Publications

by members of

İktisat Bölümü
Koç Üniversitesi
İstanbul, Turkey

(Department of Economics, )

Working papers

2009

1. Unal Zenginobuz & Sumru Altug, 2009. "What has been the Role of Investment in Turkey's Growth Performance?," Working Papers 2009/02, Bogazici University, Department of Economics. [Downloadable!]
2. Sumru Altug, 2009. "Türkiye'de ve Yükselen Piyasa Ekonomilerinde Is Çevrimleri (Business Cycles in Turkey and in Emerging Market Economies)," Working Papers 0015, Yildiz Technical University, Department of Economics, revised 2009. [Downloadable!]
3. Kamil Yilmaz, 2009. "International Business Cycle Spillovers," TÜSİAD-Koç University Economic Research Forum Working Papers 0903, TUSIAD-Koc University Economic Research Forum, revised Nov 2009. [Downloadable!]
4. Kamil Yilmaz & Umit Izmen, 2009. "Turkey's Recent Trade and Foreign Direct Investment Performance," TÜSİAD-Koç University Economic Research Forum Working Papers 0902, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
5. Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," TÜSİAD-Koç University Economic Research Forum Working Papers 0909, TUSIAD-Koc University Economic Research Forum, revised Nov 2009. [Downloadable!]
6. Kamil Yilmaz, 2009. "Return and Volatility Spillovers among the East Asian Equity Markets," TÜSİAD-Koç University Economic Research Forum Working Papers 0907, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
7. Seth Carpenter & Selva Demiralp, 2009. "Money and the Transmission of Monetary Policy," TÜSİAD-Koç University Economic Research Forum Working Papers 0906, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
8. Levent Kockesen & Emanuele Gerratana, 2009. "Strategic Effects of Incomplete and Renegotiation-Proof Contracts," TÜSİAD-Koç University Economic Research Forum Working Papers 0908, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
9. Muge Adalet, 2009. "Multi-Product Exporters and Product Turnover Behaviour of New Zealand Exporters," Treasury Working Paper Series 09/01, New Zealand Treasury. [Downloadable!]
10. Muge Adalet, 2009. "The Effect of Financial Structure on Crises: Universal Banking in Interwar Europe," TÜSİAD-Koç University Economic Research Forum Working Papers 0910, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
11. Muge Adalet, 2009. "Were Universal Banks More Vulnerable to Banking Failures? Evidence From the 1931 German Banking Crisis," TÜSİAD-Koç University Economic Research Forum Working Papers 0911, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

2008

1. Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," NBER Working Papers 13811, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
2. Erol Taymaz & Kamil Yılmaz, 2008. "Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0801, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
3. Francis X. Diebold & Kamil Yilmaz, 2008. "Macroeconomic Volatility and Stock Market Volatility, Worldwide," NBER Working Papers 14269, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
4. Francis X. Diebold & Kamil Yilmaz, 2008. "Macroeconomic Volatility and Stock Market Volatility, World-Wide," PIER Working Paper Archive 08-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
5. Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring financial asset return and volatility spillovers, with application to global equity markets," Working Papers 08-16, Federal Reserve Bank of Philadelphia. [Downloadable!]
6. Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2008. "Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri," ERC Working Papers 0804, ERC - Economic Research Center, Middle East Technical University, revised Jun 2008. [Downloadable!]
7. Selva Demiralp, 2008. "Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve," TÜSİAD-Koç University Economic Research Forum Working Papers 0802, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
8. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," Economics Series Working Papers 396, University of Oxford, Department of Economics. [Downloadable!]
9. Mika Meitz & Pentti Saikkonen, 2008. "Parameter Estimation in Nonlinear AR-GARCH Models," Economics Working Papers ECO2008/25, European University Institute. [Downloadable!]
10. Mika Meitz & Pentti Saikkonen, 2008. "Parameter estimation in nonlinear AR-GARCH models," CREATES Research Papers 2008-30, School of Economics and Management, University of Aarhus. [Downloadable!]
11. Levent Koçkesen & Emanuele Gerratana, 2008. "Delegation with Incomplete and Renegotiable Contracts," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0803., TUSIAD-Koc University Economic Research Forum. [Downloadable!]

