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Details about Refet S. Gürkaynak

Homepage:http://refet.bilkent.edu.tr
Postal address:Bilkent University Department of Economics 06800 Bilkent Ankara Turkey
Workplace:İktisat Bölümü (Department of Economics), Bilkent Üniversitesi (Bilkent University), (more information at EDIRC)
Centre for Economic Policy Research (CEPR), (more information at EDIRC)

Access statistics for papers by Refet S. Gürkaynak.

Last updated 2019-12-16. Update your information in the RePEc Author Service.

Short-id: pgu93


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Working Papers

2019

  1. Measuring Euro Area Monetary Policy
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (15)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2019) Downloads View citations (11)
    CESifo Working Paper Series, CESifo Group Munich (2019) Downloads View citations (10)
    Working Paper Series, European Central Bank (2019) Downloads View citations (15)
  2. Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads
    Also in CESifo Working Paper Series, CESifo Group Munich (2019) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2019) Downloads

2018

  1. Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    Also in CESifo Working Paper Series, CESifo Group Munich (2018) Downloads View citations (2)
    CEPR Discussion Papers, C.E.P.R. Discussion Papers (2018) Downloads View citations (3)

2015

  1. Forward Guidance and Asset Prices
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (2)
  2. Is Optimal Monetary Policy Always Optimal?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (8)
    CESifo Working Paper Series, CESifo Group Munich (2015) Downloads View citations (8)
    Research Working Paper, Federal Reserve Bank of Kansas City (2015) Downloads View citations (9)

    See also Journal Article in International Journal of Central Banking (2015)
  3. Monetary Policy in Turkey after Central Bank Independence
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (4)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) Downloads View citations (2)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2015) Downloads View citations (2)

    See also Journal Article in Iktisat Isletme ve Finans (2015)

2013

  1. Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
  2. Identification and Inference Using Event Studies
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (29)
    See also Journal Article in Manchester School (2013)

2011

  1. How useful are estimated DSGE model forecasts?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (10)
  2. Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads
  3. Turkiye'de Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi
    CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (1)

2010

  1. How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (66)
    See also Journal Article in Brookings Papers on Economic Activity (2010)
  2. Macroeconomics and the Term Structure
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (8)
    See also Journal Article in Journal of Economic Literature (2012)
  3. TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi
    CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (3)
  4. Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads

2009

  1. CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA
    2009 Meeting Papers, Society for Economic Dynamics Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) Downloads View citations (29)
    Working Paper Series, European Central Bank (2007) Downloads View citations (18)

2008

  1. The TIPS yield curve and inflation compensation
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (36)
    See also Journal Article in American Economic Journal: Macroeconomics (2010)
  2. Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (4)

2006

  1. Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (4)
    See also Journal Article in Iktisat Isletme ve Finans (2007)
  2. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (32)
    Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) Downloads View citations (74)
  3. Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere
    Working Papers Central Bank of Chile, Central Bank of Chile Downloads View citations (15)
    See also Journal Article in Economic Review (2007)
    Chapter (2007)
  4. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
    CEPR Discussion Papers, C.E.P.R. Discussion Papers Downloads View citations (7)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2006) Downloads View citations (8)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2005) Downloads View citations (19)

    See also Chapter (2005)
  5. Market-based measures of monetary policy expectations
    Working Paper Series, Federal Reserve Bank of San Francisco Downloads View citations (32)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) Downloads View citations (51)

    See also Journal Article in Journal of Business & Economic Statistics (2007)
  6. The U.S. Treasury yield curve: 1961 to the present
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (17)
    See also Journal Article in Journal of Monetary Economics (2007)

2005

  1. Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
    MPRA Paper, University Library of Munich, Germany Downloads View citations (449)
    Also in Macroeconomics, University Library of Munich, Germany (2005) Downloads View citations (462)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (446)

    See also Journal Article in International Journal of Central Banking (2005)
  2. Econometric Tests of Asset Price Bubbles: Taking Stock
    Finance, University Library of Munich, Germany Downloads View citations (14)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) Downloads View citations (54)

