Mert Demirer

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

4

DOWNLOADS

451

SSRN CITATIONS
Rank 13,045

SSRN RANKINGS

Top 13,045

in Total Papers Citations

16

CROSSREF CITATIONS

54

Scholarly Papers (4)

1.
Downloads 288 (105,320)
Citation 15

Estimating Global Bank Network Connectedness

PIER Working Paper No. 15-025
Number of pages: 34 Posted: 18 Jul 2015 Last Revised: 30 Jul 2015
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System and Koc University
Downloads 275 (110,080)
Citation 2

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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
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Board of Governors of the Federal Reserve System and Koc University
Downloads 13 (585,897)
Citation 2
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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), Koc University - Graduate School of Business and Koc University
Downloads 126 (224,532)

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

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 21 May 2018
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 18 (552,753)

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Double/Debiased Machine Learning for Treatment and Structural Parameters

The Econometrics Journal, Vol. 21, Issue 1, pp. C1-C68, 2018
Number of pages: 68 Posted: 12 Feb 2018
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
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Citation 3
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4.

Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments

NBER Working Paper No. w24678
Number of pages: 40 Posted: 13 Jun 2018
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 18 (533,528)
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