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Gurkaynak, Refet S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
2,944 |
Total
Citations
591 |
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1.
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Econometric Tests of Asset Price Bubbles: Taking Stock
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Gurkaynak, Refet S.
Bilkent University - Department of Economics
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Posted:
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02 Jan 05
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Last Revised:
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03 Apr 08
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391
(34,978)
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22
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Gurkaynak, Refet S.
Bilkent University - Department of Economics
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21
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22
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Gurkaynak, Refet S.
Bilkent University - Department of Economics
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370
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22
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asset price bubbles, econometric bubble detection
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2.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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386
(35,552)
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118
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Yield curve, forward rates, on-the-run premium, treasury market
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3.
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Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the U.S., U.K. and Sweden
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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12 Oct 06
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Last Revised:
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23 Jul 07
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359
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30
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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45
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30
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Inflation targeting
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Levin, Andrew T.
Federal Reserve Board Swanson, Eric T.
Federal Reserve Bank of San Francisco
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314
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30
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inflation targeting, inflation compensation, excess sensitivity, forward rates, high-frequency data
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4.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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287
(50,682)
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32
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Yield curve, treasury market, inflation compensation, risk premia
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5.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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268
(54,749)
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75
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Measuring monetary policy surprises, FOMC statement, factor models, assest prices
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6.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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260
(56,668)
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103
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Long-term interest rates, excess volatility, inflation expectations
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7.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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256
(57,611)
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67
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monetary policy, federal funds rate, financial markets
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8.
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Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
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Versions (3)
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wolfers, Justin
University of Michigan at Ann Arbor - Department of Economics
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Posted:
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13 Jan 06
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Last Revised:
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01 Dec 11
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232
(64,082)
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14
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Wolfers, Justin
University of Michigan at Ann Arbor - Department of Economics Gurkaynak, Refet S.
Bilkent University - Department of Economics
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17
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14
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Density forecasts, disagreement, economic derivatives, expectations, forecasting, macroeconomic surveys, prediction markets, surveys, uncertainty
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wolfers, Justin
University of Michigan at Ann Arbor - Department of Economics
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37
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14
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wolfers, Justin
University of Michigan at Ann Arbor - Department of Economics
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178
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14
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economic derivatives, macroeconomic forecasting, uncertainty, disagreement, prediction markets, density forecasting
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9.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics
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159
(92,790)
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16
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Measuring monetary policy surprises, timing slope and level surprises, asset prices
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10.
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Bernanke, Ben S.
Federal Reserve Board Gurkaynak, Refet S.
Bilkent University - Department of Economics
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130
(111,205)
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76
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11.
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Convergence and Anchoring of Yield Curves in the Euro Area
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Versions (3)
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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Posted:
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19 Oct 07
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Last Revised:
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08 Jul 08
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119
(118,697)
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12
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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6
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12
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anchoring, bond markets, convergence, credibility, EMU, euro area, monetary policy
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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38
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12
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bond markets, euro area, EMU; convergence, anchoring, credibility
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Ehrmann , Michael
European Central Bank (ECB) Fratzscher, Marcel
DIW Berlin Gurkaynak, Refet S.
Bilkent University - Department of Economics Swanson, Eric T.
Federal Reserve Bank of San Francisco
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75
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12
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bond markets, euro area, EMU, convergence, anchoring, credibility, monetary policy
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12.
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Edge, Rochelle M.
Federal Reserve Board - Macroeconomic and Quantitative Studies Section Gurkaynak, Refet S.
Bilkent University - Department of Economics
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76
(161,116)
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7
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DSGE Model Forecast, Forecast Comparison, Great Moderation
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13.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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14
(296,289)
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11
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affine models, expectations hypothesis, financial crisis, inflation, interest rates, segmented markets, Term structure
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14.
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Edge, Rochelle M.
Federal Reserve Board - Macroeconomic and Quantitative Studies Section Gurkaynak, Refet S.
Bilkent University - Department of Economics
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4
(327,746)
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8
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DSGE model forecast, forecast comparison, Great Moderation
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15.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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3
(330,772)
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Bond Markets, Event Study, High-Frequency Data, Identification, TAF
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