Details about Kamil Yilmaz

Access statistics for papers by Kamil Yilmaz.

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Short-id: pyi43

Working Papers

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 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

2020

3. Macro-Financial Spillovers
   Working Papers, Geary Institute, University College Dublin View citations (1)
4. 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 View citations (3)

2018

5. Bank Volatility Connectedness in South East Asia
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (2)
6. Financial Sector Volatility Connectedness and Equity Returns
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (5)
7. Measuring Dynamic Connectedness with Large Bayesian VAR Models
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (49)
   Also in Essex Finance Centre Working Papers, University of Essex, Essex Business School (2018) View citations (48)
8. Measuring Real-Financial Connectedness in the U.S. Economy
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
   Also in Working Papers, Gebze Technical University, Department of Economics (2018) View citations (1)
   See also Journal Article in The North American Journal of Economics and Finance (2021)
9. Producer Price Inflation Connectedness and Input-Output Networks
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (3)

2017

10. Commodity Connectedness
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (17)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2017) View citations (19)
    NBER Working Papers, National Bureau of Economic Research, Inc (2017) View citations (19)
    See also Chapter (2018)
11. Estimating Global Bank Network Connectedness
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (43)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015) View citations (22)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2015) View citations (20)
    See also Journal Article in Journal of Applied Econometrics (2018)
12. Mixed-Frequency Macro-Financial Spillovers
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (6)
    Also in Working Papers, Geary Institute, University College Dublin (2017) View citations (8)
13. Political economy of industrial policy in Turkey: The case of the automotive industry
    Global Development Institute Working Paper Series, GDI, The University of Manchester View citations (1)

2015

14. How Connected is the Global Sovereign Credit Risk Network?
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (19)
    See also Journal Article in Journal of Banking & Finance (2020)

2014

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

2013

17. Measuring the Dynamics of Global Business Cycle Connectedness
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (37)
18. THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY
    ERSA conference papers, European Regional Science Association View citations (2)

2011

19. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (48)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) View citations (52)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) View citations (26)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2011) View citations (70)
    See also Journal Article in Journal of Econometrics (2014)

2010

20. 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 View citations (46)
    See also Journal Article in International Journal of Forecasting (2012)
21. 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 View citations (3)
22. International Business Cycle Spillovers
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (2)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2009) View citations (15)
23. Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (6)
    See also Journal Article in Iktisat Isletme ve Finans (2010)
24. 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 View citations (3)

2009

25. 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
    See also Journal Article in Journal of Macroeconomics (2012)
26. Business Cycle Spillovers
    2009 Meeting Papers, Society for Economic Dynamics View citations (15)
27. Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures
    MPRA Paper, University Library of Munich, Germany View citations (10)
28. Return and Volatility Spillovers among the East Asian Equity Markets
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
    See also Journal Article in Journal of Asian Economics (2010)
29. The Intertemporal Relation between Expected Return and Risk on Currency
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (3)
30. Turkey's Recent Trade and Foreign Direct Investment Performance
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (9)

2008

31. 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 View citations (12)
32. Macroeconomic Volatility and Stock Market Volatility, World-Wide
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (23)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (47)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) View citations (7)
33. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (32)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) View citations (10)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (15)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2007) View citations (10)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (60)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2008) View citations (24)
    See also Journal Article in Economic Journal (2009)
34. Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University View citations (3)

2007

35. History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University View citations (4)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) View citations (2)
    See also Journal Article in World Development (2009)
36. Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union
    MPRA Paper, University Library of Munich, Germany View citations (24)
37. 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 View citations (9)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2009)

2000

38. 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 View citations (1)

1999

39. Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation
    Working Papers, Koc University
    See also Journal Article in European Journal of Operational Research (2002)
40. Nash and Stackelberg Optimum Export Taxes
    Working Papers, Koc University

1998

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

1997

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

1994

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

1993

44. On cointegration and exchange rate dynamics
    Working Papers, Federal Reserve Bank of Philadelphia View citations (19)
    See also Journal Article in Journal of Finance (1994)

Journal Articles

2021

1. Measuring real–financial connectedness in the U.S. economy
   The North American Journal of Economics and Finance, 2021, 58, (C)
   See also Working Paper (2018)

2020

2. How connected is the global sovereign credit risk network?
   Journal of Banking & Finance, 2020, 113, (C) View citations (27)
   See also Working Paper (2015)
3. Real-financial connectedness in the Swiss economy
   Swiss Journal of Economics and Statistics, 2020, 156, (1), 1-20 View citations (3)

2018

4. Estimating global bank network connectedness
   Journal of Applied Econometrics, 2018, 33, (1), 1-15 View citations (145)
   See also Working Paper (2017)

2016

5. Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014
   The Journal of Financial Econometrics, 2016, 14, (1), 81-127 View citations (95)

2014

6. On the network topology of variance decompositions: Measuring the connectedness of financial firms
   Journal of Econometrics, 2014, 182, (1), 119-134 View citations (1244)
   See also Working Paper (2011)

2012

7. Asymmetric response to monetary policy surprises at the long-end of the yield curve
   Journal of Macroeconomics, 2012, 34, (2), 404-418 View citations (4)
   See also Working Paper (2009)
8. Better to give than to receive: Predictive directional measurement of volatility spillovers
   International Journal of Forecasting, 2012, 28, (1), 57-66 View citations (1491)
   See also Working Paper (2010)

2010

9. Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
   Iktisat Isletme ve Finans, 2010, 25, (296), 9-31 View citations (5)
   See also Working Paper (2010)
10. Return and volatility spillovers among the East Asian equity markets
    Journal of Asian Economics, 2010, 21, (3), 304-313 View citations (146)
    See also Working Paper (2009)

2009

11. Equity Market Spillovers in the Americas
    Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 55-65 View citations (9)
    See also Chapter (2011)
12. History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
    World Development, 2009, 37, (2), 479-488 View citations (26)
    See also Working Paper (2007)
13. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
    Economic Journal, 2009, 119, (534), 158-171 View citations (1287)
    Also in Economic Journal, 2009, 119, (534), 158-171 (2009) View citations (1137)
    See also Working Paper (2008)
14. Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants
    Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (2), 339-360 View citations (17)
    See also Working Paper (2007)

2006

15. 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 View citations (3)

2004

16. Volatility and contagion: evidence from the Istanbul stock exchange
    Economic Systems, 2004, 28, (4), 353-367 View citations (18)

2003

17. Martingale Property of Exchange Rates and Central Bank Interventions
    Journal of Business & Economic Statistics, 2003, 21, (3), 383-95 View citations (37)

2002

18. Imported Machinery for Export Competitiveness
    The World Bank Economic Review, 2002, 16, (1), 23-48 View citations (25)
19. Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
    European Journal of Operational Research, 2002, 137, (3), 524-543 View citations (10)
    See also Working Paper (1999)

2001

20. 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

21. Optimal export taxes in a multicountry framework
    Journal of Development Economics, 1999, 60, (2), 439-465 View citations (22)

1997

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

1994

24. On Cointegration and Exchange Rate Dynamics
    Journal of Finance, 1994, 49, (2), 727-35 View citations (135)
    See also Working Paper (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

2015

2. Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
   OUP Catalogue, Oxford University Press View citations (194)

2008

3. Integration with the Global Economy
   World Bank Publications - Books, The World Bank Group View citations (5)

Chapters

2018

1. Commodity Connectedness
   Chapter 04 in Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, 2018, vol. 25, pp 097-136 View citations (7)
   See also Working Paper (2017)

2011

2. Equity Market Spillovers in the Americas
   Chapter 07 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 199-214 View citations (28)
   See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)

Software Items