Details about Burçin Kısacıkoğlu

Access statistics for papers by Burçin Kısacıkoğlu.

Last updated 2026-06-09. Update your information in the RePEc Author Service.

Short-id: pki494

Working Papers

2026

1. Bond Yield Responses to Macro News: The Role of Macro Forecast Disagreement and Monetary Policy Uncertainty
   CEPR Discussion Papers, Centre for Economic Policy Research
2. Mind the Stance Gap: State-Dependent Filtering in the Federal Reserve Communications
   CEPR Discussion Papers, Centre for Economic Policy Research

2025

3. Estimating Euro Area Output Gap Dynamics: Evidence from the updated Area-Wide Model Database
   CEPR Discussion Papers, Centre for Economic Policy Research
   See also Journal Article Estimating euro area output gap dynamics: Evidence from the updated Area-Wide Model Database, European Economic Review, Elsevier (2026) (2026)

2024

4. Overnight Index Swaps and Monetary Policy Expectations in the US
   CEPR Discussion Papers, Centre for Economic Policy Research

2022

5. Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory
   CESifo Working Paper Series, CESifo View citations (5)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2022) View citations (5)
   CEPR Discussion Papers, Centre for Economic Policy Research (2022)

2020

6. Monetary Policy Surprises and Exchange Rate Behavior
   CESifo Working Paper Series, CESifo View citations (7)
   Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2020) View citations (3)
   CEPR Discussion Papers, Centre for Economic Policy Research (2020) View citations (2)
   NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (6)
   See also Chapter Monetary Policy Surprises and Exchange Rate Behavior, NBER Chapters, National Bureau of Economic Research, Inc (2020) View citations (8) (2020)
   Journal Article Monetary policy surprises and exchange rate behavior, Journal of International Economics, Elsevier (2021) View citations (31) (2021)

2018

7. Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
   CESifo Working Paper Series, CESifo View citations (15)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (15)
   CEPR Discussion Papers, Centre for Economic Policy Research (2018) View citations (16)
   See also Journal Article Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises, American Economic Review, American Economic Association (2020) View citations (39) (2020)

2015

8. Forward Guidance and Asset Prices
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (12)

2013

9. Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
   CEPR Discussion Papers, Centre for Economic Policy Research View citations (43)

2010

10. Agency Costs, Fiscal Policy, and Business Cycle Fluctuations
    Working Papers, Department of Economics, Bilkent University

Journal Articles

2026

1. Estimating euro area output gap dynamics: Evidence from the updated Area-Wide Model Database
   European Economic Review, 2026, 181, (C)
   See also Working Paper Estimating Euro Area Output Gap Dynamics: Evidence from the updated Area-Wide Model Database, CEPR Discussion Papers (2025) (2025)

2025

2. Emerging market riskiness and uncertainty spillovers: Evidence from the COVID-19 pandemic
   Central Bank Review, 2025, 25, (4)

2021

3. Monetary policy surprises and exchange rate behavior
   Journal of International Economics, 2021, 130, (C) View citations (31)
   See also Chapter Monetary Policy Surprises and Exchange Rate Behavior, NBER Chapters, 2020 (2020) View citations (8) (2020)
   Working Paper Monetary Policy Surprises and Exchange Rate Behavior, CESifo Working Paper Series (2020) View citations (7) (2020)

2020

4. Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises
   American Economic Review, 2020, 110, (12), 3871-3912 View citations (39)
   See also Working Paper Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises, CESifo Working Paper Series (2018) View citations (15) (2018)
5. Real Term Structure and New Keynesian Models
   International Journal of Central Banking, 2020, 16, (3), 95-139

Chapters

2020

1. Monetary Policy Surprises and Exchange Rate Behavior
   A chapter in NBER International Seminar on Macroeconomics 2020, 2020 View citations (8)
   See also Working Paper Monetary Policy Surprises and Exchange Rate Behavior, CESifo (2020) View citations (7) (2020)
   Journal Article Monetary policy surprises and exchange rate behavior, Elsevier (2021) View citations (31) (2021)

2013

2. Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors
   A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 27-79