Ibrahim Guney

Government of the Republic of Turkey - Central Bank of the Republic of Turkey

Istiklal Cad. 10 Ulus

06100 Ankara, Ankara 06050

Turkey

  • Government of the Republic of Turkey - Central Bank of the Republic of Turkey

SCHOLARLY PAPERS

6

DOWNLOADS

539

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (6)

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1.

Local Currency Bond Risk Premia: A Panel Evidence on Emerging Markets

Number of pages: 28 Posted: 13 Aug 2018
Oguzhan Cepni and Ibrahim Guney
Government of the Republic of Turkey - Central Bank of the Republic of Turkey and Government of the Republic of Turkey - Central Bank of the Republic of Turkey
Downloads 134 (363,319)

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local currency bond risk premium, dynamic factor model, emerging markets, panel regression

2.

Nowcasting and Forecasting GDP in Emerging Markets Using Global Financial and Macroeconomic Diffusion Indexes

Number of pages: 33 Posted: 26 Jul 2018
Oguzhan Cepni, Ibrahim Guney, Norman R. Swanson and Norman R. Swanson
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 123 (387,630)
Citation 1

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diffusion index, dimension reduction methods, emerging markets, factor model, forecasting, variable selection

3.

Forecasting and Nowcasting Emerging Market GDP Growth Rates: The Role of Latent Global Economic Policy Uncertainty and Macroeconomic Data Surprise Factors

Number of pages: 47 Posted: 02 Jan 2019
Oguzhan Cepni, Ibrahim Guney, Norman R. Swanson and Norman R. Swanson
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey and Rutgers, The State University of New Jersey - Department of EconomicsRutgers University - Department of Economics
Downloads 111 (417,850)
Citation 3

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4.

Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment

Number of pages: 25 Posted: 09 Dec 2019
Oguzhan Cepni, Ibrahim Guney, Doruk Kucuksarac and Muhammed Hasan Yilmaz
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Central Bank of Turkey and University of St Andrews School of Management
Downloads 59 (608,898)

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Yield Curve, Macroeconomic Factors, Nelson Siegel Model, Panel VAR, Forecasting, Variable Selection

5.

Consumer Loan Response to Permanent Labor Income Shocks: Evidence from a Major Minimum Wage Increase

IZA Discussion Paper No. 10751
Number of pages: 32 Posted: 08 May 2017
Ibrahim Guney, Yavuz Hacihasanoglu and Semih Tumen
Government of the Republic of Turkey - Central Bank of the Republic of Turkey, Government of the Republic of Turkey - Central Bank of the Republic of Turkey and TED University
Downloads 58 (614,094)

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consumer loans, labor income shocks, minimum wages, tripledifference

6.

Nowcasting Emerging Market’s GDP: The Importance of Dimension Reduction Techniques

Applied Economics Letters, Forthcoming
Number of pages: 10 Posted: 14 Feb 2019
Oguzhan Cepni and Ibrahim Guney
Government of the Republic of Turkey - Central Bank of the Republic of Turkey and Government of the Republic of Turkey - Central Bank of the Republic of Turkey
Downloads 54 (634,997)
Citation 1

Abstract:

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Diffusion index, Factor extraction methods, Emerging markets, Factor model, Forecasting