Sinem Hacioglu Hoke

Bank of England

Threadneedle Street

London, EC2R 8AH

United Kingdom

SCHOLARLY PAPERS

11

DOWNLOADS

379

SSRN CITATIONS
Rank 34,766

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Top 34,766

in Total Papers Citations

20

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

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 93 (316,957)
Citation 2

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

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 59 (409,364)
Citation 4

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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 51 (445,020)
Citation 2

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

4.

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 & Political Science (LSE) - London School of Economics
Downloads 48 (449,065)
Citation 1

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

5.

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 41 (478,072)

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

When Creativity Strikes: News Shocks and Business Cycle Fluctuations

Bank of England Working Paper No. 788
Number of pages: 62 Posted: 15 Apr 2019
Silvia Miranda-Agrippino, Sinem Hacioglu Hoke and Kristina Bluwstein
Bank of England, Bank of England and Bank of England
Downloads 35 (517,269)
Citation 4

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technology news shocks, business cycle, identification with external instruments, patent applications

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 Bank of England
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Business cycle, Information Frictions, Patent applications, SVAR-IV, Technology News Shocks

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 25 (560,336)
Citation 2

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

8.

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 21 (585,998)

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political risk shocks, partisan conflict, identification with external instruments

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 5 (698,340)
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, London Business School - Department of Economics and London Business School
Downloads 1 (735,966)
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, London Business School - Department of Economics and London Business School
Downloads 0 (753,933)
Citation 1
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benefits, Earnings, Heterogeneity, Income, Pandemic, spending