Details about Hakan Berument

Access statistics for papers by Hakan Berument.

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Short-id: pbe215

Working Papers

2013

1. Output-Employment Relationship across Sectors: A Long- versus Short-Run Perspective
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
   Also in MPRA Paper, University Library of Munich, Germany (2012) View citations (2)
   ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2013) View citations (1)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2013) View citations (2)
   See also Journal Article in Bulletin of Economic Research (2015)

2011

2. Identifying the Liquidity Effects of Monetary Policy Shocks For a Small Open Economy: Turkey
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article in Open Economies Review (2011)

2010

3. Effects of Growth Volatility on Economic Performance: Empirical Evidence from Turkey
   Working Papers, Economic Research Forum
   See also Journal Article in European Journal of Operational Research (2012)

2008

4. Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey
   ERC Working Papers, ERC - Economic Research Center, Middle East Technical University View citations (10)
   Also in Working Papers, Economic Research Forum (2008) View citations (1)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2008) View citations (7)
   See also Journal Article in Emerging Markets Finance and Trade (2009)

2007

5. Effects of Adopting Inflation Targeting Regimes on Inflation Variability
   Working Papers, Department of Economics, Bilkent University View citations (2)
   See also Journal Article in Physica A: Statistical Mechanics and its Applications (2007)
6. The Differential Sectoral Effects of Policy Shocks: Evidence from Turkey
   Working Papers, Department of Economics, Bilkent University
7. The Effects of Exchange Rate Fluctuations on Economic Activity in Turkey
   Working Papers, Department of Economics, Bilkent University View citations (12)
   See also Journal Article in Journal of Asian Economics (2007)
8. The Relationship between Different Price Indexes: A Set of Evidence from Inflation Targeting Countries
   Working Papers, Department of Economics, Bilkent University View citations (3)

2006

9. An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes
   Working Papers, Department of Economics, Bilkent University
   See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2005)
10. Inflation Uncertainty and Interest Rates: Is The Fisher Relation Universal?
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in Applied Economics (2007)
11. Performance of Soccer on the Stock Market:Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University View citations (8)
12. Production Boosting Effects of Football
    Working Papers, Department of Economics, Bilkent University
13. The Center and Periphery Relations In International Stock Markets
    Working Papers, Department of Economics, Bilkent University
14. The Effects of Japanese Economic Performance on Indonesia
    Working Papers, Department of Economics, Bilkent University View citations (2)
    See also Journal Article in Applied Economics Letters (2006)
15. The Relationship Between Different Price Indices: Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University View citations (9)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2006)

2005

16. Business Cycles in Turkey and European Union Countries: A Perspective to the Membership
    Working Papers, Department of Economics, Bilkent University View citations (1)
17. Denomination Composition of Trade and Trade Balance: Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University View citations (3)
    See also Journal Article in Applied Economics (2005)
18. Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (17)
    Also in Working Papers, Economic Research Forum (2004)
19. Effect of S&P500Õs Return on Emerging Markets: Turkish Experience
    Working Papers, Department of Economics, Bilkent University View citations (2)
    See also Journal Article in Applied Financial Economics Letters (2005)
20. Measuring Monetary Policy for A Small Open Economy: Turkey
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in Journal of Macroeconomics (2007)
21. Return and Maturity Relationships for Treasury Auctions: Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University View citations (4)
    See also Journal Article in Fiscal Studies (2005)
22. Success in Soccer and Economic Performance: Evidence from Besiktas-Turkey
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in International Review of Economics (2006)
23. The Asymmetric Effects of Government Spending Shocks: Empirical Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University
24. The Effects of Exchange Rate Risk on Economic Performance: The Turkish Experience
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in Applied Economics (2004)

2003

25. Monetary Policy Rules in Practice: Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in International Journal of Finance & Economics (2004)

2002

26. Dšviz Kuru Hareketleri ve Enflasyon Dinamigi: TŸrkiye …rnegi
    Working Papers, Department of Economics, Bilkent University
27. Inflationary Effect of Crude Oil Prices in Turkey
    Working Papers, Department of Economics, Bilkent University View citations (13)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2002)
28. Opennes and the Effectiveness of Monetary Policy: Empirical Evidence from Turkey
    Working Papers, Department of Economics, Bilkent University
    See also Journal Article in Applied Economics Letters (2003)

