 |
“Better to Give than to Receive: Forecast-Based
Measurement of Volatility Spillovers,”
TUSIAD-Koç University Economic Research Forum Working Paper 1001,
(with Francis X. Diebold ) January 2010.
|
|
|
“Siyasi Elitler, Siyasi Partiler
Yasası ve Ekonomik İstikrar,” Eylül
2009. |
|
|
“The Intertemporal Relation Between Expected Return and Risk on Currency,”
TUSIAD-Koç University Economic Research Forum Working Paper 0903, (with Turan G. Bali),
September 2009 |
|
|
“International
Business Cycle Spillovers,”
TUSIAD-Koç University Economic Research Forum Working Paper 0903,
revised, September 2009.
|
|
|
"Türkiye
İmalat Sanayiinde Yapısal Dönüşüm ve Teknolojik Değişme Dinamikleri,"
ERC Working Papers 0804, ERC - Economic Research Center, Middle East
Technical University,
((With E. Taymaz and E. Voyvoda)
June 2008. |
|
|
“Integration
with the Global Economy: The Case of Turkish Automobile and Consumer
Electronics Industries,”
TUSIAD-Koç University Economic Research Forum (ERF) Working Paper No.
0801
(with E. Taymaz), February 2008. |
|
|
“Market Liquidity,
Capitalization and the Predictability of Short-Horizon Stock Returns”
revised November 2006. |
|
|
“Foreign
Direct Investment and Productivity Spillovers: Identifying Linkages through
Product-based Measures,” August
2008 (with E. Taymaz). |
|
|
“Market Development
and Predictability of Stock Returns in Emerging Markets,” January 2004. |
|
|
“Tax Hikes vs
Expenditure Cuts: An Asymmetric Model of Delayed Stabilization,” 21 pages,
June
2003. |
|
|
“Political Elites
and the Delay in Stabilization,” 43 pages, June
2001. |
|
|
“Export Decision and
Investment in Machinery & Equipment: Korean Textile Industry,”
18 pages, July
2000. |
|
|
“Better to Give than to Receive: Forecast-Based
Measurement of Volatility Spillovers,”
International Journal of
Forecasting, Forthcoming.
(with F. X. Diebold).
|
|
|
“Return and Volatility Spillovers among
the East Asian Equity Markets,” Journal of Asian Economics,
in print,
doi:10.1016/j.asieco.2009.09.001.
|
|
|
“Equity
Market Spillovers in the Americas,”
Journal Economia Chilena (The Chilean Economy), The Bank
of Chile, vol. 12(2), pp. 55-65, August 2009. (with F. X. Diebold). |
|
|
“Productivity Response
to Reduction in Trade Barriers:
Evidence From Turkish Manufacturing Plants,”
Review of World Economics, Vol. 145(2), pp. 339-360, July 2009.
(with S. Ozler).
|
|
|
“History
Matters for the Export Decision: Evidence from
Turkish Manufacturing Industry,”
World Development, Vol. 37(2), pp. 479-488, February 2009.
(with S. Ozler and E. Taymaz).
|
|
|
“Measuring
Financial Asset Return and Volatility Spillovers, with Application to
Global Equity Markets,”
Economic Journal, Vol. 119, pp. 158-171,
January 2009. (with
F. X. Diebold).
|
|
|
For the weekly-updated
Diebold-Yilmaz Global Equity Market Return and Volatility
Spillover Indices:
http://data.economicresearchforum.org/erf/SpillOverIndex.aspx |
|
|
“Trade Orientation
and Productivity: Turkish Manufacturing Industry Before and After the
Customs Union,”
Journal of International Trade and Diplomacy, Vol. 1(1),
Spring 2007. (with E. Taymaz). |
|
|
“How Much Should the Primary Commodity Exports be Taxed? Nash
and Stackelberg Equilibria in the Global Cocoa Market,” Journal of
International Trade and Economic Development, Vol 15(1), pp.
1-16, March 2006 |
|
|
“Volatility and
Contagion: Evidence from the Istanbul Stock Exchange,"
Economic Systems,
Vol. 28, No. 4, pp. 353-367,
December 2004.
(with E.
Alper) |
|
|
“Martingale Property
of Exchange Rates and Central Bank Interventions,” Journal of
Business and Economic Statistics,
Vol.
21, No. 3, pp. 383-395, July 2003 |
|
|
“Imported
Machinery for Export Competitiveness,”
World Bank
Economic Review,
Vol. 16, No. 1, pp.
23-48, 2002.
(with
A. Mody) |
|
|
“Markov Chain Test
for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation,” European Journal of
Operations Research,
Vol.137(3), pp.
524-543, 2002.
(with
B. Tan ) |
|
|
“Optimal
Export Taxes in a Multicountry Framework,”
Journal of Development
Economics, Vol. 60, pp. 439-465, December 1999
|
|
|
“Is
There Persistence in Manufacturing Export Growth? Evidence From Newly
Industrializing Countries,”
Journal of
Development Economics, Vol. 53, pp. 447-470, December 1997. (with
A. Mody)
|
|
|
“Privatization and Stock Market Efficiency:
The British Experience,”
Scottish Journal of Political Economy, Vol. 44, No.2, 113-133, May
1997. (with A. Hayri) |
|
|
“On
Cointegration and Exchange Rate Dynamics,”
Journal of Finance, Vol. 49, No.2, pp. 727-735, June
1994. (with
F. X. Diebold and J.
Gardeazabal) |
|
|
“Equity Market
Spillovers in the Americas,”
in Financial Stability, Monetary Policy and Central Banking.
