Mert Demirer

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

  • Massachusetts Institute of Technology (MIT)

SCHOLARLY PAPERS

4

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976

SSRN CITATIONS
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Top 7,121

in Total Papers Citations

171

CROSSREF CITATIONS

39

Scholarly Papers (4)

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1.

Estimating Global Bank Network Connectedness

Downloads 424 (111,040)
Citation 61

Estimating Global Bank Network Connectedness

PIER Working Paper No. 15-025, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 34 Posted: 18 Jul 2015 Last Revised: 11 Sep 2020
Mert Demirer, Francis X. Diebold, Laura Liu and Kamil Yilmaz
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 377 (126,066)
Citation 4

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Systemic risk, connectedness, systemically important financial institutions, vector autoregres- sion, variance decomposition, lasso, elastic net, adaptive lasso, adaptive elastic net

Estimating Global Bank Network Connectedness

NBER Working Paper No. w23140
Number of pages: 35 Posted: 13 Feb 2017 Last Revised: 25 Mar 2023
Mert Demirer, Francis X. Diebold, Laura Liu and Kamil Yilmaz
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 47 (640,420)
Citation 33

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2.

Financial Sector Volatility Connectedness and Equity Returns

Number of pages: 40 Posted: 16 Jan 2018 Last Revised: 13 Mar 2019
Mert Demirer, Umut Gokcen and Kamil Yilmaz
Massachusetts Institute of Technology (MIT), Ozyegin University - Faculty of Business and Koc University
Downloads 352 (137,159)
Citation 3

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Cross-Section of Returns, Anomalies, Financial Connectedness, Vector Autoregressions

3.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 12 Dec 2022
Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney K. Newey and James Robins
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 117 (374,893)
Citation 56

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4.

Generic Machine Learning Inference on Heterogeneous Treatment Effects in Randomized Experiments, with an Application to Immunization in India

NBER Working Paper No. w24678
Number of pages: 70 Posted: 13 Jun 2018 Last Revised: 08 Feb 2023
Victor Chernozhukov, Mert Demirer, Esther Duflo and Iván Fernández‐Val
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 83 (471,247)
Citation 8

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