Cem Cakmakli

affiliation not provided to SSRN

SCHOLARLY PAPERS

4

DOWNLOADS

180

CITATIONS

3

Scholarly Papers (4)

1.

Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14

Tinbergen Institute Discussion Paper 13-191/III
Number of pages: 49 Posted: 06 Dec 2013
Maastricht University - Department of Quantitative Economics, affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Downloads 64 (343,133)

Abstract:

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History, Bayesian Econometrics

2.

Measuring and Predicting Heterogeneous Recessions

Tinbergen Institute Discussion Paper No. 2011-154/4
Number of pages: 59 Posted: 03 Nov 2011
Cem Cakmakli, Richard Paap and Dick J. C. van Dijk
affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Department of Econometrics and Erasmus University Rotterdam - Erasmus School of Economics - Econometric Institute
Downloads 54 (372,900)

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Business cycle, phase shifts, regime-switching models, Bayesian analysis

3.

Posterior-Predictive Evidence on US Inflation Using Phillips Curve Models with Non-Filtered Time Series

Tinbergen Institute Discussion Paper 13-011/III
Number of pages: 33 Posted: 11 Jan 2013
Maastricht University - Department of Quantitative Economics, affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Downloads 36 (437,967)

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New Keynesian Phillips curve, unobserved components, level shifts, inflation expectations

4.

Posterior-Predictive Evidence on US Inflation Using Extended New Keynesian Phillips Curve Models with Non-Filtered Data

Tinbergen Institute 13-090/III
Number of pages: 71 Posted: 18 Jul 2013 Last Revised: 03 Apr 2014
Maastricht University - Department of Quantitative Economics, affiliation not provided to SSRN, Erasmus University Rotterdam (EUR) - Erasmus School of Economics (ESE) and Tinbergen Institute
Downloads 26 (484,713)
Citation 5

Abstract:

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New Keynesian Phillips curve, unobserved components, time varying parameters, level shifts, inflation expectations, survey data