Mehmet Caner

North Carolina State University - Department of Economics

Raleigh, NC 27695-8110

United States

SCHOLARLY PAPERS

21

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SSRN CITATIONS
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SSRN RANKINGS

Top 15,271

in Total Papers Citations

25

CROSSREF CITATIONS

34

Scholarly Papers (21)

1.

Finding the Tipping Point - When Sovereign Debt Turns Bad

Number of pages: 17 Posted: 21 May 2010
North Carolina State University - Department of Economics, North Carolina State University - Department of Economics and The World Bank
Downloads 1,019 (21,960)

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Threshold, growth costs, long-run average debt

2.
Downloads 518 ( 55,321)
Citation 11

Sovereign Wealth Funds: The Norwegian Experience

Number of pages: 18 Posted: 04 Nov 2008
Mehmet Caner and Thomas J. Grennes
North Carolina State University - Department of Economics and North Carolina State University - Department of Economics
Downloads 516 (54,962)
Citation 2

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Momentum, Benchmark Portfolio, Wealth Funds

Sovereign Wealth Funds: The Norwegian Experience

World Economy, Vol. 33, Issue 4, pp. 597-614, April 2010
Number of pages: 18 Posted: 05 Apr 2010
Mehmet Caner and Thomas J. Grennes
North Carolina State University - Department of Economics and North Carolina State University - Department of Economics
Downloads 2 (694,740)
Citation 5
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3.

Time-Varying Betas Help in Asset Pricing: The Threshold CAPM

Studies in Nonlinear Dynamics and Econometrics, Vol. 6, 2003
Number of pages: 24 Posted: 19 Jun 2006
Bilkent University - Faculty of Business Administration, North Carolina State University - Department of Economics and Bilkent University - Faculty of Business Administration
Downloads 319 (98,153)
Citation 1

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Time-Varying Beta, Threshold, Asset Pricing, CAPM

4.

Determinants of Investment by the Norwegian Sovereign Wealth Fund: GDP Versus Institutions

Number of pages: 28 Posted: 12 Jan 2010
Mehmet Caner, Turanay Caner and Thomas J. Grennes
North Carolina State University - Department of Economics, St. John's University and North Carolina State University - Department of Economics
Downloads 177 (176,398)

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Sovereign wealth funds, international investment, Lucas paradox

5.

No Country for Old Unit Root Tests: Bridge Estimators Differentiate between Nonstationary Versus Stationary Models and Select Optimal Lag

Number of pages: 45 Posted: 12 Dec 2008 Last Revised: 09 Feb 2009
Mehmet Caner and Keith Knight
North Carolina State University - Department of Economics and University of Toronto - Department of Statistics
Downloads 121 (240,577)
Citation 3

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Penalized estimators, Brownian Motion, Epiconvergence

6.

"Finding the Tipping Point -- When Sovereign Debt Turns Bad"

World Bank Policy Research Working Paper No. 5391
Number of pages: 15 Posted: 20 Apr 2016
North Carolina State University - Department of Economics, North Carolina State University - Department of Economics and The World Bank
Downloads 119 (243,669)
Citation 3

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External Debt, Economic Theory & Research, Debt Markets, Emerging Markets, Public Sector Economics

7.

Capital Inflows to Developed Countries

Number of pages: 34 Posted: 03 Mar 2008
Steven Husted and Mehmet Caner
University of Pittsburgh - Department of Economics and North Carolina State University - Department of Economics
Downloads 115 (249,818)
Citation 1

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heterogeneity, capital flows, push-pull factors

Violation of Exogeneity: A Joint Test of Structural Parameters and Correlation

Number of pages: 35 Posted: 12 Aug 2009 Last Revised: 26 Dec 2010
Mehmet Caner and Melinda Sandler Morrill
North Carolina State University - Department of Economics and North Carolina State University - Department of Economics
Downloads 52 (402,602)

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Instrument validity, correlation, violation of exogeneity

A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated

Number of pages: 42 Posted: 12 Aug 2009 Last Revised: 08 Oct 2009
Mehmet Caner and Melinda Sandler Morrill
North Carolina State University - Department of Economics and North Carolina State University - Department of Economics
Downloads 50 (409,862)
Citation 1

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instrumental variables, exogeneity, instrument validity, correlation

9.

Are 'Nearly Exogenous' Instruments Reliable?

Number of pages: 40 Posted: 19 Jun 2006
Daniel Berkowitz, Mehmet Caner and Ying Fang
University of Pittsburgh - Department of Economics, North Carolina State University - Department of Economics and Xiamen University
Downloads 102 (271,648)
Citation 4

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near exogeneity, instrumental variables, institutional economics

10.