2007

1. Sumru G. Altuğ & Fanny S. Demers & Michel Demers, 2007. "Political Risk and Irreversible Investment," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0707, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
2. Altug, Sumru G. & Filiztekin, Alpay & Pamuk, Sevket, 2007. "The Sources of Long-term Economic Growth for Turkey, 1880-2005," CEPR Discussion Papers 6463, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
3. Sule Ozler & Erol Taymaz & Kamil Yilmaz, 2007. "History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry," ERC Working Papers 0704, ERC - Economic Research Center, Middle East Technical University, revised Mar 2007. [Downloadable!]
4. Francis X. Diebold & Kamil Yilmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive 07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
5. Francis X. Diebold & Kamil Yılmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0705, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
6. Kamil Yılmaz & Şule Özler & Erol Taymaz, 2007. "History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0706, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
7. Kamil Yılmaz & Şule Özler, 2007. "Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0704, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
8. Francis X. Diebold & Kamil Yılmaz, 2007. "Macroeconomic Volatility and Stock Market Volatility,World-Wide," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0711, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
9. Selva Demiralp, 2007. "Parasal Aktarım Mekanizmasında Para'nın Yeri: Türkiye için bir Analiz," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0712, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
10. Selva Demiralp & Erhan Artuç, 2007. "Discount Window Borrowing after 2003: The Explicit Reduction in Implicit Costs," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0708, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
11. Mika Meitz & Pentti Saikkonen, 2007. "Stability of nonlinear AR-GARCH models," Economics Series Working Papers 328, University of Oxford, Department of Economics. [Downloadable!]
12. Mika Meitz & Pentti Saikkonen, 2007. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Economics Series Working Papers 327, University of Oxford, Department of Economics. [Downloadable!]
13. Emanuele Gerratana, 2007. "Games with Externalities and Delegation to a Common Agent," TÜSİAD-Koç University Economic Research Forum Working Papers 0710, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
14. Sinan Sarpça & Kuzey Yılmaz & Eric Hanushek, 2007. "School Choice: Traditional Mechanisms and Extending the Poor's Ability to Choose," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0709, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
15. Erhan Artuc & Shubham Chaudhuri & John McLaren, 2007. "Trade Shocks and Labor Adjustment: A Structural Empirical Approach," NBER Working Papers 13465, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
16. Erhan Artuç & Shubham Chaudhuri & John McLaren, 2007. "Delay and Dynamics in Labor Market Adjustment: Simulation Results," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0703, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

2006

1. Sumru G. Altug & Murta Usman, 2006. " Bank Lending with Imperfect Competition and Spillover Effects," CDMA Working Paper Series 0608, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
2. Carpenter, Seth & Demiralp, Selva, 2006. "Anticipation of Monetary Policy and Open Market Operations," MPRA Paper 704, University Library of Munich, Germany. [Downloadable!]
3. Hoover, Kevin & Demiralp, Selva & Perez, Stephen J., 2006. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Working Papers 06-14, University of California at Davis, Department of Economics. [Downloadable!]
4. Meitz, Mika & Saikkonen, Pentti, 2006. "Stability of nonlinear AR-GARCH models," Working Paper Series in Economics and Finance 632, Stockholm School of Economics. [Downloadable!]
5. MEITZ, Mika & SAIKKONEN, Pentti, 2006. "Stability of nonlinear AR-GARCH models," CORE Discussion Papers 2006078, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE). [Downloadable!]