2001

29. Exchange Rate Risk and Interest Rate: A Case Study for Turkey
    Working Papers, Department of Economics, Bilkent University View citations (1)
    See also Journal Article in Open Economies Review (2003)
30. Public Sector Pricing Behavior And Inflation Risk Premium In Turkey
    Working Papers, Department of Economics, Bilkent University View citations (1)
    See also Journal Article in Eastern European Economics (2003)

Journal Articles

2016

1. Credit channel and capital flows: a macroprudential policy tool? Evidence from Turkey
   The B.E. Journal of Macroeconomics, 2016, 16, (1), 145-170

2015

2. Effectiveness of monetary policy under different levels of capital flows for an emerging economy: Turkey
   Applied Economics Letters, 2015, 22, (6), 441-445
3. Monetary policy and interest rates under inflation targeting in Australia and New Zealand
   New Zealand Economic Papers, 2015, 49, (2), 171-188 View citations (3)
4. OUTPUT–EMPLOYMENT RELATIONSHIP ACROSS SECTORS: A LONG- VERSUS SHORT-RUN PERSPECTIVE
   Bulletin of Economic Research, 2015, 67, (3), 265-288 View citations (1)
   See also Working Paper (2013)
5. The effects of capital inflows on Turkish macroeconomic performance
   Empirica, 2015, 42, (4), 813-824 View citations (1)

2014

6. An interest-rate-spread-based measure of Turkish monetary policy
   Applied Economics, 2014, 46, (15), 1804-1813 View citations (4)
7. External income shocks and Turkish exports: A sectoral analysis
   Economic Modelling, 2014, 37, (C), 476-484 View citations (10)
8. Output--employment relationship across employment status: evidence from Turkey
   Macroeconomics and Finance in Emerging Market Economies, 2014, 7, (1), 99-121 View citations (1)
9. The relative effects of crude oil price and exchange rate on petroleum product prices: Evidence from a set of Northern Mediterranean countries
   Economic Modelling, 2014, 42, (C), 243-249 View citations (12)

2013

10. Football and the Risk-Return Relationship for a Stock Market: Borsa Istanbul
    Emerging Markets Finance and Trade, 2013, 49, (2), 19-30 View citations (1)

2012

11. Effects of growth volatility on economic performance – Empirical evidence from Turkey
    European Journal of Operational Research, 2012, 217, (2), 351-356 View citations (6)
    See also Working Paper (2010)
12. How does the Exchange Rate Movement Affect Macroeconomic Performance? A VAR Analysis with Sign Restriction Approach– Evidence from Turkey
    Economics Bulletin, 2012, 32, (1), 295-305 View citations (1)
13. Inflation and inflation uncertainty: A dynamic framework
    Physica A: Statistical Mechanics and its Applications, 2012, 391, (20), 4816-4826 View citations (4)
14. Stock market return and volatility: day-of-the-week effect
    Journal of Economics and Finance, 2012, 36, (2), 282-302 View citations (9)

2011

15. Identifying the Liquidity Effects of Monetary Policy Shocks for a Small Open Economy: Turkey
    Open Economies Review, 2011, 22, (4), 649-667 View citations (2)
    See also Working Paper (2011)
16. The inflation and inflation uncertainty relationship for Turkey: a dynamic framework
    Empirical Economics, 2011, 41, (2), 293-309 View citations (12)
17. Total factor productivity and macroeconomic instability
    The Journal of International Trade & Economic Development, 2011, 20, (5), 605-629 View citations (2)

2010

18. Seasonal Patterns of Inflation Uncertainty for the US Economy: An EGARCH Model Results
    The IUP Journal of Monetary Economics, 2010, VIII, (1 & 2), 7-22 View citations (1)
19. Seasonality in inflation volatility: Evidence from Turkey
    Journal of Applied Economics, 2010, 13, 39-65 View citations (4)
20. The Impact of Oil Price Shocks on the Economic Growth of Selected MENA1 Countries
    The Energy Journal, 2010, Volume 31, (Number 1), 149-176 View citations (102)

