Sinem Hacioglu Hoke

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS

1,484

TOTAL CITATIONS
Rank 19,934

SSRN RANKINGS

Top 19,934

in Total Papers Citations

34

Scholarly Papers (11)

1.
Downloads 397 (154,224)
Citation 2

Credit, Capital and Crises: a GDP-at-Risk Approach

Bank of England Working Paper No. 824, September 2019
Number of pages: 66 Posted: 25 Sep 2019 Last Revised: 23 Oct 2019
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics
Downloads 395 (153,584)
Citation 2

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financial stability, GDP-at-Risk, macroprudential policy, quantile regressions, local projections

Credit, Capital and Crises: A GDP-at-Risk Approach

CEPR Discussion Paper No. DP15864
Number of pages: 46 Posted: 15 Mar 2021
Bank of England - Monetary Assessment and Strategy Division, Bank of England, Bank of England, Bank of England and London School of Economics
Downloads 2 (1,325,114)
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2.

A Financial Stress Index for the United Kingdom

Bank of England Working Paper No. 697
Number of pages: 49 Posted: 12 Dec 2017
Bank of England, Bank of England, Bank of England and Bank of Canada
Downloads 307 (204,071)
Citation 8

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Financial stress index, AUROC, GARCH, threshold VAR

Interpreting the Latent Dynamic Factors By Threshold FAVAR Model

Bank of England Working Paper No. 622
Number of pages: 34 Posted: 11 Oct 2016
Sinem Hacioglu Hoke and Kerem Tuzcuoglu
Bank of England and Bank of Canada
Downloads 190 (326,176)
Citation 2

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Factor models, FAVAR, latent threshold, MCMC, interpretation of latent factors, shrinkage estimation

4.
Downloads 162 (376,560)
Citation 10

Patents, news, and business cycles

Bank of England Working Paper No. 788
Posted: 15 Apr 2019 Last Revised: 29 Oct 2024
Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein
Federal Reserve Banks - Federal Reserve Bank of New York, Bank of England and Bank of England
Downloads 161 (378,330)
Citation 10

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technology news shocks, business cycle, patent applications, SVAR-IV

When Creativity Strikes: News Shocks and Business Cycle Fluctuations

CEPR Discussion Paper No. DP15062
Number of pages: 53 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Kristina Bluwstein, Sinem Hacioglu Hoke and Silvia Miranda-Agrippino
Bank of England, Bank of England and Federal Reserve Banks - Federal Reserve Bank of New York
Downloads 1 (1,335,593)
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Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks

5.

Macroeconomic Tail Events with Non-Linear Bayesian VARs

Bank of England Working Paper No. 611
Number of pages: 40 Posted: 23 Aug 2016
Ching-Wai (Jeremy) Chiu and Sinem Hacioglu Hoke
Bank of England and Bank of England
Downloads 106 (525,121)
Citation 3

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Macroeconomic tail events, nonlinear VARs, generalised impulse response functions, density forecasts

6.

Macroeconomic Effects of Political Risk Shocks

Bank of England Working Paper No. 841, December 2019
Number of pages: 51 Posted: 24 Dec 2019
Sinem Hacioglu Hoke
Bank of England
Downloads 83 (614,134)

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political risk shocks, partisan conflict, identification with external instruments

7.

Solvency and Wholesale Funding Cost Interactions at UK Banks

Bank of England Working Paper No. 681
Number of pages: 26 Posted: 17 Oct 2017
Kieran Dent, Sinem Hacioglu Hoke and Apostolos Panagiotopoulos
Bank of England, Bank of England and Bank of England
Downloads 79 (631,567)
Citation 3

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solvency, funding cost, leverage ratio, CDS premia, panel threshold model, panel smooth

8.

Common Correlated Effect Cross-Sectional Dependence Corrections for Non-Linear Conditional Mean Panel Models

Bank of England Working Paper No. 683
Number of pages: 46 Posted: 17 Oct 2017
Sinem Hacioglu Hoke and George Kapetanios
Bank of England and King's College, London
Downloads 75 (649,633)
Citation 1

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non-linear panel data model, cross-sectional dependence, common correlated effects estimator

9.

Predictive Regressions Under Asymmetric Loss: Factor Augmentation and Model Selection

Bank of England Working Paper No. 723
Number of pages: 39 Posted: 25 May 2018
Matei Demetrescu and Sinem Hacioglu Hoke
Goethe University Frankfurt - Faculty of Economics and Business Administration and Bank of England
Downloads 62 (716,255)
Citation 1

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Predictive regressions, many predictors, cost-of-error function, latent variables, volatility

10.

Consumption in the Time of Covid-19: Evidence from UK Transaction Data

CEPR Discussion Paper No. DP14733
Number of pages: 58 Posted: 20 May 2020
Sinem Hacioglu Hoke, Diego R. Känzig and Paolo Surico
Bank of England, Northwestern University and London Business School
Downloads 16 (1,117,370)
Citation 3
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Access to finance, expenditure, Income, real-time indicators

11.

The Distributional Impact of the Pandemic

CEPR Discussion Paper No. DP15101
Number of pages: 52 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Sinem Hacioglu Hoke, Diego R. Känzig and Paolo Surico
Bank of England, Northwestern University and London Business School
Downloads 7 (1,226,933)
Citation 1
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benefits, Earnings, Heterogeneity, Income, Pandemic, spending