2005

1. Meitz, Mika, 2005. "A necessary and sufficient condition for the strict stationarity of a family of GARCH processes," Working Paper Series in Economics and Finance 601, Stockholm School of Economics. [Downloadable!]
2. Barry Eichengreen & Muge Adalet, 2005. "Current Account Reversals: Always a Problem?," NBER Working Papers 11634, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

2004

1. Altug, Sumru G. & Usman, Murat, 2004. "Spillover Effects, Bank Lending and Growth," CEPR Discussion Papers 4320, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Sumru Altug & Fanny S. Demers & Michel Demers, 2004. " Tax Policy and Irreversible Investment," CDMA Working Paper Series 0404, Centre for Dynamic Macroeconomic Analysis. [Downloadable!]
3. Sumru Altug, 2004. "Lecture Notes on Macroeconomics," Working Papers 2004/18, Turkish Economic Association. [Downloadable!]
4. Sumru Altug, 2004. "Comments on Partial Adjustment Without Apology," Working Papers 2004/16, Turkish Economic Association. [Downloadable!]
5. Sumru Altug, 2004. "Notes on Hyperinflations," Working Papers 2004/10, Turkish Economic Association. [Downloadable!]
6. Seth Carpenter & Selva Demiralp, 2004. "The liquidity effect in the federal funds market: evidence from daily open market operations," Finance and Economics Discussion Series 2004-61, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
7. Selva Demiralp & Brian Preslopsky & William Whitesell, 2004. "Overnight interbank loan markets," Finance and Economics Discussion Series 2004-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
8. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004. [Downloadable!]
9. Meitz, Mika & Saikkonen, Pentti, 2004. "Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models," Working Paper Series in Economics and Finance 573, Stockholm School of Economics, revised 20 Apr 2007. [Downloadable!]

2003

1. Sumru Altug & Fanny Demers & Michel Demers, 2003. "Political Risk and Irreversible Investment:Theory and Application to Quebec," Working Papers 2003/3, Turkish Economic Association. [Downloadable!]
2. Mustafa Caglayan & Murat Usman, 2003. "Incompletely Informed Policymakers and Trade Policy in Oligopolistic Industries," Research Papers 2003_06, University of Liverpool Management School. [Downloadable!]
3. Selva Demiralp & Dennis Farley, 2003. "Declining required reserves, funds rate volatility, and open market operations," Finance and Economics Discussion Series 2003-27, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
4. Hoover, Kevin & Demiralp, Selva, 2003. "Searching for the Causal Structure of a Vector Autoregression," Working Papers 03-3, University of California at Davis, Department of Economics. [Downloadable!]
5. Shubham Chaudhuri & Erhan Artuç & John McLaren, 2003. "Delay and dynamics in labor market adjustment: Simulation results," Discussion Papers 0304-07, Columbia University, Department of Economics. [Downloadable!]

2002

1. Levent Kockese & Efe A. Ok, 2002. "Strategic delegation by unobservable incentive contracts," Discussion Papers 0102-26, Columbia University, Department of Economics. [Downloadable!]

2001

1. Selva Demiralp & Òscar Jordà, 2001. "The Pavlovian response of term rates to Fed announcements," Finance and Economics Discussion Series 2001-10, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
2. Selva Demiralp, 2001. "Monetary policy in a changing world: rising role of expectations and the anticipation effect," Finance and Economics Discussion Series 2001-55, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
3. Demiralp, Selva & Jorda, Oscar, 2001. "The Announcement Effect: Evidence from Open Market Desk Data," Working Papers 01-4, University of California at Davis, Department of Economics. [Downloadable!]

2000

1. Altug, Sumru G. & Demers, Fanny S & Demers, Michel, 2000. "Political Risk And Irreversible Investment: Theory And An Application To Quebec," CEPR Discussion Papers 2405, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)

1999

1. Altug, Sumru G. & Filiztekin, Alpay, 1999. "Estimates of the Returns to Scale for US Manufacturing," CEPR Discussion Papers 2121, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
2. Tan, B. & Yilmaz, K., 1999. "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers 99/03, Koc University.
3. Yilmaz, K., 1999. "Nash and Stackelberg Optimum Export Taxes," Papers 99/04, Koc University.
4. Kockesen, L. & Ok, E., 1999. "Strategic Delegation by Unobservable Incentive Contracts," Working Papers 99-11, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]

