Erdem Basci

Bilkent University - Department of Economics

Dr.

06533 Ankara

Turkey

  • Bilkent University - Department of Economics

SCHOLARLY PAPERS

5

DOWNLOADS

556

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (5)

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1.

Do Extreme Falls Help Forecasting Stock Returns? International Evidence

CUBS Faculty of Finance Working Paper No. 06, Cass Business School Research Paper
Number of pages: 18 Posted: 22 Oct 2001
Erdem Basci, Sidika Basci, Yaz Gulnur Muradoglu and Yaz Gulnur Muradoglu
Bilkent University - Department of Economics, ESTIM Forecasting Center and City University London - The Business SchoolQueen Mary University of London
Downloads 221 (252,548)
Citation 1

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Stock return rebounds, predictability, autocorrelations, non-linear models, model selection, trading-rule tests, emerging markets, market indices, weekly return dynamics

2.

A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market

METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Number of pages: 10 Posted: 31 Jan 2009
Erdem Basci, Sidika Basci and Asad Zaman
Bilkent University - Department of Economics, ESTIM Forecasting Center and Al-Nafi
Downloads 149 (357,561)

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structural change, sup F test, rolling Chow test, Bootstrap

3.

A Sticky Wage, Limited Participation Model of Monetary Transmission

Number of pages: 13 Posted: 30 Dec 2006
Zeynal Karaca and Erdem Basci
U.S. Department of Health and Human Services and Bilkent University - Department of Economics
Downloads 96 (496,005)

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Limited participation, sticky wages, monetary transmission mechanism

4.

On Fixed and Variable Fiscal Surplus Rules

IMF Working Paper No. 04/117
Number of pages: 14 Posted: 15 Feb 2006
Erdem Basci, Mehmet Fatih Ekinci and Murat Yulek
Bilkent University - Department of Economics, Atilim University and International Monetary Fund (IMF)
Downloads 90 (516,890)

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Debt dynamics, Monte-Carlo simulation, fiscal policy rules, debt sustainability

5.

Bond Premium in Turkey

Posted: 26 Aug 2004
Erdem Basci and Mehmet Fatih Ekinci
Bilkent University - Department of Economics and Atilim University

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Equity premium puzzle, default risk, inflation risk, bond premium