Selva Demiralp

Koc University - Department of Economics

Rumeli Feneri Yolu

Sariyer 80910 Istanbul

Turkey

SCHOLARLY PAPERS

22

DOWNLOADS
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Top 14,553

in Total Papers Downloads

3,418

SSRN CITATIONS
Rank 5,713

SSRN RANKINGS

Top 5,713

in Total Papers Citations

74

CROSSREF CITATIONS

115

Scholarly Papers (22)

1.

Negative Interest Rates, Excess Liquidity and Bank Business Models: Banks’ Reaction to Unconventional Monetary Policy in the Euro Area

Number of pages: 37 Posted: 27 Mar 2017 Last Revised: 24 May 2017
Koc University - Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 666 (39,817)
Citation 31

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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 196 (160,368)
Citation 20

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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 81 (316,671)

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open market operations, monetary policy

3.

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 245 (129,575)
Citation 10

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4.

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 225 (140,851)
Citation 1

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

5.

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 206 (153,174)
Citation 10

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6.

Overnight Interbank Loan Markets

FEDS Working Paper No. 2004-29
Number of pages: 51 Posted: 23 Sep 2004
Koc University - Department of Economics, Board of Governors of the Federal Reserve System - Division of Monetary Affairs and Federal Reserve Board - Division of Monetary Affairs
Downloads 195 (161,242)
Citation 28

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Federal funds, euro-dollar, repo, arbitrage

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
Federal Reserve Board - Department of Monetary Affairs, Koc University - Department of Economics and European Central Bank (ECB)
Downloads 128 (230,967)

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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
Federal Reserve Board - Department of Monetary Affairs, Koc University - Department of Economics and European Central Bank (ECB)
Downloads 35 (471,552)
Citation 11

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Bank lending, non-standard policy, bank funding volatility

8.

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 156 (196,131)
Citation 1

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

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
Federal Reserve Board - Department of Monetary Affairs and Koc University - Department of Economics
Downloads 140 (214,423)
Citation 1

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Monetary Policy, Open Market Operations, Anticipation

10.

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

FEDS Working Paper No. 2004-61
Number of pages: 36 Posted: 19 Dec 2004
Seth B. Carpenter and Selva Demiralp
Federal Reserve Board - Department of Monetary Affairs and Koc University - Department of Economics
Downloads 136 (219,439)
Citation 16

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Liquidity effect, federal funds market

11.

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

FEDS Working Paper No. 2003-27
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 121 (239,966)
Citation 2

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Required reserves, open market operations, trading Desk

12.

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 117 (246,118)

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

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 (FRB), Koc University - Department of Economics and Zions Bancorporation
Downloads 115 (249,213)
Citation 8

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Bank Loans, TAF, TARP, Capital Purchase Program

14.

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

FEDS Working Paper No. 2001-55
Number of pages: 50 Posted: 17 Dec 2001
Selva Demiralp
Koc University - Department of Economics
Downloads 109 (258,736)
Citation 4

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Transparency, liquidity effect, announcement effect, anticipation effect

15.

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
Koc University - Department of Economics, European Central Bank (ECB) and European Central Bank (ECB)
Downloads 105 (265,630)
Citation 1

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negative rates, bank balance sheets, monetary transmission mechanism

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
Federal Reserve Board - Department of Monetary Affairs, Koc University - Department of Economics, Federal Reserve Board - International Financial Transactions and Board of Governors of the Federal Reserve System
Downloads 105 (265,630)
Citation 6

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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
Federal Reserve Board - Department of Monetary Affairs and Koc University - Department of Economics
Downloads 89 (295,990)
Citation 3

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Monetary transmission mechanism, expectations hypothesis, Term premium

18.

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 80 (316,026)
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

19.

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
Federal Reserve Board - Department of Monetary Affairs and Koc University - Department of Economics
Downloads 75 (328,210)
Citation 17

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Money mulitplier, reserves

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 (486,402)
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 25 (526,418)
Citation 2

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Bank Discount Window, Primary Credit, Federal Funds Market

21.

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 35 (460,681)

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Central bank independence, Market expectations, Unconventional policy

22.

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 (673,964)
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