Selva Demiralp

Koc University - Department of Economics

Rumeli Feneri Yolu

Sariyer 80910 Istanbul

Turkey

  • Koc University - Department of Economics

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    • Tel: +212 338 1842
SCHOLARLY PAPERS

26

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95

CROSSREF CITATIONS

125

Scholarly Papers (26)

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1.

Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area

Number of pages: 69 Posted: 27 Mar 2017 Last Revised: 23 Apr 2021
Selva Demiralp, Jens Eisenschmidt and Thomas Vlassopoulos
Koc University - Department of Economics, Morgan Stanley and European Central Bank (ECB)
Downloads 1,200 (24,021)
Citation 21

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Negative rates, bank balance sheets, monetary transmission mechanism

2.

Negative Interest Rates, Excess Liquidity and Retail Deposits: Banks’ Reaction to Unconventional Monetary Policy in the Euro Area

Downloads 369 (111,143)
Citation 7

Negative Interest Rates, Excess Liquidity and Retail Deposits: Banks’ Reaction to Unconventional Monetary Policy in the Euro Area

ECB Working Paper No. 2283 (2019); ISBN 978-92-899-3545-6
Number of pages: 63 Posted: 21 May 2019
Selva Demiralp, Jens Eisenschmidt and Thomas Vlassopoulos
Koc University - Department of Economics, Morgan Stanley and European Central Bank (ECB)
Downloads 340 (120,925)
Citation 7

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negative rates, bank balance sheets, monetary transmission mechanism

Negative Interest Rates, Excess Liquidity and Retail Deposits: Banks’ Reaction to Unconventional Monetary Policy in the Euro Area

ECB Working Paper No. 2019/2283
Number of pages: 70 Posted: 02 Jul 2021
Selva Demiralp, Jens Eisenschmidt and Thomas Vlassopoulos
Koc University - Department of Economics, Morgan Stanley and European Central Bank (ECB)
Downloads 29 (637,529)
Citation 6

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3.

The Announcement Effect: Evidence from Open Market Desk Data

Downloads 309 (134,562)
Citation 18

The Announcement Effect: Evidence from Open Market Desk Data

UC Davis Working Paper No. 01-04
Number of pages: 39 Posted: 25 Jul 2001
Selva Demiralp and Oscar Jorda
Koc University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 219 (189,207)
Citation 24

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Open market operations, announcement effect, term structure

The Announcement Effect: Evidence from Open Market Desk Data

Economic Policy Review, Vol. 8, No. 1, May 2002
Number of pages: 20 Posted: 20 Sep 2005
Selva Demiralp and Oscar Jorda
Koc University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 90 (381,483)

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open market operations, monetary policy

4.

The Transmission of Monetary Policy Via Announcement Effects

UC Davis Working Paper No. 99-06
Number of pages: 45 Posted: 12 Oct 1999
Selva Demiralp and Oscar Jorda
Koc University - Department of Economics and Federal Reserve Banks - Federal Reserve Bank of San Francisco
Downloads 271 (154,131)
Citation 10

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5.

Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2

Economics Research Initiatives at Duke Working Paper No. 19
Number of pages: 27 Posted: 04 Jun 2008 Last Revised: 26 Feb 2009
Kevin D. Hoover, Selva Demiralp and Stephen J. Perez
Duke University - Departments of Economics and Philosophy, Koc University - Department of Economics and California State University, Sacramento - Department of Economics
Downloads 237 (175,917)
Citation 2

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M2, monetary aggregates, causality, causal analysis, graph theory, monetary policy, quantity theory of money, PcGets, Autometrics, search algorithms

6.

Searching for the Causal Structure of a Vector Autoregression

UC Davis Working Paper No. 03-03
Number of pages: 41 Posted: 21 Apr 2003
Kevin D. Hoover and Selva Demiralp
Duke University - Departments of Economics and Philosophy and Koc University - Department of Economics
Downloads 231 (180,273)
Citation 11

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7.

Overnight Interbank Loan Markets

Number of pages: 51 Posted: 23 Sep 2004
Selva Demiralp, Brian Preslopsky and William C. Whitesell
Koc University - Department of Economics, Board of Governors of the Federal Reserve System and Federal Reserve Board - Division of Monetary Affairs
Downloads 210 (197,159)
Citation 32

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Federal funds, euro-dollar, repo, arbitrage

8.

Anticipation of Monetary Policy and Open Market Operations

International Journal of Central Banking, Forthcoming
Number of pages: 41 Posted: 19 Oct 2006
Seth B. Carpenter and Selva Demiralp
Board of Governors of the Federal Reserve System and Koc University - Department of Economics
Downloads 208 (198,920)
Citation 1

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Monetary Policy, Open Market Operations, Anticipation

9.