    See also Journal Article in Journal of Economic Surveys (2008)
  3. Using federal funds futures contracts for monetary policy analysis
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (28)

2003

  1. The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (67)
    See also Journal Article in Proceedings (2003)

2001

  1. Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (233)
    See also Chapter (2002)

Journal Articles

2015

  1. Is Optimal Monetary Policy Always Optimal?
    International Journal of Central Banking, 2015, 11, (4), 353-382 Downloads View citations (8)
    See also Working Paper (2015)
  2. Monetary Policy in Turkey after Central Bank Independence
    Iktisat Isletme ve Finans, 2015, 30, (356), 09-38 View citations (6)
    See also Working Paper (2015)

2013

  1. Identification and Inference Using Event Studies
    Manchester School, 2013, 81, 48-65 Downloads View citations (30)
    See also Working Paper (2013)

2012

  1. Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi
    Iktisat Isletme ve Finans, 2012, 27, (315), 93-119 View citations (14)
  2. Macroeconomics and the Term Structure
    Journal of Economic Literature, 2012, 50, (2), 331-67 Downloads View citations (109)
    See also Working Paper (2010)

2010

  1. Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden
    Journal of the European Economic Association, 2010, 8, (6), 1208-1242 Downloads View citations (125)
  2. How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
    Brookings Papers on Economic Activity, 2010, 41, (2 (Fall)), 209-259 Downloads View citations (72)
    See also Working Paper (2010)
  3. The TIPS Yield Curve and Inflation Compensation
    American Economic Journal: Macroeconomics, 2010, 2, (1), 70-92 Downloads View citations (72)
    See also Working Paper (2008)
  4. Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi
    Iktisat Isletme ve Finans, 2010, 25, (295), 21-45 View citations (4)

2009

  1. Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi
    Iktisat Isletme ve Finans, 2009, 24, (278), 9-24 View citations (14)

2008

  1. ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK *
    Journal of Economic Surveys, 2008, 22, (1), 166-186 Downloads View citations (34)
    See also Working Paper (2005)

2007

  1. Devlet iç borçlanma senetleri için getiri eğrisi tahmini
    Iktisat Isletme ve Finans, 2007, 22, (252), 5-25 View citations (1)
    See also Working Paper (2006)
  2. Inflation targeting and the anchoring of inflation expectations in the western hemisphere
    Economic Review, 2007, 25-47 Downloads View citations (19)
    Also in Journal Economía Chilena (The Chilean Economy), 2006, 9, (3), 19-52 (2006) Downloads View citations (18)

    See also Chapter (2007)
    Working Paper (2006)
  3. Market-Based Measures of Monetary Policy Expectations
    Journal of Business & Economic Statistics, 2007, 25, 201-212 Downloads View citations (122)
    See also Working Paper (2006)
  4. The U.S. Treasury yield curve: 1961 to the present
    Journal of Monetary Economics, 2007, 54, (8), 2291-2304 Downloads View citations (98)
    See also Working Paper (2006)

2005

  1. Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
    International Journal of Central Banking, 2005, 1, (1) Downloads View citations (438)
    See also Working Paper (2005)
  2. The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
    American Economic Review, 2005, 95, (1), 425-436 Downloads View citations (338)

2003

  1. The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models
    Proceedings, 2003, (mar) Downloads View citations (86)
    See also Working Paper (2003)

Chapters

2009

  1. Comment on "International Portfolios with Supply, Demand and Redistributive Shocks"
    A chapter in NBER International Seminar on Macroeconomics 2007, 2009, pp 277-281 Downloads

2007

  1. Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere
    Chapter 11 in Monetary Policy under Inflation Targeting, 2007, vol. 11, pp 415-465 Downloads View citations (13)
    See also Working Paper (2006)
    Journal Article in Economic Review (2007)

2005

  1. Comment on "Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics"
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 352-355 Downloads
  2. Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
    A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 11-50 Downloads View citations (10)
    See also Working Paper (2006)

2002

  1. Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously
    A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 11-72 Downloads View citations (24)
    See also Working Paper (2001)
 
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