06533 Ankara
Turkey
Bilkent University - Department of Economics
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Behavioral finance, psychology, football and stock market return, risk-return relationship
Soccer, Stock Market Return, ARCH Models
Inflation Uncertainty, Interest Rates, Time Series Model
macroeconomic policy shocks, unemployment by economic activity
Macroeconomic Policy Shocks, Unemployment by Economic Activity
Daylight Saving Time Change, Stock Market Volatility, EGARCH Models
Unemployment, economic performance and vector autoregressive regression
Foreign economic performance, real exchange rate, developing countries
output, employment, seasonal cointegration
Monetary policy, Asymmetry, and Nonlinear VAR.
Economics, Monetary Policy, Interest Rate Volatility and Macroprudential Policies
emerging; financial crisis; GARCH-M; Istanbul Stock Exchange; macroeconomic variables; risk; stock returns
Monetary policy; Capital flows; Interacted VAR
Inflation Risk, Interest Rates and GARCH models
Inflation, Inflation uncertainty and ARCH.
Inflation Uncertainty, GARCH Models, Monetary Policy
Interest Rates, Inflation Uncertainty, GARCH, Kalman Filter
Asymmetric Effect; Fiscal Policy; Economic Performance
industrial production, sports economics, soccer
Emerging Markets, Stock Markets, Block Recursive VAR
Fractionalization Effect, Optimum Government Financing, Central Bank Independence, Political Orientation
GARCH; Inflation Targeting and Inflation Variability
Capital Flows, Turkey, Vector Autoregression
Emerging Markets, FED Funds Rate, Monetary Policy
Exchange Rate; Day of the Week Effect; Volatility
Policy Shocks, Sectoral Performance, Emerging Markets
Exchange Rate Fluctuations; Asymmetry; Supply and Demand Channels; Policy Implications
Economic Growth, Globalization and Developing Economies
MENA Countries; Federal Funds Rate; Monetary Policy; VAR Analysis
monetary policy tool(s); relative price variability
Macroeconomic Instability, TFP Growth, VAR-GARCH Models
Inflation; Inflation Uncertainty; Stochastic Volatility Models
Inflation; Inflation Uncertainty; Stochastic Volatility Models; VAR; Impulse Response
Interest Rates, International Transmission Mechanism, Fed Funds Target Rates, Monetary Policy
monetary policy, vector autoregression, agnostic identification
Employment, Employment Statuses, Okun’s Law, Seasonal Cointegration
Day-of-the-Week Effect; Return-Volatility Relation; Time Varying Risk Premia; EGARCH
Economics; Sustainability; Growth Volatility; Total Factor Productivity; Investment; Real Exchange Rate
behavioral finance, football, psychology, stock market returns
Export Demand, Income Of Trading Partners, ISIC-3 Sector Classification
monetary policy evaluation, interest rate spreads, business cycles
inflation targeting, monetary policy, long-term interest rate
Interest Rate Pass-Through, Monetary Policy, FAVAR
Capital Flows, Vector Autoregression Model
macroeconomic prudential tools, reserve option mechanism, capital flows
Fama–French Three-Factor Model, Foreign Portfolio Investment, Portfolio Returns
capital flows; credit channel; macroeconomic prudential policy
Export Demand, Unit Root, Quantile Autoregression
Inflation, Inflation Uncertainty and TVP-SVM
Monetary Policy, Multiple Monetary Policy Tools, FAVAR
Instrumental Variables Estimation, Political Business Cycles, Empirical Evidence, Political Elections, Unemployment, Incumbents, Instrumental Variables, Macroeconomics, Political Parties
Day of the Week Effect, Volatility, GARCH Volume
Monetary Policy, Long-term Interest Rates, Time Variation
Monetary Policy, Interest Rate Spreads, Small Open Economy
Mood Morale and Productivity
inflation volatility, seasonality, EGARCH