New Evidence on Debt as an Obstacle for US Economic Growth

Mercatus Research Paper
Number of pages: 23 Posted: 08 Apr 2019
Thomas J. Grennes, Qingliang Fan and Mehmet Caner
North Carolina State University - Department of Economics, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and North Carolina State University - Department of Economics
Downloads 70 (341,830)

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public debt, economic growth, private debt, fiscal policy, fiscal rules, budget deficits

11.

When Do Sudden Stops Really Hurt?

World Bank Policy Research Working Paper No. 5021
Number of pages: 20 Posted: 20 Apr 2016
North Carolina State University - Department of Economics, The World Bank and The World Bank
Downloads 66 (352,665)

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Currencies and Exchange Rates, Debt Markets, Achieving Shared Growth, Emerging Markets, Economic Theory & Research

12.

Nearly Singular Design in GMM and Generalized Empirical Likelihood Estimators

Number of pages: 33 Posted: 16 Nov 2006
Mehmet Caner
North Carolina State University - Department of Economics
Downloads 63 (361,338)
Citation 3

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Singular Matrix, Rate of Convergence, Small Sample Properties

13.

Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics

Number of pages: 54 Posted: 23 Mar 2006
Mehmet Caner
North Carolina State University - Department of Economics
Downloads 53 (396,043)
Citation 8

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Valid Instruments, Delete-d Jackknife, Many Weak Moments

14.

Selecting the Correct Number of Factors in Approximate Factor Models: The Large Panel Case with Group Bridge Estimators

Number of pages: 37 Posted: 23 Aug 2013
Mehmet Caner and Xu Han
North Carolina State University - Department of Economics and City University of Hong Kong (CityUHK) - Department of Economics & Finance
Downloads 37 (453,161)
Citation 4

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bridge estimation, common factors, selection consistency

15.

A Pretest and Higher Order Expansions in GMM for Nearly Weak Instruments

Number of pages: 46 Posted: 23 Aug 2006
Mehmet Caner
North Carolina State University - Department of Economics
Downloads 30 (485,282)
Citation 2

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Triangular central limit theorem, empirical process, rate of convergenc

16.

Pivotal Structural Change Tests in Linear Simultaneous Equations with Weak Identification

Number of pages: 38 Posted: 24 Jan 2007
Mehmet Caner
North Carolina State University - Department of Economics
Downloads 29 (490,203)

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Bessel Process, Similar Tests, Change point, Weak Identification

17.

Sharp Threshold Detection based on Sup-Norm Error Rates in High-Dimensional Models

Tinbergen Institute Discussion Paper 15-019/III
Number of pages: 29 Posted: 12 Feb 2015
VU University Amsterdam, North Carolina State University - Department of Economics, Aarhus University - CREATES and North Carolina State University
Downloads 28 (495,559)

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Threshold model, sup-norm bound, thresholded scaled Lasso, oracle inequality, debt effect on gdp growth

18.

The Validity of Instruments Revisited

Number of pages: 25 Posted: 30 Jul 2008 Last Revised: 05 Jul 2010
Daniel Berkowitz, Ying Fang and Mehmet Caner
University of Pittsburgh - Department of Economics, Xiamen University and North Carolina State University - Department of Economics
Downloads 28 (495,559)
Citation 9

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Berry-Esseen Bound

19.

When Do the Sudden Stops Really Hurt?

Number of pages: 20 Posted: 15 Sep 2009
North Carolina State University - Department of Economics, The World Bank and The World Bank
Downloads 27 (500,854)

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Sudden stops, speed of adjustment

20.

Adaptive Elastic Net GMM Estimation with Many Invalid Moment Conditions: Simultaneous Model and Moment Selection

Number of pages: 49 Posted: 23 Aug 2013 Last Revised: 17 Oct 2016
Mehmet Caner, Xu Han and Yoonseok Lee
North Carolina State University - Department of Economics, City University of Hong Kong (CityUHK) - Department of Economics & Finance and Syracuse University - Center for Policy Research
Downloads 15 (572,395)

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Adaptive Elastic-Net, GMM, Many Invalid Moments, Large Dimensional Models, Efficiency Bound, Tuning Parameter Choice, Dynamic Panel

21.

Exponential Tilting with Weak Instruments: Estimation and Testing

Oxford Bulletin of Economics and Statistics, Vol. 72, Issue 3, pp. 307-325, June 2010
Number of pages: 19 Posted: 19 Apr 2010
Mehmet Caner
North Carolina State University - Department of Economics
Downloads 2 (663,307)
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