- “How Connected is the Global Sovereign Credit Risk Network?” Journal of Banking and Finance, 2020, Vol. 113, April 2020. (with G. Bostanci)
- “Real-Financial Connectedness in the Swiss Economy,” Swiss Journal of Economics and Statistics, 2020, 156(1). (with E. Uluceviz)
- Commodity Connectedness, in E. Mendoza, E. Pasten and D. Saravia (eds.), Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, Santiago: Bank of Chile Central Banking Series, Volume 25, 97-136, April 2018. (with F. X. Diebold and L. Liu)
- Estimating Global Bank Network Connectedness, Journal of Applied Econometrics, 2018, vol. 33, No. 1, 1-15. with M. Demirer, F. X. Diebold and L. Liu. (Richard Stone Prize in Applied Econometrics, 2020)
- Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014 Journal of Financial Econometrics, 2016, Vol. 14, No. 1, 81-127. (with F. X. Diebold)
- On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms Journal of Econometrics, 2014, vol. 182, No. 1, 119-134. With F. X. Diebold. (Dennis J. Aigner Award for Applied Econometrics, Honorable Mention, most cited article)
- The political economy of automotive industry development policy in middle income countries: A comparative analysis of Egypt, India, South Africa and Turkey, ESID Working Paper No. 143, The University of Manchester, May 2020. (with Anthony Black, Pallavi Roy, and Amirah El-Haddad)
- Producer Price Inflation Connectedness and Input-Output Networks, KU-TUSIAD ERF Working Paper, No. 1813, August 2018. (with Melisa N. Bilgin)
- Measuring Connectedness of the Real and the Financial Sectors of the U.S. Economy, KU-TUSIAD ERF Working Paper, No. 1812, August 2018. (with Erhan Uluceviz)
- Financial Sector Volatility Connectedness and Equity Returns, KU-TUSIAD ERF Working Paper, No. 1803, January 2018. (with M. Demirer and U. Gokcen)
- Measuring Dynamic Connectedness with Large Bayesian VAR Models, KU-TUSIAD ERF Working Paper, No. 1802, January 2018. (with D. Korobilis)
- Mixed-Frequency Macro-Financial Spillovers, KU-TUSIAD Economic Research Forum, Working Paper, No. 1704, February 2017, (with John Cotter and Mark Hallam)
- Undergraduate: Macroeconomics, International Finance, International Trade, Turkish Economy
- Graduate: Macroeconomic Theory, Time Series Econometrics.
- MBA & Executive: Global Economics, Macroeconomic Analysis for Managers, Managerial Economics
Honors & Awards
Honors & Awards
- Richard Stone Prize in Applied Econometrics, Journal of Applied Econometrics, 2020.
- Elected Member, Bilim Akademisi (The Science Academy), 2016.
- Honorable Mention, Dennis J. Aigner Award for Applied Econometrics 2013-2014, Journal of Econometrics, 2016.
- Best Paper Award 2012-2013, International Journal of Forecasting, 2015.
- Demir Demirgil Seminar, Department of Economics, Bogazici University, May 7, 2020
- Seminar, Department of Economics, Koç University, May 5, 2020
- Seminar, Department of Economics, Bilkent University, December 20, 2019
- Econometric Society European Meetings, University of Manchester, Manchester, UK, August 26-30, 2019
- North American Summer Meeting of the Econometric Society, June 27-30, 2019, University of Washington, Seattle, Washington
- 6th Asset Pricing Workshop: "Asset Prices, Finance and Macroeconomics," University of York, June 17-18, 2019
- Research Department, Central Bank of Serbia, May 2018
- Commodity and Energy Markets Annual Meeting, Sapienza University of Rome, Rome, June 20-21, 2018.
- 2nd Workshop on Financial Econometrics and Empirical Modeling of Financial Markets, Keynote Speaker, Kiel Institute for the World Economy, Kiel, May 3-4, 2018.
- SAP Grant, Expanding the Frontiers of Financial and Macroeconomic Connectedness, Nov. 2015 – Nov. 2016.
- Tubitak Grant, Investigating Connectedness Between Real and Financial Sides of the Economy, Jan. 2015 – 2016.
- Tubitak Grant, Estimating Cost Functions and Profit Margins Using Plant Level Data from the Turkish Manufacturing Industry, Sep. 2013 – Nov. 2014.
- Tubitak Grant, The Network Topology of Variance Decompositions and Measurement of the Connectedness of Financial Markets, May 2012 - April 2013.
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