The Effectiveness of the Non-standard Policy Measures During the Financial Crises: The Experiences of the Federal Reserve and the European Central Bank

Downloads 199 (207,153)
Citation 9

The Effectiveness of the Non-standard Policy Measures During the Financial Crises: The Experiences of the Federal Reserve and the European Central Bank

ECB Working Paper No. 1562
Number of pages: 52 Posted: 12 Aug 2013
Seth B. Carpenter, Selva Demiralp and Jens Eisenschmidt
Board of Governors of the Federal Reserve System, Koc University - Department of Economics and Morgan Stanley
Downloads 163 (246,387)

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Bank lending, non-standard policy, bank funding volatility

The Effectiveness of the Non-Standard Policy Measures During the Financial Crises: The Experiences of the Federal Reserve and the European Central Bank

FEDS Working Paper No. 2013-34
Number of pages: 57 Posted: 23 Jul 2013
Seth B. Carpenter, Selva Demiralp and Jens Eisenschmidt
Board of Governors of the Federal Reserve System, Koc University - Department of Economics and Morgan Stanley
Downloads 36 (593,741)
Citation 12

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Bank lending, non-standard policy, bank funding volatility

10.

COVID-19 and Emerging Markets: An Epidemiological Model with International Production Networks and Capital Flows

IMF Working Paper No. 20/133
Number of pages: 75 Posted: 12 Aug 2020
Cem Cakmakli, Selva Demiralp, Sebnem Kalemli Ozcan, Sevcan Yesiltas and Muhammed A. Yildirim
Koc University - Department of Economics, Koc University - Department of Economics, International Monetary Fund (IMF), Koc University and Koc University - Department of Economics
Downloads 176 (230,648)

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Economic conditions, Economic models, Financial crises, Supply and demand, Economic policy, COVID-19, Debt Monetisation, External Finance, SIR, Input-Output Tables, Emerging Markets, WP, lockdown, I-O, economic cost, supply shock, infection rate

11.

A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression

Number of pages: 38 Posted: 02 Apr 2006
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 162 (247,314)
Citation 1

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vector autoregression (VAR), structural vector autoregression (SVAR), causality, causal order, Choleski order, causal search algorithms, graph-theoretic methods

12.

The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations

Number of pages: 36 Posted: 19 Dec 2004
Seth B. Carpenter and Selva Demiralp
Board of Governors of the Federal Reserve System and Koc University - Department of Economics
Downloads 147 (267,867)
Citation 18

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Liquidity effect, federal funds market

13.

Government Support of Banks and Bank Lending

Number of pages: 49 Posted: 22 Aug 2014 Last Revised: 06 Oct 2016
William F. Bassett, Selva Demiralp and Nathan Lloyd
Board of Governors of the Federal Reserve System, Koc University - Department of Economics and Zions Bancorporation
Downloads 140 (278,285)
Citation 10

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Bank Loans, TAF, TARP, Capital Purchase Program

14.

Declining Required Reserves, Funds Rate Volatility, and Open Market Operations

Number of pages: 43 Posted: 20 Aug 2003
Selva Demiralp and Dennis Farley
Koc University - Department of Economics and Board of Governors of the Federal Reserve System - Division of Monetary Affairs
Downloads 124 (304,980)
Citation 3

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Required reserves, open market operations, trading Desk

15.

Analyzing Federal Reserve Asset Purchases: From Whom Does the Fed Buy?

Downloads 123 (306,774)
Citation 10

Analyzing Federal Reserve Asset Purchases: From Whom Does the Fed Buy?

FEDS Working Paper No. 2013-32
Number of pages: 28 Posted: 25 May 2013
Seth B. Carpenter, Selva Demiralp, Jane E. Ihrig and Elizabeth Klee
Board of Governors of the Federal Reserve System, Koc University - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 123 (308,206)
Citation 10

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Quantitative easing, portfolio balancing, Federal Reserve, unconventional monetary policy, interest rates

16.

The Pavlovian Response of Term Rates to Fed Announcements

UC Davis Working Paper No. 99-06R
Number of pages: 47 Posted: 12 Dec 2000
Oscar Jorda and Selva Demiralp
Federal Reserve Banks - Federal Reserve Bank of San Francisco and Koc University - Department of Economics
Downloads 122 (308,654)
Citation 3

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liquidity effect, announcement effect, term structure, marked point process

17.

Money, Reserves, and the Transmission of Monetary Policy: Does the Money Multiplier Exist?

FEDS Working Paper No. 2010-41
Number of pages: 62 Posted: 27 Jul 2011
Seth B. Carpenter and Selva Demiralp
Board of Governors of the Federal Reserve System and Koc University - Department of Economics
Downloads 119 (314,325)
Citation 24

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Money mulitplier, reserves

18.