1998

1. Yilmaz, K. & Altug, S., 1998. "Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey," Papers 1998/03, Koc University.
2. Kockesen, L. & Ok, E.A. & Sethi, R., 1998. "Evolution of Interdependent Preferences in Aggregative Games," Working Papers 98-19, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]

1997

1. Altug, S. & Filiztekin, A., 1997. "Estimates of the Returns to Scale for US Manufacturing," Papers 1997/24, Koc University.
2. Mody, A. & Yilmaz, K., 1997. "Machinery Investment and Export Competitiveness," Papers 1997/07, Koc University.
3. Ok, Efe A. & Sethi, Rajiv & Kockesen, Levent, 1997. "Interdependent Preference Formation," Working Papers 97-18, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
4. Kockesen, Levent & Ok, Efe A. & Sethi, Rajiv, 1997. "The Strategic Advantage of Negatively Interdependent Preferences," Working Papers 97-34, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
5. Levent Kockesen & Efe A. Ok & Rajiv Sethi, 1997. "On the Strategic Advantage of Negatively Interdependent Preferences," Game Theory and Information 9708001, EconWPA, revised 08 Aug 1997. [Downloadable!]
6. Levent Kockesen & Efe A. Ok & Rajiv Sethi, 1997. "Interdependent Preference Formation," Game Theory and Information 9708002, EconWPA. [Downloadable!]
7. Kockesen, Levent & Ok, Efe A., 1997. "Negatively Interdependent Preferences," Working Papers 97-02, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]
8. Kockesen, Levent & Mitra, Tapan & Ok, Efe A., 1997. "Popular Support for Progressive Taxation in the Presence of Interdependent Preferences," Working Papers 97-09, C.V. Starr Center for Applied Economics, New York University. [Downloadable!]

1994

1. Mody, Ashoka & Yilmaz, Kamil & DEC, 1994. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Policy Research Working Paper Series 1276, The World Bank. [Downloadable!]

1993

1. Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993. "On cointegration and exchange rate dynamics," Working Papers 93-2, Federal Reserve Bank of Philadelphia.

1991

1. Altug, S. & Miller, R.A., 1991. "Human Capital , Aggregate Shocks and Panel Data Estimation," GSIA Working Papers 1991-25, Carnegie Mellon University, Tepper School of Business.
2. Altug, S. & Miller, R.A., 1991. "Human Capital, Aggregate Shocks and Panel Data Estimation," University of Chicago - Economics Research Center 91-1, Chicago - Economics Research Center.
3. Altug, S. & Miller, R.A., 1991. "Human Capital, Aggregate Shocks and Panel Data Estimation," Papers 9128, Tilburg - Center for Economic Research.

1990

1. Sumru Altug & Robert A. Miller, 1990. "Human capital, aggregate shocks, and panel data estimation," Discussion Paper / Institute for Empirical Macroeconomics 47, Federal Reserve Bank of Minneapolis. [Downloadable!]

1987

1. Sumru Altug & Robert A. Miller, 1987. "Household choices in equilibrium," Working Papers 341, Federal Reserve Bank of Minneapolis. [Downloadable!]

1986

1. Sumru Altug, 1986. "Time to build and aggregate fluctuations: some new evidence," Working Papers 277, Federal Reserve Bank of Minneapolis. [Downloadable!]

Undated

1. Sumru Altug & Robert Miller, . "Household Choices in Equilibrium," University of Chicago - Population Research Center 87-8, Chicago - Population Research Center. [Downloadable!]
2. Sumru Altug & Sule Ozler & Murat Usman, . "The role of lender behavior in International project finance," Discussion Papers 00/33, Department of Economics, University of York.
3. Selva Demiralp & Oscar Jorda, . "The Pavlovian Response of Term Rates to Fed Announcements," Department of Economics 99-06, California Davis - Department of Economics. [Downloadable!]
4. Selva Demiralp & Oscar Jorda, . "The Announcement Effect: Evidence from Open Market Desk Data," Department of Economics 01-04, California Davis - Department of Economics. [Downloadable!]

