Details about Cem Çakmaklı

Access statistics for papers by Cem Çakmaklı.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pca725

Working Papers

2021

1. Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (4)
   Also in Working Paper series, Rimini Centre for Economic Analysis (2021) View citations (1)
   Papers, arXiv.org (2021) View citations (1)
2. Economic Value of Modeling the Joint Distribution of Returns and Volatility: Leverage Timing
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
3. How do exchange rates respond to political rhetoric by populist leaders?
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
4. The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks
   CID Working Papers, Center for International Development at Harvard University View citations (17)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (20)
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2021) View citations (20)
   NBER Working Papers, National Bureau of Economic Research, Inc (2021) View citations (16)
5. The Role of Obedience and the Rule of Law during the Pandemic
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

2020

6. A Dynamic Evaluation of Central Bank Credibility
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (2)
7. Ambiguous Business Cycles: A Quantitative Assessment
   TSE Working Papers, Toulouse School of Economics (TSE) View citations (2)
   Also in Post-Print, HAL (2020) View citations (2)
   See also Journal Article in Review of Economic Dynamics (2020)
8. COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
9. COVID-19 and Emerging Markets: An Epidemiological Model with International Production Networks and Capital Flows
   IMF Working Papers, International Monetary Fund View citations (19)
10. COVID-19 and Emerging Markets: The Case of Turkey
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
11. Online Appendix to "Ambiguous Business Cycles: A Quantitative Assessment"
    Online Appendices, Review of Economic Dynamics View citations (1)
    See also Journal Article in Review of Economic Dynamics (2020)
12. Using Survey Information for Improving the Density Nowcasting of US GDP with a Focus on Predictive Performance during Covid-19 Pandemic
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

2019

13. Modeling of Economic and Financial Conditions for Nowcasting and Forecasting Recessions: A Unified Approach
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018)

2018

14. How Do Indirect Taxes on Tobacco Products Affect Inflation?
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

2015

15. Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    See also Journal Article in International Journal of Forecasting (2016)

2014

16. Inflation Targeting and Inflation Expectations: Evidence for Brazil and Turkey
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
17. On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)

2013

18. Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
19. 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 in Journal of Applied Econometrics (2014)
20. 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)
21. 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

22. Bayesian Semiparametric Dynamic Nelson-Siegel Model
    Working Paper series, Rimini Centre for Economic Analysis View citations (1)
23. Measuring and Predicting Heterogeneous Recessions
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011)
    See also Journal Article in Journal of Economic Dynamics and Control (2013)

2011

24. Modeling and Estimation of Synchronization in Multistate Markov-Switching Models
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (17)

2010

25. Getting the Most out of Macroeconomic Information for Predicting Stock Returns and Volatility
    Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (12)

2001

26. The Link between Trade Liberalization and Economic Growth: A Case Study: Turkey
    Middle East and North Africa, EcoMod

Journal Articles

2021

1. Modelling of Economic and Financial Conditions for Real‐Time Prediction of Recessions
   Oxford Bulletin of Economics and Statistics, 2021, 83, (3), 663-685

2020

2. Ambiguous Business Cycles: A Quantitative Assessment
   Review of Economic Dynamics, 2020, 38, 220-237 View citations (2)
   See also Working Paper (2020)
   Working Paper (2020)
   Software Item (2020)
3. Modeling the density of US yield curve using Bayesian semiparametric dynamic Nelson-Siegel model
   Econometric Reviews, 2020, 39, (1), 71-91

2016

4. Forecasting inflation using survey expectations and target inflation: Evidence for Brazil and Turkey
   International Journal of Forecasting, 2016, 32, (1), 138-153 View citations (23)
   See also Working Paper (2015)
5. Getting the most out of macroeconomic information for predicting excess stock returns
   International Journal of Forecasting, 2016, 32, (3), 650-668 View citations (16)

2014

6. 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 (20)
   See also Working Paper (2013)

2013

7. Measuring and predicting heterogeneous recessions
   Journal of Economic Dynamics and Control, 2013, 37, (11), 2195-2216 View citations (5)
   See also Working Paper (2012)

Chapters

2019

1. The Interaction of Real and Financial Markets in the Global Economy: What Role Does China Play?
   Chapter 20 in HANDBOOK OF GLOBAL FINANCIAL MARKETS Transformations, Dependence, and Risk Spillovers, 2019, pp 513-550

Software Items

2020

1. Code and data files for "Ambiguous Business Cycles: A Quantitative Assessment"
   Computer Codes, Review of Economic Dynamics
   See also Journal Article in Review of Economic Dynamics (2020)