Details about Levent Korap

Access statistics for papers by Levent Korap.

Last updated 2022-02-24. Update your information in the RePEc Author Service.

Short-id: pko359

Working Papers

2013

1. An Analysis of Monetary Shocks for the Turkish Economy: Time Series Evidence
   Post-Print, HAL

2012

2. Testing the Lucas critique for the Turkish money demand function
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article Testing the Lucas Critique for the Turkish Money Demand Function, Iktisat Isletme ve Finans, Bilgesel Yayincilik (2012) View citations (1) (2012)

2011

3. A closer look at the money multipliers for the Turkish economy: Is there a stable relationship?
   MPRA Paper, University Library of Munich, Germany
4. An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses
   MPRA Paper, University Library of Munich, Germany View citations (2)
   See also Journal Article An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses, Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University (2011) View citations (4) (2011)

2010

5. A cost-based empirical model of the aggregate price determination for the Turkish economy: a multivariate cointegration approach
   MPRA Paper, University Library of Munich, Germany
6. A small scaled business-cycle analysis of the Turkish economy: some counter-cyclical evidence using new income series
   MPRA Paper, University Library of Munich, Germany
7. An econometric essay for the asymmetric volatility content of the portfolio flows: EGARCH evidence from the Turkish economy
   MPRA Paper, University Library of Munich, Germany
8. Does the uncovered interest parity hold in short horizons?
   MPRA Paper, University Library of Munich, Germany View citations (11)
   See also Journal Article Does the uncovered interest parity hold in short horizons?, Applied Economics Letters, Taylor & Francis Journals (2010) View citations (11) (2010)
9. Identification of ‘pull’ & ‘push’ factors for the portfolio flows: SVAR evidence from the Turkish economy
   MPRA Paper, University Library of Munich, Germany View citations (3)
10. OECD ülkeleri için ekonomik yakınsama öngörüsünün zaman serisi panel birim kök yöntemleri ile sınanması
    (An essay upon testing economic convergence hypothesis with time series panel unit root methods for the OECD countries)
    MPRA Paper, University Library of Munich, Germany
11. Re-examination of the long-run purchasing power parity: further evidence from Turkey
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article Re-examination of the long-run purchasing power parity: further evidence from Turkey, Applied Economics, Taylor & Francis Journals (2010) View citations (2) (2010)
12. Testing homogeneity for real income and prices in a money demand equation: the case of Turkey
    MPRA Paper, University Library of Munich, Germany
13. Threshold GARCH modeling of the inflation & inflation uncertainty relationship: historical evidence from the Turkish economy
    MPRA Paper, University Library of Munich, Germany View citations (1)

2009

14. Are real exchange rates mean reverting? Evidence from a panel of OECD countries
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article Are real exchange rates mean reverting? Evidence from a panel of OECD countries, Applied Economics Letters, Taylor & Francis Journals (2009) View citations (6) (2009)
15. Enflasyon ve enflasyon belirsizliği ilişkisi için G7 ekonomileri üzerine bir inceleme
    (An investigation for the inflation and inflation uncertainty relationship upon the G7 economies)
    MPRA Paper, University Library of Munich, Germany View citations (1)
16. New time series evidence for the causality relationship between inflation and inflation uncertainty in the Turkish economy
    MPRA Paper, University Library of Munich, Germany View citations (1)
17. On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy, Iktisat Isletme ve Finans, Bilgesel Yayincilik (2009) View citations (1) (2009)
18. Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği
    (An essay upon the causality relationship between the monetary growth and the change in inflation: the case of Turkey)
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article Parasal Buyume ve Tuketici Enflasyonu Degisim Orani Arasindaki Nedensellik Iliskisi Uzerine Bir Deneme: Turkiye Ornegi, Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University (2009) (2009)
19. The search for co-integration between money, prices and income: low frequency evidence from the Turkish economy
    MPRA Paper, University Library of Munich, Germany
20. Türkiye ekonomisinde enflasyon ve reel milli gelir arasındaki çevrimsellik ilişkisi üzerine bir inceleme
    (An investigation upon the cyclical relationship between inflation and real income in the Turkish economy)
    MPRA Paper, University Library of Munich, Germany

2008

21. A monetary model of TL/US$ exchange rate: a co-integrating approach
    MPRA Paper, University Library of Munich, Germany
22. Asymmetric information content of the YTL/US$ exchange rate return: new evidence from the post-crisis data using arma-egarch-m modeling
    MPRA Paper, University Library of Munich, Germany
23. Determinants of reserve money demand: a multivariate co-integrating approach
    MPRA Paper, University Library of Munich, Germany
24. Exchange rate determination of TL/US$: a co-integration approach
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article EXCHANGE RATE DETERMINATION OF TL/US$:A CO-INTEGRATION APPROACH, Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University (2008) View citations (4) (2008)
25. Long-run relations between money, prices and output: the case of Turkey
    MPRA Paper, University Library of Munich, Germany View citations (7)
26. Modeling Turkish M2 broad money demand: a portfolio-based approach using implications for monetary policy
    MPRA Paper, University Library of Munich, Germany
27. Modeling base money demand and inflation for the Turkish economy
    MPRA Paper, University Library of Munich, Germany
28. Testing international parity hypothesis in a multivariate identified co-integrating system: the Turkish evidence
    MPRA Paper, University Library of Munich, Germany