2009

21. Macroeconomic Policy and Unemployment by Economic Activity: Evidence from Turkey
    Emerging Markets Finance and Trade, 2009, 45, (3), 21-34 View citations (3)
    See also Working Paper (2008)
22. Monetary policy and U.S. long-term interest rates: How close are the linkages?
    Journal of Economics and Business, 2009, 61, (1), 34-50 View citations (8)
23. The effect of inflation uncertainty on inflation: Stochastic volatility in mean model within a dynamic framework
    Economic Modelling, 2009, 26, (6), 1201-1207 View citations (31)

2008

24. Effects of USD-Euro parity on a small open economy: evidence from Turkey
    Applied Economics, 2008, 40, (16), 2165-2174
25. US Monetary Policy Surprises and Foreign Interest Rates: Evidence from a Set of MENA Countries
    Review of Middle East Economics and Finance, 2008, 4, (2), 117-133 View citations (1)

2007

26. Day of the week effect on foreign exchange market volatility: Evidence from Turkey
    Research in International Business and Finance, 2007, 21, (1), 87-97 View citations (19)
27. Effects of adopting inflation targeting regimes on inflation variability
    Physica A: Statistical Mechanics and its Applications, 2007, 375, (1), 265-273 View citations (5)
    See also Working Paper (2007)
28. Inflation Dynamics and its Sources in the Ottoman Empire: 1586-1913
    International Review of Applied Economics, 2007, 21, (2), 207-245
29. Inflation uncertainty and interest rates: is the Fisher relation universal?
    Applied Economics, 2007, 39, (1), 53-68 View citations (11)
    See also Working Paper (2006)
30. Measuring monetary policy for a small open economy: Turkey
    Journal of Macroeconomics, 2007, 29, (2), 411-430 View citations (30)
    See also Working Paper (2005)
31. Openness and the Effectiveness of Monetary Policy: A Cross-country Analysis
    International Economic Journal, 2007, 21, (4), 577-591 View citations (3)
32. The effects of exchange rate fluctuations on economic activity in Turkey
    Journal of Asian Economics, 2007, 18, (3), 466-489 View citations (15)
    See also Working Paper (2007)

2006

33. Monetary policy and long-term US interest rates
    Journal of Macroeconomics, 2006, 28, (4), 737-751 View citations (18)
34. Success in soccer and economic performance: Evidence from beŞİktaŞ-Turkey
    International Review of Economics, 2006, 53, (2), 260-274
    See also Working Paper (2005)
35. The effects of Japanese economic performance on Indonesia
    Applied Economics Letters, 2006, 13, (8), 499-502 View citations (2)
    See also Working Paper (2006)
36. The relationship between different price indices: Evidence from Turkey
    Physica A: Statistical Mechanics and its Applications, 2006, 360, (2), 483-492 View citations (9)
    See also Working Paper (2006)

2005

37. An Empirical Analysis of Istanbul Stock Exchange Sub-Indexes
    Studies in Nonlinear Dynamics & Econometrics, 2005, 9, (3), 1-14 View citations (3)
    See also Working Paper (2006)
38. Denomination composition of trade and trade balance: evidence from Turkey
    Applied Economics, 2005, 37, (10), 1177-1191 View citations (5)
    See also Working Paper (2005)
39. Effect of S&P500's return on emerging markets: Turkish experience
    Applied Financial Economics Letters, 2005, 1, (1), 59-64 View citations (10)
    See also Working Paper (2005)
40. Fractionalization Effect and Government Financing
    The International Journal of Applied Economics, 2005, 2, (1), 37-49
41. Inflation and inflation uncertainty in the G-7 countries
    Physica A: Statistical Mechanics and its Applications, 2005, 348, (C), 371-379 View citations (16)
42. Long live Fenerbahce: The production boosting effects of football
    Journal of Economic Psychology, 2005, 26, (6), 842-861 View citations (7)
43. Return and maturity relationships for treasury auctions: evidence from Turkey
    Fiscal Studies, 2005, 26, (3), 385-419 View citations (7)
    See also Working Paper (2005)
44. THE MISSING LINK BETWEEN INFLATION UNCERTAINTY AND INTEREST RATES
    Scottish Journal of Political Economy, 2005, 52, (2), 222-241 View citations (21)

