Details about Nalan Baştürk

Access statistics for papers by Nalan Baştürk.

Last updated 2019-03-07. Update your information in the RePEc Author Service.

Short-id: pba1173

Working Papers

2018

1. Forecast Density Combinations of Dynamic Models and Data Driven Portfolio Strategies
   Working Paper, Norges Bank View citations (3)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2018) View citations (5)

2017

2. Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (7)
   Also in Working Paper, Norges Bank (2017) View citations (7)
3. The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference
   Working Paper, Norges Bank View citations (5)
   Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2017) View citations (5)
   Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2015) View citations (1)
   See also Journal Article The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference, Journal of Statistical Software, Foundation for Open Access Statistics (2017) View citations (5) (2017)

2016

4. Parallelization Experience with Four Canonical Econometric Models using ParMitISEM
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (8)
   Also in Research Memorandum, Maastricht University, Graduate School of Business and Economics (GSBE) (2016) View citations (8)
   See also Journal Article Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM, Econometrics, MDPI (2016) View citations (6) (2016)
5. Time-varying Combinations of Bayesian Dynamic Models and Equity Momentum Strategies
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)

2014

6. Bayesian Forecasting of US Growth using Basic Time Varying Parameter Models and Expectations Data
   Tinbergen Institute Discussion Papers, Tinbergen Institute
7. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)

2013

8. Estimation of flexible fuzzy GARCH models for conditional density estimation
   ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
9. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
10. Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    See also Journal Article POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2014) View citations (22) (2014)
11. Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (12)
12. Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)

2012

13. Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
14. The R Package MitISEM: Mixture of Student-t Distributions using Importance Sampling Weighted Expectation Maximization for Efficient and Robust Simulation
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

2011

15. Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)

2010

16. A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
    See also Journal Article A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood, Computational Statistics & Data Analysis, Elsevier (2012) View citations (40) (2012)
17. Financial Development and Convergence Clubs
    Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)

2008

18. Structural Differences in Economic Growth
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)

Journal Articles

2017

1. The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
   Journal of Statistical Software, 2017, 079, (i01) View citations (5)
   See also Working Paper The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference, Working Paper (2017) View citations (5) (2017)

2016

2. Computational Complexity and Parallelization in Bayesian Econometric Analysis
   Econometrics, 2016, 4, (1), 1-3
3. Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM
   Econometrics, 2016, 4, (1), 1-20 View citations (6)
   See also Working Paper Parallelization Experience with Four Canonical Econometric Models using ParMitISEM, Tinbergen Institute Discussion Papers (2016) View citations (8) (2016)

2014

4. POSTERIOR‐PREDICTIVE EVIDENCE ON US INFLATION USING EXTENDED NEW KEYNESIAN PHILLIPS CURVE MODELS WITH NON‐FILTERED DATA
   Journal of Applied Econometrics, 2014, 29, (7), 1164-1182 View citations (22)
   See also Working Paper Posterior-Predictive Evidence on US Inflation using Extended New Keynesian Phillips Curve Models with Non-filtered Data, Tinbergen Institute Discussion Papers (2013) View citations (3) (2013)

2013

5. Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis
   European Journal of Operational Research, 2013, 224, (3), 552-559 View citations (51)

2012

6. A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
   Computational Statistics & Data Analysis, 2012, 56, (11), 3398-3414 View citations (40)
   See also Working Paper A Comparative Study of Monte Carlo Methods for Efficient Evaluation of Marginal Likelihood, Tinbergen Institute Discussion Papers (2010) View citations (3) (2010)
7. Structural differences in economic growth: an endogenous clustering approach
   Applied Economics, 2012, 44, (1), 119-134 View citations (5)