2007

29. Analyzing CBRT's FOREX interventions using EGARCH (2001-2006)
    MPRA Paper, University Library of Munich, Germany
30. Does currency substitution affect exchange rate uncertainty? the case of Turkey
    MPRA Paper, University Library of Munich, Germany View citations (2)
31. Does the interest differential explain future exchange rate return? a re-examination of the UIP hypothesis for the Turkish economy
    MPRA Paper, University Library of Munich, Germany
32. Exogenous characteristics of short-term capital flows: can they be under control? evidence from Turkey
    MPRA Paper, University Library of Munich, Germany
33. Impact of Exchange Rate Changes on Domestic Inflation: he Turkish Experience
    MPRA Paper, University Library of Munich, Germany View citations (4)
34. Information content of exchange rate volatility: Turkish experience
    MPRA Paper, University Library of Munich, Germany View citations (2)
35. Modeling purchasing power parity using co-integration: evidence from Turkey
    MPRA Paper, University Library of Munich, Germany View citations (2)
36. Structural VAR identification of the Turkish business cycles
    MPRA Paper, University Library of Munich, Germany View citations (2)
37. Testing causal relationships between energy consumption, real income and prices: evidence from Turkey
    MPRA Paper, University Library of Munich, Germany View citations (6)
38. Testing quantity theory of money for the Turkish economy
    MPRA Paper, University Library of Munich, Germany View citations (3)
    See also Journal Article Testing Quantity Theory of Money for the Turkish Economy, Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency (2007) View citations (3) (2007)
39. Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article TURKISH MONEY DEMAND, REVISITED: SOME IMPLICATIONS FOR INFLATION AND CURRENCY SUBSTITUTION UNDER STRUCTURAL BREAKS, Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics (2007) View citations (2) (2007)

2006

40. An empirical analysis of Turkish inflation (1988-2004): some non-monetarist estimations
    MPRA Paper, University Library of Munich, Germany View citations (1)
41. An essay upon the business cycle facts: the Turkish case
    MPRA Paper, University Library of Munich, Germany View citations (1)
42. Seigniorage revenue and Turkish economy
    MPRA Paper, University Library of Munich, Germany View citations (5)

Journal Articles

2012

1. Testing the Lucas Critique for the Turkish Money Demand Function
   Iktisat Isletme ve Finans, 2012, 27, (318), 57-82 View citations (1)
   See also Working Paper Testing the Lucas critique for the Turkish money demand function, MPRA Paper (2012) View citations (2) (2012)

2011

2. An Empirical Model for the Turkish Trade Balance: New Evidence from ARDL Bounds Testing Analyses
   Istanbul University Econometrics and Statistics e-Journal, 2011, 14, (1), 38-61 View citations (4)
   See also Working Paper An empirical model for the Turkish trade balance: new evidence from ARDL bounds testing analyses, MPRA Paper (2011) View citations (2) (2011)

2010

3. Does the uncovered interest parity hold in short horizons?
   Applied Economics Letters, 2010, 17, (4), 361-365 View citations (11)
   See also Working Paper Does the uncovered interest parity hold in short horizons?, MPRA Paper (2010) View citations (11) (2010)
4. Re-examination of the long-run purchasing power parity: further evidence from Turkey
   Applied Economics, 2010, 42, (27), 3559-3564 View citations (2)
   See also Working Paper Re-examination of the long-run purchasing power parity: further evidence from Turkey, MPRA Paper (2010) View citations (2) (2010)

2009

5. Are real exchange rates mean reverting? Evidence from a panel of OECD countries
   Applied Economics Letters, 2009, 16, (1), 23-27 View citations (6)
   See also Working Paper Are real exchange rates mean reverting? Evidence from a panel of OECD countries, MPRA Paper (2009) View citations (6) (2009)
6. On the links between inflation, output growth and uncertainty: System-GARCH evidence from the Turkish economy
   Iktisat Isletme ve Finans, 2009, 24, (285), 89-110 View citations (1)
   See also Working Paper On the links between inflation, output growth and uncertainty: system-GARCH evidence from the Turkish economy, MPRA Paper (2009) View citations (1) (2009)
7. Parasal Buyume ve Tuketici Enflasyonu Degisim Orani Arasindaki Nedensellik Iliskisi Uzerine Bir Deneme: Turkiye Ornegi
   Istanbul University Econometrics and Statistics e-Journal, 2009, 9, (1), 56-74
   See also Working Paper Parasal büyüme ve tüketici enflasyonu değişim oranı arasındaki nedensellik ilişkisi üzerine bir deneme: Türkiye örneği, MPRA Paper (2009) (2009)

2008

8. EXCHANGE RATE DETERMINATION OF TL/US$:A CO-INTEGRATION APPROACH
   Istanbul University Econometrics and Statistics e-Journal, 2008, 7, (1), 24-50 View citations (4)
   See also Working Paper Exchange rate determination of TL/US$: a co-integration approach, MPRA Paper (2008) View citations (2) (2008)

2007

9. MULTIRANK COINTEGRATION ANALYSIS OF TURKISH M1 MONEY DEMAND (1987Q1-2006Q3)
   Istanbul University Econometrics and Statistics e-Journal, 2007, 6, (1), 1-28
10. Monetary Transmission Mechanism In An Open Economy Framework: The Case Of Turkey
    Istanbul University Econometrics and Statistics e-Journal, 2007, 5, (1), 41-66 View citations (5)
11. TURKISH MONEY DEMAND, REVISITED: SOME IMPLICATIONS FOR INFLATION AND CURRENCY SUBSTITUTION UNDER STRUCTURAL BREAKS
    Bogazici Journal, Review of Social, Economic and Administrative Studies, 2007, 21, (1+2), 107-124 View citations (2)
    See also Working Paper Turkish money demand, revisited: some implications for inflation and currency substitution under structural breaks, MPRA Paper (2007) View citations (2) (2007)
12. Testing Quantity Theory of Money for the Turkish Economy
    Journal of BRSA Banking and Financial Markets, 2007, 1, (2), 93-109 View citations (3)
    See also Working Paper Testing quantity theory of money for the Turkish economy, MPRA Paper (2007) View citations (3) (2007)