Journal articles

2009

1. FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, 01. [Downloadable!] (restricted)
2. Özler, Sule & Taymaz, Erol & YIlmaz, Kamil, 2009. "History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry," World Development, Elsevier, vol. 37(2), pages 479-488, February. [Downloadable!] (restricted)
3. Sule Ozler & Kamil Yilmaz, 2009. "Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(2), pages 339-360, July. [Downloadable!] (restricted)
4. Francis X. Diebold / Kamil Yilmaz, 2009. "Equity Market Spillovers in the Americas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 55-65, August. [Downloadable!]

2008

1. Altug, Sumru & Filiztekin, Alpay & Pamuk, ?Evket, 2008. "Sources of long-term economic growth for Turkey, 1880?2005," European Review of Economic History, Cambridge University Press, vol. 12(03), pages 393-430, December. [Downloadable!]
2. Usman, Murat, 2008. "Commitment with renegotiable debt contracts and verifiable cash flow," Economics Letters, Elsevier, vol. 99(2), pages 249-251, May. [Downloadable!] (restricted)
3. Seth Carpenter & Selva Demiralp, 2008. "The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 40(1), pages 1-24, 02. [Downloadable!] (restricted)
4. Selva Demiralp & Kevin D. Hoover & Stephen J. Perez, 2008. "A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(4), pages 509-533, 08. [Downloadable!] (restricted)
5. Demiralp, Selva, 2008. "Monetary policy surprises and the expectations hypothesis at the short end of the yield curve," Economics Letters, Elsevier, vol. 101(1), pages 1-3, October. [Downloadable!] (restricted)
6. Selva DEMİRALP, 2008. "Parasal aktarım mekanizmasında para’nın yeri: Türkiye için bir analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 23(264), pages 5-20.
7. Mika Meitz & Pentti Saikkonen, 2008. "Stability of nonlinear AR-GARCH models," Journal of Time Series Analysis, Blackwell Publishing, vol. 29(3), pages 453-475, 05. [Downloadable!] (restricted)
8. Meitz, Mika & Saikkonen, Pentti, 2008. "Ergodicity, Mixing, And Existence Of Moments Of A Class Of Markov Models With Applications To Garch And Acd Models," Econometric Theory, Cambridge University Press, vol. 24(05), pages 1291-1320, October. [Downloadable!]
9. Artuç, Erhan & Chaudhuri, Shubham & McLaren, John, 2008. "Delay and dynamics in labor market adjustment: Simulation results," Journal of International Economics, Elsevier, vol. 75(1), pages 1-13, May. [Downloadable!] (restricted)

2007

1. Levent Koçkesen, 2007. "Unobservable Contracts as Precommitments," Economic Theory, Springer, vol. 31(3), pages 539-552, June. [Downloadable!] (restricted)
2. Levent Koçkesen & Saltuk Ozerturk, 2007. "Bargaining and exclusivity in a borrower–lender relationship," Review of Economic Design, Springer, vol. 11(1), pages 53-68, June. [Downloadable!] (restricted)

2006

1. Sumru G. Altug & Murat Usman, 2006. "Bank Lending with Imperfect Competition and Spillover Effects," The B.E. Journal of Macroeconomics, Berkeley Electronic Press, vol. 0(1). [Downloadable!]
2. Kamil Yilmaz, 2006. "How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(1), pages 1-26, March. [Downloadable!] (restricted)
3. Seth B. Carpenter & Selva Demiralp, 2006. "Anticipation of Monetary Policy and Open Market Operations," International Journal of Central Banking, International Journal of Central Banking, vol. 2(2), May. [Downloadable!]
4. Carpenter, Seth & Demiralp, Selva, 2006. "The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 38(4), pages 901-920, June. [Downloadable!] (restricted)
5. Demiralp, Selva & Preslopsky, Brian & Whitesell, William, 2006. "Overnight interbank loan markets," Journal of Economics and Business, Elsevier, vol. 58(1), pages 67-83. [Downloadable!] (restricted)
6. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January. [Downloadable!] (restricted)
7. Meitz, Mika, 2006. "A Necessary And Sufficient Condition For The Strict Stationarity Of A Family Of Garch Processes," Econometric Theory, Cambridge University Press, vol. 22(05), pages 985-988, October. [Downloadable!]