Monetary Policy in a Changing World: Rising Role of Expectations and the Anticipation Effect

Number of pages: 50 Posted: 17 Dec 2001
Selva Demiralp
Koc University - Department of Economics
Downloads 116 (319,879)
Citation 4

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Transparency, liquidity effect, announcement effect, anticipation effect

19.

Volatility, Money Market Rates, and the Transmission of Monetary Policy

FEDS Working Paper No. 2011-22
Number of pages: 37 Posted: 19 May 2011 Last Revised: 15 Nov 2011
Seth B. Carpenter and Selva Demiralp
Board of Governors of the Federal Reserve System and Koc University - Department of Economics
Downloads 108 (336,271)
Citation 3

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Monetary transmission mechanism, expectations hypothesis, Term premium

20.

Still Puzzling: Evaluating the Price Puzzle in an Empirically Identified Structural Vector Autoregression

Number of pages: 55 Posted: 19 May 2009
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 88 (383,413)
Citation 3

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price puzzle, monetary policy, inflation, graph theory, causality, causal search, PC algorithm, output gap, SVAR, cost channel, commodity prices, transmission mechanism

21.

Covid-19 and Emerging Markets: A Sir Model, Demand Shocks and Capital Flows

NBER Working Paper No. w27191
Number of pages: 55 Posted: 18 May 2020 Last Revised: 18 Apr 2022
Cem Cakmakli, Selva Demiralp, Ṣebnem Kalemli-Özcan, Sevcan Yesiltas and Muhammed A. Yildirim
Koc University - Department of Economics, Koc University - Department of Economics, University of Maryland, Koc University and Koc University - Department of Economics
Downloads 85 (391,514)

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22.

The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks

Downloads 71 (433,471)

The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks

NBER Working Paper No. w28395
Number of pages: 63 Posted: 27 Jan 2021 Last Revised: 31 Jan 2022
Cem Cakmakli, Selva Demiralp, Ṣebnem Kalemli-Özcan, Sevcan Yesiltas and MA Yildirim
Koc University - Department of Economics, Koc University - Department of Economics, University of Maryland, Koc University and Koc University
Downloads 71 (438,798)

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The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks

CEPR Discussion Paper No. DP15710
Number of pages: 63 Posted: 11 Feb 2021
Cem Cakmakli, Selva Demiralp, Ṣebnem Kalemli-Özcan, Sevcan Yesiltas and Muhammed A. Yildirim
Koc University - Department of Economics, Koc University - Department of Economics, University of Maryland, Koc University and Koc University - Department of Economics
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23.

Provision of Liquidity Through the Primary Credit Facility During the Financial Crisis: A Structural Analysis

Downloads 59 (476,024)
Citation 3

Provision of Liquidity Through the Primary Credit Facility During the Financial Crisis: A Structural Analysis

Economic Policy Review, Forthcoming
Number of pages: 11 Posted: 18 Nov 2009
Erhan Artuc and Selva Demiralp
Koc University - Department of Economics and Koc University - Department of Economics
Downloads 33 (611,543)
Citation 1

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Provision of Liquidity Through the Primary Credit Facility During the Financial Crisis: A Structural Analysis

Economic Policy Review, Vol. 16, No. 1, p. 43, August 2010
Number of pages: 11 Posted: 17 Sep 2010
Erhan Artuc and Selva Demiralp
Koc University - Department of Economics and Koc University - Department of Economics
Downloads 26 (658,849)
Citation 2

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Bank Discount Window, Primary Credit, Federal Funds Market

24.

Does Anyone Listen When Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations

FEDS Working Paper No. 2016-58
Number of pages: 39 Posted: 12 Aug 2016
Selva Demiralp, Sharmila King and Chiara Scotti
Koc University - Department of Economics, University of the Pacific (UOP) - Department of Economics and Board of Governors of the Federal Reserve System
Downloads 42 (549,374)
Citation 1

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25.

A Bootstrap Method for Identifying and Evaluating a Structural Vector Auto-regression

Oxford Bulletin of Economics and Statistics, Vol. 70, Issue 4, pp. 509-533, August 2008
Number of pages: 25 Posted: 22 Jul 2008
Selva Demiralp, Kevin D. Hoover and Stephen J. Perez
Koc University - Department of Economics, Duke University - Departments of Economics and Philosophy and California State University, Sacramento - Department of Economics
Downloads 1 (855,526)

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26.

Covid-19 and Emerging Markets: A Sir Model, Demand Shocks and Capital Flows

CEPR Discussion Paper No. DP15154
Number of pages: 76 Posted: 18 Aug 2020 Last Revised: 11 Feb 2021
Ṣebnem Kalemli-Özcan, Selva Demiralp and Sevcan Yesiltas
University of Maryland, Koc University - Department of Economics and Koc University
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