Research
 

Publications:

  • “The Kalman Filter Method for Break Point Estimation in Unit Root Tests”, (with Furkan Emirmahmutoglu and Nezir Kose) Applied Economics Letters, 15 (3), 193 – 198, February 2008
  • “The Effects of Exchange Rate on Istanbul Stock Market”, (with Nukhet Dogan) Financial Economics Letters, Volume 3, No: 1-3, Jan-May 2007
  • “The Day of the Week Effect on Stock Market Volatility: Evidence from Emerging Markets”, (with Eray M. Yucel) Czech Journal of Economics and Finance, 56,  5–6, 2006.
  • "Tourism Demand Analysis for Turkey”, (with Furkan Emirmahmutoglu and Nezir Kose) (in Turkish) İşletme İktisat ve Finans Dergisi, 23, 263, February 2008.
  •  “An Examination of the Leverage Effect in the ISE with Stochastic Volatility Model”, (in Turkish) Dokuz Eylül Üniversitesi İ.İ.B.F. Dergisi, 2008 
  • “Robustness of Unit Root Tests When the Series are I(2)”, METU Studies in Development, Volume 30, Number 1, 2003 (with Kivilcim Metin Ozcan andYilmaz Akdi)
  • “The Weak Efficiency Test on Istanbul Stock Exchange: Stochastic Unit Root and Kalman Filter Approaches” (with Ferhan Çevik) (in Turkish) Gazi Üniversitesi İktisadi ve İdari Bilimler Fakültesi Dergisi,Vol :5,1, 2003.

Working Progress

  • Break Point Estimation in Unit Root Tests
  • Stochastic Volatility
  • Inflation Dynamics

Conferences:

  • “Inflation and Inflation Uncertainty: A Dynamic Framework”, 28th  Annual Meetings of the Middle East Economic Association, January 3-6, 2008 in New Orleans, LA, USA
  • "Tourism Demand Analysis for Turkey”, 5th Statistics Congrees and Risk Measurement, May 24-27, 2007, Antalya, Turkey  (in Turkish)
  • “An Examination of the Leverage Effect in the ISE with Stochastic Volatility Model”, 10. National Financial Symposium, November 01-04, 2006, Izmir, Turkey  (in Turkish)
  • “How real are real Exchange rates?,19th and 20th Exchange Rate and Risk Econometrics, The Applied Econometrics Association, October 2006, Athens, Greece
  • “Inflation and Inflation Uncertainty: A Dynamic Framework”, International Conference on Economis,Turkish Economic Association, September 11-13 , 2006, Ankara, Turkey.
  • "The Problem of Incorrect Estimation of Break Point in Unit Root Tests: The Performance of Alternative Methods", VII. National Conference on Econometrics and Statistics, Istanbul University, May 26-27, 2005, Istanbul, Turkey (in Turkish)
  • “The Day of the Week Effect on Stock Market Volatility: Evidence from Emerging Markets” Eleventh Annual Conference Multinational Finance Society, July 3-8,2004, İstanbul, Turkey
  • "The Effects of the Exchange Rates Movements on the Istanbul Stock Exchange", 4. Statistics Conference, May 20-21, 2004, Izmir, Turkey
  • “The Weak Efficiency Test on Istanbul Stock Exchange: Stochastic Unit Root and Kalman Filter Approaches” VI. National Conference on Econometrics and Statistics, May 29-30, 2003, Ankara, Turkey (in Turkish)
  • "The Order of Differencing in Money Supply of Turkey", METU V. International Conference on Economics, September 10-13, 2001, Ankara, Turkey

Discussants

  • "The Impact of Exogenous Shocks on the Egyptian Economy and Policy Responses since the 1970s",  28th  Annual Meetings of the Middle East Economic Association, January 3-6, 2008 in New Orleans, LA, USA

Refereed Journals

  • Journal of Economic Survey