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Details about Kamil Yilmaz

Homepage:http://home.ku.edu.tr/~kyilmaz
Phone:+902123381458
Postal address:Koc University Rumeli Feneri Yolu Sariyer 34450 Istanbul Turkey
Workplace:İktisat Bölümü (Department of Economics), İktisadi ve İdari Bilimler Fakültesi (College of Administrative Sciences and Economics), Koç Üniversitesi (Koc University), (more information at EDIRC)
Economic Research Forum (ERF), (more information at EDIRC)

Access statistics for papers by Kamil Yilmaz.

Last updated 2023-04-29. Update your information in the RePEc Author Service.

Short-id: pyi43


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Working Papers

2023

  1. On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness
    Papers, arXiv.org Downloads View citations (3)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2022) Downloads View citations (1)

2021

  1. Transition to Democracy, Real Wages and Productivity: The Turkish Experience
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)
  2. Unconventional Monetary Policy and Bond Market Connectedness in the New Normal
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)

2020

  1. Macro-Financial Spillovers
    Working Papers, Geary Institute, University College Dublin Downloads View citations (3)
    See also Journal Article Macro-financial spillovers, Journal of International Money and Finance, Elsevier (2023) Downloads View citations (2) (2023)
  2. Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)

2018

  1. Bank Volatility Connectedness in South East Asia
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)
  2. Financial Sector Volatility Connectedness and Equity Returns
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (6)
  3. Measuring Dynamic Connectedness with Large Bayesian VAR Models
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (66)
    Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018) Downloads View citations (54)
  4. Measuring Real-Financial Connectedness in the U.S. Economy
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)
    Also in Working Papers, Gebze Technical University, Department of Economics (2018) Downloads View citations (1)

    See also Journal Article Measuring real–financial connectedness in the U.S. economy, The North American Journal of Economics and Finance, Elsevier (2021) Downloads (2021)
  5. Producer Price Inflation Connectedness and Input-Output Networks
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (4)

2017

  1. Commodity Connectedness
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (32)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2017) Downloads View citations (34)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) Downloads View citations (34)

    See also Chapter Commodity Connectedness, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2018) Downloads View citations (8) (2018)
  2. Estimating Global Bank Network Connectedness
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (47)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015) Downloads View citations (22)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) Downloads View citations (20)

    See also Journal Article Estimating global bank network connectedness, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2018) Downloads View citations (217) (2018)
  3. Mixed-Frequency Macro-Financial Spillovers
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (6)
    Also in Working Papers, Geary Institute, University College Dublin (2017) Downloads View citations (8)
  4. Political economy of industrial policy in Turkey: The case of the automotive industry
    Global Development Institute Working Paper Series, GDI, The University of Manchester Downloads View citations (2)

2015

  1. How Connected is the Global Sovereign Credit Risk Network?
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (19)
    See also Journal Article How connected is the global sovereign credit risk network?, Journal of Banking & Finance, Elsevier (2020) Downloads View citations (56) (2020)

2014

  1. Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (2)
  2. Volatility Connectedness of Bank Stocks Across the Atlantic
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)

2013

  1. Measuring the Dynamics of Global Business Cycle Connectedness
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (38)
  2. THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY
    ERSA conference papers, European Regional Science Association Downloads View citations (2)

2011

  1. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (74)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (30)
    NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (56)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) Downloads View citations (52)

    See also Journal Article On the network topology of variance decompositions: Measuring the connectedness of financial firms, Journal of Econometrics, Elsevier (2014) Downloads View citations (1737) (2014)

2010

  1. Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (47)
    See also Journal Article Better to give than to receive: Predictive directional measurement of volatility spillovers, International Journal of Forecasting, Elsevier (2012) Downloads View citations (2066) (2012)
  2. Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)
  3. Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (6)
    See also Journal Article Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi, Iktisat Isletme ve Finans, Bilgesel Yayincilik (2010) View citations (5) (2010)
  4. Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)

2009

  1. Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    See also Journal Article Asymmetric response to monetary policy surprises at the long-end of the yield curve, Journal of Macroeconomics, Elsevier (2012) Downloads View citations (5) (2012)
  2. Business Cycle Spillovers
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (15)
  3. Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures
    MPRA Paper, University Library of Munich, Germany Downloads View citations (10)
  4. International Business Cycle Spillovers
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (15)
  5. Return and Volatility Spillovers among the East Asian Equity Markets
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)
    See also Journal Article Return and volatility spillovers among the East Asian equity markets, Journal of Asian Economics, Elsevier (2010) Downloads View citations (160) (2010)
  6. The Intertemporal Relation between Expected Return and Risk on Currency
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)
  7. Turkey's Recent Trade and Foreign Direct Investment Performance
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (9)

