Research
 
Publications:
  • Turkish Monetary Policy and Components of Aggregate Demand: A VAR Analysis with Sign Restrictions Model”, Applied Economics (with Hakan Berument and Zulal Denaux), 2012, 44, 4787–4798
  • “The Effects of US Stock Market on the Istanbul Stock Exchange and its Components”, Journal of International Finance and Economics, forthcoming (with Hakan Berument and Zulal Denaux)
  • “How  Does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach”, Economic Bulletin, 2011 (with Hakan Berument and Zulal Denaux)(forthcoming)
  • “The Inflation and Inflation Uncertainty Relationship for Turkey: A Dynamic Framework”, Empirical Economics, with Hakan Berument and Julide Yildirim Ocal, (October 2011), 41 (2), pg. 293-309
  • “Factors Affecting Attendance of Major League Baseball: Revisited”, Atlantic Economic Journal, with Zulal S. Denaux and David A. Denaux, Volume 9, No: 2, 117-127, 2011
  • “The Effects of Monetary Policy on Price Components: Turkey Case: 1988-2009”, (with Ferhan Cevik) (in Turkish) Gazi Universitesi Iktisadi ve Idari Bilimler Fakultesi Dergisi, 11(3), 2009
  • “The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework”, Economic Modelling, Volume:26, 1201-1207, Issue:6 (November) 2009 (with Hakan Berument and Julide Yildirim Ocal)
  • "The Sectoral Based Effect Of Foreign Markets To Istanbul Stock Exchange: An Assymetrıc Coıntegratıon And Error Correctıon Model”, (with Nukhet Dogan) (in Turkish)  Finans Politik Ve Ekonomik Yorumlar, Yıl: 45, Sayı: 525, 2008. 
  • “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
  • "An Examination Of The Leverage Effect In The Ise With Stochastic Volatility Model"Dokuz Eylul Universitesi Iktisadi ve İdari Bilimler Fakültesi Dergisi, sayi:22, yıl:2007 (in Turkish)
  • “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:

  • “The Effects of Us Stock Markets on The Istanbul Stock Exchange and Its Components”, International Academy of Business and Economics, IABE-2011 Las Vegas, US
  • “The Effects of US Stock Markets on the Components of Istanbul Stock Exchange”, Society for the Study of Emerging Markets  Euro Conference 2010, Challenges and Opportunities in Emerging Markets July 16-18, 2010, Milas, Turkey
  • “How The Real Exchange Rate Is Affected By Macroeconomic Variables Or Vice-Versa?” Academy of Economics and Finance 37th Annual Meeting, February 10-13, 2010 Houston, Texas
  • “Turkish Monetary Policy and Components of Aggregate Demand: A VAR Analysis with Sign Restrictions Model”, Thirtieth Annual Meeting of The Middle East Economic Association (MEEA), Allied Social Science Associations, Atlanta, GA, January 3-6, 2010.

  • "The Effects of Monetary Policy on the Component of Price: Turkish Case 1987-2009", 10th National Conference on Econometrics and Statistics, May 27-29, 2009, Erzurum-Turkey(in Turkish)
  • Dynamics of Inflation in Turkey”, 8. Global Conference on Business & Economics, 18-19 October 2008, Florence- Italy
  • “The Asymmetric Effect of Foreign Markets to Istanbul Stock Exchange”,(in Turkish) 6th Statistics Congress, 28-30 August 2008, Samsun, Turkey (in Turkish)
  • “The Sectoral Based Effect of Foreign Markets to Istanbul Stock Exchange: An Asymmetric Cointegration and Error Correction Model”  9th National Conference on Econometrics and Statistics, Dokuz Eylul University, May 28–30, 2008, Izmir, Turkey (in Turkish)
  •  “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
  • Economic Modelling
  • The Quarterly Review of Economics and Finance