Publications

Publications

1. Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model, (with Yasin Şimşek), Journal of Econometrics, Accepted

2. How do markets respond to political rhetoric by populist leaders?, (with Selva Demiralp, Gökhan Ş. Güneş), Oxford Bulletin in Economics and Statistics, Forthcoming

3. COVID-19 and emerging markets: A SIR model, demand shocks and capital flows, (with Selva Demiralp, Şebnem Kalemli-Özcan, Sevcan Yeşiltaş and Muhammed A. Yıldırım), Journal of International Economics,  145, 2023

Media coverage: BBC News, Financial Post, Yahoo Finance, LSE Blog, Sputnik News, Cumhuriyet, Sözcü, Karar, Yeniçağ, Yetkin Reports, Gazete Duvar, Yeşil Gazete.

4. Using Survey Information for Improving the Density Nowcasting of US GDP, (with Hamza Demircan), Journal of Business and Economic Statistics,  41/3, 667-682, 2023

5. Modeling and Estimation of Synchronization in Size-Sorted Portfolio Returns, (with Richard Paap and Dick van Dijk), Central Bank Review,  22/4, 129-140, 2022 

6. The Role of Institutional, Cultural, and Economic Factors on the Effectiveness of the Lockdown Measures, (with Selva Demiralp, Önder Ergönül, Sevcan Yeşiltaş, and Muhammed A. Yıldırım), International Journal of Infectious Diseases, 116, 111-113, 2022 

7. Modeling of Economic and Financial Conditions for Real-Time Prediction of Recessions, (with Hamza Demircan and Sumru Altug), Oxford Bulletin in Economics and Statistics, 83/3, 663-685, 2020

8. Ambiguous Business Cycles: A Quantitative Assessment, (with Sumru Altug, Fabrice Collard, Sujoy Mukerji and Han Özsöylev), Review of Economic Dynamics, 38, 220-237, 2020

9. Modeling the Density of the Yield Curve using Bayesian Semiparametric Dynamic Nelson-Siegel Model, Econometric Reviews, 39/1, 71-91, 2020

10. Getting the most out of macroeconomic information for predicting stock returns, (with Dick van Dijk), International Journal of Forecasting, 32/3, 650-668, 2016

11. Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey, (with Sumru Altug), International Journal of Forecasting, 32/1, 138-153, 2016

12. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14, (with Nalan Baştürk, Pınar Ceyhan and Herman K. van Dijk), Oeconomia,4:3, 381-447, 2014

13. Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with non-filtered Time Series, (with Nalan Baştürk, Pınar Ceyhan and Herman K. van Dijk), Journal of Applied Econometrics, 29:7, 1164-1182, 2014

14. Measuring and Predicting Heterogeneous Recessions,  (with Richard Paap and Dick van Dijk), Journal of Economic Dynamics and Control, 37:11, 2195-2216, 2013