2005

1. Demiralp, Selva & Farley, Dennis, 2005. "Declining required reserves, funds rate volatility, and open market operations," Journal of Banking & Finance, Elsevier, vol. 29(5), pages 1131-1152, May. [Downloadable!] (restricted)

2004

1. Alper, C. Emre & Yilmaz, Kamil, 2004. "Volatility and contagion: evidence from the Istanbul stock exchange," Economic Systems, Elsevier, vol. 28(4), pages 353-367, December. [Downloadable!] (restricted)
2. Murat Usman, 2004. "Optimal Debt Contracts with Renegotiation," Journal of Economics & Management Strategy, Blackwell Publishing, vol. 13(4), pages 755-776, December. [Downloadable!] (restricted)
3. Mustafa Caglayan & Murat Usman, 2004. "Incompletely informed policymakers and trade policy in oligopolistic industries," Manchester School, University of Manchester, vol. 72(3), pages 283-297, 06. [Downloadable!] (restricted)
4. Demiralp, Selva & Jorda, Oscar, 2004. "The Response of Term Rates to Fed Announcements," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 36(3), pages 387-405, June.
5. Levent Kockesen & Efe A. Ok, 2004. "Strategic Delegation By Unobservable Incentive Contracts," Review of Economic Studies, Blackwell Publishing, vol. 71(2), pages 397-424, 04. [Downloadable!] (restricted)

2003

1. Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-95, July.
2. Selva Demiralp & Kevin D. Hoover, 2003. "Searching for the Causal Structure of a Vector Autoregression," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 65(s1), pages 745-767, December. [Downloadable!] (restricted)
3. Kivilcim Metin Ozcan & Asli Gunay & Seda Ertac, 2003. "Determinants of private savings behaviour in Turkey," Applied Economics, Taylor and Francis Journals, vol. 35(12), pages 1405-1416, August. [Downloadable!] (restricted)

2002

1. Sumru Altug & Sule Ozler & Murat Usman, 2002. "research articles : The role of lender behavior in international project finance," Economic Theory, Springer, vol. 19(3), pages 571-598. [Downloadable!] (restricted)
2. Altug, Sumru & Filiztekin, Alpay, 2002. "Scale Effects, Time-Varying Markups, and the Cyclical Behaviour of Primal and Dual Productivity," Applied Economics, Taylor and Francis Journals, vol. 34(13), pages 1687-1702, September. [Downloadable!] (restricted)
3. Tan, Baris & Yilmaz, Kamil, 2002. "Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation," European Journal of Operational Research, Elsevier, vol. 137(3), pages 524-543, March. [Downloadable!] (restricted)
4. Ashoka Mody & Kamil Yilmaz, 2002. "Imported Machinery for Export Competitiveness," World Bank Economic Review, Oxford University Press, vol. 16(1), pages 23-48, June.
5. Murat Usman, 2002. "Verifiability and Contract Enforcement: A Model with Judicial Moral Hazard," Journal of Law, Economics and Organization, Oxford University Press, vol. 18(1), pages 67-94, April.
6. Selva Demiralp & Òscar Jordà, 2002. "The announcement effect: evidence from open market desk data," Economic Policy Review, Federal Reserve Bank of New York, issue May, pages 29-48. [Downloadable!]

