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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111

CROSSREF CITATIONS

120

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: 65 Posted: 27 Mar 2017 Last Revised: 06 Oct 2020
Selva Demiralp, Jens Eisenschmidt and Thomas Vlassopoulos
Koc University - Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 1,115 (22,134)
Citation 53

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Negative rates, bank balance sheets, monetary transmission mechanism

2.

The Announcement Effect: Evidence from Open Market Desk Data

Downloads 300 (118,609)
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 University of California, Davis - Department of Economics
Downloads 214 (165,907)
Citation 23

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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 University of California, Davis - Department of Economics
Downloads 86 (341,101)

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open market operations, monetary policy

3.

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, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 283 (126,136)
Citation 3

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negative rates, bank balance sheets, monetary transmission mechanism

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 University of California, Davis - Department of Economics
Downloads 260 (137,798)
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 230 (155,233)
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 214 (166,253)
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 205 (173,206)
Citation 32

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Federal funds, euro-dollar, repo, arbitrage

8.

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

Downloads 181 (193,808)
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 European Central Bank (ECB)
Downloads 145 (234,270)

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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 European Central Bank (ECB)
Downloads 36 (520,084)
Citation 12

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Bank lending, non-standard policy, bank funding volatility

9.

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 166 (209,901)
Citation 1

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Monetary Policy, Open Market Operations, Anticipation

10.

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 159 (216,607)
Citation 1

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

11.

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 144 (234,958)
Citation 18

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Liquidity effect, federal funds market

12.

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 130 (254,845)
Citation 9

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Bank Loans, TAF, TARP, Capital Purchase Program

13.

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 122 (267,410)
Citation 3

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Required reserves, open market operations, trading Desk

14.

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
University of California, Davis - Department of Economics and Koc University - Department of Economics
Downloads 120 (270,605)
Citation 3

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

15.

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 113 (282,402)
Citation 4

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Transparency, liquidity effect, announcement effect, anticipation effect

16.

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 111 (285,943)
Citation 8

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

17.

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 98 (311,136)
Citation 3

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Monetary transmission mechanism, expectations hypothesis, Term premium

18.

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 92 (324,069)
Citation 23

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Money mulitplier, reserves

19.

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 83 (345,476)
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

20.

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 71 (377,621)

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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

21.

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

Downloads 58 (418,910)
Citation 2

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 32 (541,817)
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 (578,715)
Citation 2

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Bank Discount Window, Primary Credit, Federal Funds Market

22.

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

NBER Working Paper No. w27191
Number of pages: 74 Posted: 18 May 2020 Last Revised: 31 Jan 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
Downloads 57 (422,406)

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23.

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

Downloads 45 (468,046)

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

NBER Working Paper No. w28395
Number of pages: 61 Posted: 27 Jan 2021 Last Revised: 30 Jan 2021
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 45 (476,934)

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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
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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24.

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

FEDS Working Paper No. 2016-058
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 40 (489,850)

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Central bank independence, Market expectations, Unconventional policy

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 (745,464)
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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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