Details about Faruk Selcuk

Access statistics for papers by Faruk Selcuk.

Last updated 2007-04-05. Update your information in the RePEc Author Service.

Short-id: pse79

Working Papers

2004

1. Asymmetry of Information Flow Between Volatilities Across Time Scales
   Econometric Society 2004 North American Winter Meetings, Econometric Society

2001

2. Overnight Borrowing, Interest Rates and Extreme Value Theory
   Departmental Working Papers, Bilkent University, Department of Economics View citations
   See also Journal Article in European Economic Review (2006)

2000

3. On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: a First Assessment
   Working Papers, Economic Research Forum View citations
   See also Journal Article in Applied Economics Letters (2001)

1998

4. A Visual Goodness-of-Fit Test for Econometric Models
   Departmental Working Papers, Bilkent University, Department of Economics
5. A Visual Test for Noise Filtering in Nonlinear Time Series
   Departmental Working Papers, Bilkent University, Department of Economics
6. A Visual Test of Normality for Econometric Models
   Departmental Working Papers, Bilkent University, Department of Economics

1997

7. A Brief Account of the Turkish Economy, 1987-1996
   Departmental Working Papers, Bilkent University, Department of Economics View citations

1996

8. Current Account and Consumption Smoothing: The Turkish Experience, 1987-1995
   Departmental Working Papers, Bilkent University, Department of Economics
9. Seignorage and Dollarization in a High Inflation Economy: Evidence from Turkey
   Departmental Working Papers, Bilkent University, Department of Economics View citations

Journal Articles

2006

1. Overnight borrowing, interest rates and extreme value theory
   European Economic Review, 2006, 50, (3), 547-563 View citations
   See also Working Paper (2001)
2. The dynamics of a newly floating exchange rate: the Turkish case
   Applied Economics, 2006, 38, (8), 931-941 View citations

2005

3. Multiscale systematic risk
   Journal of International Money and Finance, 2005, 24, (1), 55-70 View citations
4. The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience
   Open Economies Review, 2005, 16, (3), 295-312

2004

5. Extreme value theory and Value-at-Risk: Relative performance in emerging markets
   International Journal of Forecasting, 2004, 20, (2), 287-303 View citations

2003

6. Currency substitution: new evidence from emerging economies
   Economics Letters, 2003, 78, (2), 219-224 View citations
7. High volatility, thick tails and extreme value theory in value-at-risk estimation
   Insurance: Mathematics and Economics, 2003, 33, (2), 337-356 View citations

2001

8. On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: A First Assessment
   Applied Economics Letters, 2001, 8, (7), 483-88
   See also Working Paper (2000)
9. Software reviews
   International Journal of Forecasting, 2001, 17, (2), 305-317

1997

10. GMM Estimation of Currency Substitution in a High-Inflation Economy: Evidence from Turkey
    Applied Economics Letters, 1997, 4, (4), 225-27 View citations

1994

11. Currency Substitution in Turkey
    Applied Economics, 1994, 26, (5), 509-18 View citations