2001

1. Sumru Altug & Fanny S. Demers & Michel Demers, 2001. "The Impact of Tax Risk and Persistence on Investment Decisions," Economics Bulletin, Economics Bulletin, vol. 5, pages 1-5. [Downloadable!]
2. Kamil YILMAZ, 2001. "Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 16(183), pages 15-36.

2000

1. Caglayan, Mustafa & Usman, Murat, 2000. "Costly signal extraction and profit differentials in oligopolistic markets," Economics Letters, Elsevier, vol. 69(3), pages 359-363, December. [Downloadable!] (restricted)
2. Kockesen, Levent & Ok, Efe A. & Sethi, Rajiv, 2000. "The Strategic Advantage of Negatively Interdependent Preferences," Journal of Economic Theory, Elsevier, vol. 92(2), pages 274-299, June. [Downloadable!] (restricted)
3. Kockesen, Levent & Ok, Efe A. & Sethi, Rajiv, 2000. "Evolution of Interdependent Preferences in Aggregative Games," Games and Economic Behavior, Elsevier, vol. 31(2), pages 303-310, May. [Downloadable!] (restricted)
4. Efe A. Ok & Levent KoÚkesen, 2000. "Negatively interdependent preferences," Social Choice and Welfare, Springer, vol. 17(3), pages 533-558. [Downloadable!] (restricted)

1999

1. Altu[gbreve], Sumru & Ashley, Richard A. & Patterson, Douglas M., 1999. "Are Technology Shocks Nonlinear?," Macroeconomic Dynamics, Cambridge University Press, vol. 3(04), pages 506-533, December. [Downloadable!]
2. Yilmaz, Kamil, 1999. "Optimal export taxes in a multicountry framework," Journal of Development Economics, Elsevier, vol. 60(2), pages 439-465, December. [Downloadable!] (restricted)

1998

1. Altug, Sumru & Miller, Robert A, 1998. "The Effect of Work Experience on Female Wages and Labour Supply," Review of Economic Studies, Blackwell Publishing, vol. 65(1), pages 45-85, January. [Downloadable!] (restricted)
2. Mitra, Tapan & Ok, Efe A. & Kockesen, Levent, 1998. "Popular support for progressive taxation and the relative income hypothesis," Economics Letters, Elsevier, vol. 58(1), pages 69-76, January. [Downloadable!] (restricted)

1997

1. Mody, Ashoka & Yilmaz, Kamil, 1997. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Journal of Development Economics, Elsevier, vol. 53(2), pages 447-470, August. [Downloadable!] (restricted)
2. Hayri, Aydin & Yilmaz, Kamil, 1997. "Privatisation and Stock Market Efficiency: The British Experience," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(2), pages 113-33, May. [Downloadable!] (restricted)

1994

1. Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994. " On Cointegration and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 727-35, June. [Downloadable!] (restricted)

1993

1. Altug, Sumru, 1993. "Time-to-Build, Delivery Lags, and the Equilibrium Pricing of Capital Goods," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 25(3), pages 301-19, August. [Downloadable!] (restricted)

1992

1. Altug, Sumru, 1992. "Is strategic behavior by a dominant trader with inside information always optimal?," Economics Letters, Elsevier, vol. 39(3), pages 301-304, July. [Downloadable!] (restricted)

1990

1. Altug, Sumru & Miller, Robert A, 1990. "Household Choices in Equilibrium," Econometrica, Econometric Society, vol. 58(3), pages 543-70, May. [Downloadable!] (restricted)

1989

1. Altug, Sumru, 1989. "Time-to-Build and Aggregate Fluctuations: Some New Evidence," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 30(4), pages 889-920, November. [Downloadable!] (restricted)

Chapters

2007

1. Muge Adalet & Barry Eichengreen, 2007. "Current Account Reversals: Always a Problem?," NBER Chapters, in: G7 Current Account Imbalances: Sustainability and Adjustment, pages 205-246 National Bureau of Economic Research, Inc. [Downloadable!]

This page was last updated on 2009-12-2.