2008

  1. Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (12)
  2. Macroeconomic Volatility and Stock Market Volatility, World-Wide
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (25)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (51)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads View citations (7)
  3. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (34)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (66)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2008) Downloads View citations (32)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (15)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads View citations (10)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2007) Downloads View citations (10)

    See also Journal Article Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets, Economic Journal, Royal Economic Society (2009) View citations (1575) (2009)
  4. Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University Downloads View citations (3)

2007

  1. History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University Downloads View citations (4)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads View citations (2)

    See also Journal Article History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry, World Development, Elsevier (2009) Downloads View citations (27) (2009)
  2. Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union
    MPRA Paper, University Library of Munich, Germany Downloads View citations (24)
  3. Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (9)
    See also Journal Article Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants, Review of World Economics (Weltwirtschaftliches Archiv), Springer (2009) Downloads View citations (17) (2009)

2000

  1. Türk telekomünikasyon sektöründe reform: Özelleştirme, düzenleme ve serbestleşme
    (Reform in the Turkish telecommunications sector: Privatisation, regulation, and liberalisation)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

1999

  1. Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation
    Working Papers, Koc University
    See also Journal Article Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation, European Journal of Operational Research, Elsevier (2002) Downloads View citations (10) (2002)
  2. Nash and Stackelberg Optimum Export Taxes
    Working Papers, Koc University

1998

  1. Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
    Working Papers, Koc University View citations (6)

1997

  1. Machinery Investment and Export Competitiveness
    Working Papers, Koc University View citations (1)

1994

  1. Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
    Policy Research Working Paper Series, The World Bank Downloads View citations (1)
    See also Journal Article Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries, Journal of Development Economics, Elsevier (1997) Downloads View citations (8) (1997)

1993

  1. On cointegration and exchange rate dynamics
    Working Papers, Federal Reserve Bank of Philadelphia View citations (19)
    See also Journal Article On Cointegration and Exchange Rate Dynamics, Journal of Finance, American Finance Association (1994) Downloads View citations (136) (1994)

Journal Articles

2023

  1. Macro-financial spillovers
    Journal of International Money and Finance, 2023, 133, (C) Downloads View citations (2)
    See also Working Paper Macro-Financial Spillovers, Working Papers (2020) Downloads View citations (3) (2020)
  2. Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms
    Journal of Econometrics, 2023, 234, (S), 70-90 Downloads

2021

  1. Measuring real–financial connectedness in the U.S. economy
    The North American Journal of Economics and Finance, 2021, 58, (C) Downloads
    See also Working Paper Measuring Real-Financial Connectedness in the U.S. Economy, Koç University-TUSIAD Economic Research Forum Working Papers (2018) Downloads View citations (1) (2018)

2020

  1. How connected is the global sovereign credit risk network?
    Journal of Banking & Finance, 2020, 113, (C) Downloads View citations (56)
    See also Working Paper How Connected is the Global Sovereign Credit Risk Network?, Koç University-TUSIAD Economic Research Forum Working Papers (2015) Downloads View citations (19) (2015)
  2. Real-financial connectedness in the Swiss economy
    Swiss Journal of Economics and Statistics, 2020, 156, (1), 1-20 Downloads View citations (5)

2018

  1. Estimating global bank network connectedness
    Journal of Applied Econometrics, 2018, 33, (1), 1-15 Downloads View citations (217)
    See also Working Paper Estimating Global Bank Network Connectedness, NBER Working Papers (2017) Downloads View citations (47) (2017)

2016

  1. Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014
    Journal of Financial Econometrics, 2016, 14, (1), 81-127 Downloads View citations (107)

2014

  1. On the network topology of variance decompositions: Measuring the connectedness of financial firms
    Journal of Econometrics, 2014, 182, (1), 119-134 Downloads View citations (1737)
    See also Working Paper On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms, PIER Working Paper Archive (2011) Downloads View citations (74) (2011)

