle, Turkey, weak monetary policy
ECB policy surprise, event-study, intraday, persistence, asymmetry
Asymmetry, ECB policy surprise, Event-Study, intraday, Persistence
Central Banking, Monetary Policy, Fiscal Policy, Optimal Policy, Optimal Policy Mix
central banking, fiscal policy, monetary policy, optimal policy, optimal policy mix
DSGE Model Forecast, Forecast Comparison, Great Moderation
bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy
bond markets, euro area, EMU; convergence, anchoring, credibility
anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy
event study, bondmarkets, high-frequency data, identification
Bond Markets, event study, high-frequency data, identification
Exchange rate response to monetary policy, central bank information effect, open economy macro-finance modeling
exchange rate response to monetary policy, central bank information effect, open economy macro-finance modeling
affine models, expectations hypothesis, financial crisis, inflation, interest rates, segmented markets, Term structure
central bank information effect, Exchange rate response to monetary policy, open economy macro-finance modeling
DSGE model forecast, forecast comparison, Great Moderation
Bond Markets, Event Study, High-Frequency Data, Identification, TAF
Bayesian VAR, DSGE, forecast comparison, forecast optimality, Forecasting, real-time data
emerging markets, External Debt, International Reserves, Mercantilism, Output Externalities, precautionary savings, Real interest rate, Regime-Switching Small Open Economy Model, Sudden stops
CBRT, fiscal policy, monetary policy, Turkey