Santiago: Bank of Chile, 2009, in press. With F.X. Diebold.
|
|
|
“Turkey’s
Recent Trade and Foreign Direct Investment Performance,”
(with U. Izmen), In
Z. Onis and F. Senses (eds.), Turkey and the Global Economy, Routledge,
2009, forthcoming. |
|
|
“Macroeconomic Volatility and Stock Market Volatility, World-Wide,”
(with F. X. Diebold), In T. Bollerslev, J. Russell and M.
Watson (Eds.) , Volatility and Time Series Econometrics: Essays in
Honour of Robert F. Engle, Oxford University Press, Oxford,
2009, in print.
|
|
|
“Talous EU-jäsenyyden kynnyksellä,” (Turkish Economy
Toward EU Membership; with B. Gultekin), in Anu Leinonen, Tuula Kojo,
Sampsa Peltonen, Mervi Nousiainen & Lauri Tainio (eds), Turkki -
Euroopan rajalla?, pp.201-221, Helsinki: Gaudeamus Helsinki
University Press, November 2007.
|
|
|
“Turkey’s Foreign Direct Investment Challenges: Competition, Rule of Law and
and the EU Accession,” (with M. Dutz and M. Us), in Togan, S., ed.
Turkey: Economic Reform and Accession to the European Union,
Oxford University Press, June 2005 |
|
|
“The Turkish Economy before the EU Accession Talks,” (with N. B.
Gültekin), in ed. M. Lake, The EU and Turkey: A Glittering Prize
or a Millstone?, The Federal Trust for Education and Research,
London, UK, 2005 (June 2005) |
|
|
“Does Trade Liberalization Improve
Productivity? Plant level
Evidence from Turkish Manufacturing Industry," (with Ş. Özler), 2003,
Regional Development: Reality or Myth? Selected Papers from the Ninth ERF
Annual Conference |
|
|
“Domestic Needs for Foreign Finance and
Exchange Rate Regime Choice in Developing Countries
with Special Reference to the Turkish
Experience,” (with E.
Alper) Turkish Studies, 2003 |
|
|
“Market Development
and Efficiency in Emerging Stock Markets,” Istanbul Stock Exchange
Finance Award Series, 2002 |
|
|
“Stock Return Volatility in Emerging
Markets,” Boğaziçi Journal: Review of Social, Economic and
Administrative Studies, Vol. 14, No. 1, pp. 45-60, 2000 |
|
|
“Asset Returns, Inflation and Real
Activity: The Case of Mexico and Turkey,” (with S.
Altuğ) Boğaziçi Journal:
Review of Social, Economic and Administrative Studies, Vol.
12, No.1, October 1998 |
|
|
“Türk
Telekomünikasyon Sektöründe Reform: Özelleştirme, Düzenleme ve
Serbestleşme,” (Reform in the Turkish telecommunications Sector:
Privatization, Regulation, and Liberalization) in Atiyas, İzak, (Ed.).,
Devletin Düzenleyici Rolü (State and Regulation), Turkish
Economic and Social Research Foundation (TESEV) Publication, August
2000 |
|
|
"Uluslararası Sermaye Akışı ve Yükselen
Sermaye Piyasalarında Etkinlik," (International Capital Movements and
Emerging Stock Market Efficiency) IV. National Econometricsand Statistics
Symposium Proceedings, May 2000 |
|
|
“Bütçe Açığı
Finansmanı” (Financing the Budget Deficit); Ortalamaya Dönme
(Mean-reversion); Hiperenflasyon (Hyperinflation); İstikrar
Politikaları (Stabilization Policy); Gelirler Politikası
(Incomes Policy), In Para ve Finans Ansiklopedisi
(Encylopedia of Monetary Economics and Finance), (edited by
Deniz
Gökçe),
Creative Yayıncılık,
Istanbul,
1996 |
|
|
"İngiliz
Özelleştirme Programı ve Londra Menkul Kıymetler Borsası Üzerindeki
Etkileri," published in Turan, İlter, ed., Özelleştirme Uluslararası
Sempozyumu Tebliğleri, (Proceedings of the International Symposiumon
Privatization),November 1995 |
|
|
Türkiye için Doğrudan Yabancı Yatırım Stratejisi’ne Doğru,
(Towards a Foreign
Direct Investment Strategy for Turkey),
in Turkish,
YASED
(International Investors’ Association of Turkey) Publication,
forthcoming, February
2007
|
|
|
Türkiye’de Büyüme Perspektifleri: Makroekonomik
Çerçeve, Dinamikler, Strateji, (Growth Perspectives in Turkey:
Macroeconomic Framework, Dynamics and the Strategy), in Turkish, with Alpay
Filiztekin and Umit İzmen, TÜSİAD (Turkish Industrialists' and Businessmen's
Association) Publication, June 2005
|
|
|
Enflasyon ve Büyüme Dinamikleri: Gelişmekte Olan Ülke
Deneyimleri Işığında Türkiye Analizi,
(Inflation and Growth Dynamics: An Analysis of Turkey in the light of
Developing Country Experiences), in Turkish, with Cevdet Akçay and Emre
Alper,
TÜSİAD (Turkish Industrialists' and Businessmen's Association) Publication,
December 2002
|
|
|
İhracatın
Görünümü, 1996-97, (An Overview of Turkish Exports), in Turkish, Turkish
Association of Exporters (TIM) Publication, April 1998 |
|
|
Para Kurulu:
Nedir, Ne Zaman Gerekir?; (Currency Board: Functions and
Operation), (with
Bülent
N.Gültekin ), in Turkish, Turkish Economic and Social Research
Foundation (TESEV) Publication, May 1996 |