2012

  1. Asymmetric response to monetary policy surprises at the long-end of the yield curve
    Journal of Macroeconomics, 2012, 34, (2), 404-418 Downloads View citations (5)
    See also Working Paper Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve, Koç University-TUSIAD Economic Research Forum Working Papers (2009) Downloads (2009)
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
    International Journal of Forecasting, 2012, 28, (1), 57-66 Downloads View citations (2066)
    See also Working Paper Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers, Koç University-TUSIAD Economic Research Forum Working Papers (2010) Downloads View citations (47) (2010)

2010

  1. Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
    Iktisat Isletme ve Finans, 2010, 25, (296), 9-31 View citations (5)
    See also Working Paper Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi, Koç University-TUSIAD Economic Research Forum Working Papers (2010) Downloads View citations (6) (2010)
  2. Return and volatility spillovers among the East Asian equity markets
    Journal of Asian Economics, 2010, 21, (3), 304-313 Downloads View citations (160)
    See also Working Paper Return and Volatility Spillovers among the East Asian Equity Markets, Koç University-TUSIAD Economic Research Forum Working Papers (2009) Downloads View citations (1) (2009)

2009

  1. Equity Market Spillovers in the Americas
    Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 55-65 Downloads View citations (9)
    See also Chapter Equity Market Spillovers in the Americas, Central Banking, Analysis, and Economic Policies Book Series, 2011, 15, 199-214 (2011) Downloads View citations (27) (2011)
  2. History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
    World Development, 2009, 37, (2), 479-488 Downloads View citations (27)
    See also Working Paper History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry, ERC Working Papers (2007) Downloads View citations (4) (2007)
  3. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
    Economic Journal, 2009, 119, (534), 158-171 View citations (1575)
    Also in Economic Journal, 2009, 119, (534), 158-171 (2009) Downloads View citations (1477)

    See also Working Paper Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets, NBER Working Papers (2008) Downloads View citations (34) (2008)
  4. Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants
    Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (2), 339-360 Downloads View citations (17)
    See also Working Paper Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants, Koç University-TUSIAD Economic Research Forum Working Papers (2007) Downloads View citations (9) (2007)

2006

  1. How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market
    The Journal of International Trade & Economic Development, 2006, 15, (1), 1-26 Downloads View citations (4)

2004

  1. Volatility and contagion: evidence from the Istanbul stock exchange
    Economic Systems, 2004, 28, (4), 353-367 Downloads View citations (19)

2003

  1. Martingale Property of Exchange Rates and Central Bank Interventions
    Journal of Business & Economic Statistics, 2003, 21, (3), 383-95 View citations (38)

2002

  1. Imported Machinery for Export Competitiveness
    The World Bank Economic Review, 2002, 16, (1), 23-48 View citations (25)
  2. Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
    European Journal of Operational Research, 2002, 137, (3), 524-543 Downloads View citations (10)
    See also Working Paper Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation, Working Papers (1999) (1999)

2001

  1. Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi
    Iktisat Isletme ve Finans, 2001, 16, (183), 15-36 View citations (1)

1999

  1. Optimal export taxes in a multicountry framework
    Journal of Development Economics, 1999, 60, (2), 439-465 Downloads View citations (23)

1997

  1. Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
    Journal of Development Economics, 1997, 53, (2), 447-470 Downloads View citations (8)
    See also Working Paper Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries, Policy Research Working Paper Series (1994) Downloads View citations (1) (1994)
  2. Privatisation and Stock Market Efficiency: The British Experience
    Scottish Journal of Political Economy, 1997, 44, (2), 113-133 Downloads

1994

  1. On Cointegration and Exchange Rate Dynamics
    Journal of Finance, 1994, 49, (2), 727-35 Downloads View citations (136)
    See also Working Paper On cointegration and exchange rate dynamics, Working Papers (1993) View citations (19) (1993)

Books

2017

  1. The Measurement and Monitoring of the Systemically Important Financial Institutions in SEACEN Economies
    Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre Downloads

2015

  1. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
    OUP Catalogue, Oxford University Press View citations (229)

2008

  1. Integration with the Global Economy
    World Bank Publications - Books, The World Bank Group Downloads View citations (4)

Chapters

2018

  1. Commodity Connectedness
    Chapter 04 in Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, 2018, vol. 25, pp 097-136 Downloads View citations (8)
    See also Working Paper Commodity Connectedness, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2017) Downloads View citations (32) (2017)

2011

  1. Equity Market Spillovers in the Americas
    Chapter 07 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 199-214 Downloads View citations (27)
    See also Journal Article Equity Market Spillovers in the Americas, Central Bank of Chile (2009) Downloads View citations (9) (2009)
 
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