Details about Kerem Tuzcuoglu

Access statistics for papers by Kerem Tuzcuoglu.

Last updated 2024-10-10. Update your information in the RePEc Author Service.

Short-id: ptu201

Working Papers

2025

1. Effects of macroprudential policy announcements on perceptions of systemic risks
   Staff Analytical Notes, Bank of Canada

2024

2. Forecasting Recessions in Canada: An Autoregressive Probit Model Approach
   Staff Working Papers, Bank of Canada
3. Mass Reproducibility and Replicability: A New Hope
   I4R Discussion Paper Series, The Institute for Replication (I4R) View citations (6)

2023

4. Risk Amplification Macro Model (RAMM)
   Technical Reports, Bank of Canada View citations (2)
5. Supply Drivers of US Inflation Since the COVID-19 Pandemic
   Staff Working Papers, Bank of Canada View citations (5)

2022

6. International Transmission of Quantitative Easing Policies: Evidence from Canada
   Staff Working Papers, Bank of Canada View citations (2)
   See also Journal Article International transmission of quantitative easing policies: Evidence from Canada, Journal of Economic Dynamics and Control, Elsevier (2024) View citations (2) (2024)
7. Sectoral Uncertainty
   "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno"
   Also in Staff Working Papers, Bank of Canada (2022)
   CESifo Working Paper Series, CESifo (2022)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022)
   See also Chapter Sectoral uncertainty, IFC Bulletins chapters, Bank for International Settlements (2024) (2024)

2019

8. Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects
   Staff Working Papers, Bank of Canada View citations (1)

2016

9. Interpreting the latent dynamic factors by threshold FAVAR model
   Bank of England working papers, Bank of England View citations (4)

Journal Articles

2024

1. International transmission of quantitative easing policies: Evidence from Canada
   Journal of Economic Dynamics and Control, 2024, 162, (C) View citations (2)
   See also Working Paper International Transmission of Quantitative Easing Policies: Evidence from Canada, Staff Working Papers (2022) View citations (2) (2022)
2. Nonlinear transmission of international financial stress
   Economic Modelling, 2024, 139, (C)

2023

3. Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
   Journal of Business & Economic Statistics, 2023, 41, (2), 593-607

2018

4. Output Effects of Global Food Commodity Shocks
   Journal of Globalization and Development, 2018, 9, (1), 18 View citations (1)

Chapters

2024

1. Sectoral uncertainty
   A chapter in Granular data: new horizons and challenges, 2024, vol. 61
   See also Working Paper Sectoral Uncertainty, Dipartimento di Scienze Economiche "Marco Fanno" (2022) (2022)