2004

45. Borsa Değişkenliğinde Haftanın Gün Etkisi: İmkb
    Iktisat Isletme ve Finans, 2004, 19, (223), 91-102 View citations (1)
46. Do Capital Flows Improve Macroeconomic Performance in Emerging Markets?: The Turkish Experience
    Emerging Markets Finance and Trade, 2004, 40, (4), 20-32 View citations (16)
47. Monetary policy rules in practice: evidence from Turkey
    International Journal of Finance & Economics, 2004, 9, (1), 33-38 View citations (16)
    See also Working Paper (2003)
48. The effect of foreign income on economic performance of a small-open economy: evidence from Turkey
    Applied Economics Letters, 2004, 11, (8), 483-488 View citations (8)
49. The effects of different inflation risk premiums on interest rate spreads
    Physica A: Statistical Mechanics and its Applications, 2004, 333, (C), 317-324 View citations (5)
50. The effects of exchange rate risk on economic performance: the Turkish experience
    Applied Economics, 2004, 36, (21), 2429-2441 View citations (6)
    See also Working Paper (2005)

2003

51. Exchange Rate Risk and Interest Rate: A Case Study for Turkey
    Open Economies Review, 2003, 14, (1), 19-27 View citations (13)
    See also Working Paper (2001)
52. Futbolun Verimlilik Üzerine Etkisi
    Iktisat Isletme ve Finans, 2003, 18, (213), 51-62
53. Openness and the effectiveness of monetary policy: empirical evidence from Turkey
    Applied Economics Letters, 2003, 10, (4), 217-221 View citations (5)
    See also Working Paper (2002)
54. Public Sector Pricing Behavior and Inflation Risk Premium in Turkey
    Eastern European Economics, 2003, 41, (1), 68-78 View citations (5)
    See also Working Paper (2001)
55. The day of the week effect on stock market volatility and volume: International evidence
    Review of Financial Economics, 2003, 12, (4), 363-380 View citations (72)

2002

56. Inflationary effect of crude oil prices in Turkey
    Physica A: Statistical Mechanics and its Applications, 2002, 316, (1), 568-580 View citations (23)
    See also Working Paper (2002)
57. Monetary policy, income and prices: a stability assessment
    Applied Economics Letters, 2002, 9, (10), 685-694
58. The Fisher hypothesis: a multi-country analysis
    Applied Economics, 2002, 34, (13), 1645-1655 View citations (26)

2001

59. The day of the week effect on stock market volatility
    Journal of Economics and Finance, 2001, 25, (2), 181-193 View citations (49)

2000

60. The implicit reaction function of the Central Bank of the Republic of Turkey
    Applied Economics Letters, 2000, 7, (7), 425-430 View citations (9)

1999

61. Financial Crisis and Changes in Determinants of Risk and Return: An Empirical Investigation of an Emerging Market (ISE)
    Multinational Finance Journal, 1999, 3, (4), 223-252 View citations (1)
62. Türkiye Cumhuriyet Merkez Bankası Ne Kadar Bağımsız
    Iktisat Isletme ve Finans, 1999, 14, (165), 11-17 View citations (1)
63. Öngörülmeyen Enflasyonun Türkiye''deki Önemi
    Iktisat Isletme ve Finans, 1999, 14, (162), 26-31

1998

64. Central Bank Independence and Financing Government Spending
    Journal of Macroeconomics, 1998, 20, (1), 133-151 View citations (3)
65. Potential information and target variables for UK monetary policy
    Applied Economics, 1998, 30, (4), 449-463 View citations (2)

1997

66. Financing divided governments
    Applied Economics Letters, 1997, 4, (6), 369-372 View citations (2)