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Information about:
Refet S. Gürkaynak

Personal Details | Affiliation | Works
This is information that was supplied by Refet Gürkaynak in registering through RePEc. If you are Refet S. Gürkaynak , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Refet
Middle Name: S.
Last Name: Gürkaynak
Suffix:

RePEc Short-ID: pgu93

Email: [This author has chosen not to make the email address public]
Homepage: http://www.bilkent.edu.tr/~refet
Postal Address: Bilkent University Department of Economics 06800 Bilkent Ankara Turkey
Phone:

Affiliation

(in no particular order)

Lists

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  5. Number of Downloads through RePEc Services over the past 12 months

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML, plain text, BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2008. "The TIPS yield curve and inflation compensation," Finance and Economics Discussion Series 2008-05, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  2. Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet S. & Swanson, Eric T, 2007. "Convergence and Anchoring of Yield Curves in the Euro Area," CEPR Discussion Papers 6456, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:

  3. Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson, 2006. "Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden," Working Paper Series 2006-09, Federal Reserve Bank of San Francisco. [Downloadable!]
    Other versions:

  4. Ozge Akinci & Burcu Gurcihan & Refet Gurkaynak & Ozgur Ozel, 2006. "Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini," Working Papers 0608, Research and Monetary Policy Department, Central Bank of the Republic of Turkey. [Downloadable!]

  5. Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright, 2006. "The U.S. Treasury yield curve: 1961 to the present," Finance and Economics Discussion Series 2006-28, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  6. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere," Working Papers Central Bank of Chile 400, Central Bank of Chile. [Downloadable!]
    Published as:

  7. Refet S. Gürkaynak & Justin Wolfers, 2005. "Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk," IZA Discussion Papers 1899, Institute for the Study of Labor (IZA). [Downloadable!]
    Other versions:

  8. Refet S. Gürkaynak, 2005. "Using federal funds futures contracts for monetary policy analysis," Finance and Economics Discussion Series 2005-29, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]

  9. Refet Gurkaynak, 2005. "Econometric Tests of Asset Price Bubbles: Taking Stock," Finance 0504008, EconWPA. [Downloadable!]
    Other versions:

  10. Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, EconWPA. [Downloadable!]
    Other versions:
    Published as:

  11. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Finance and Economics Discussion Series 2003-50, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Published as:

  12. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2002. "Market-based measures of monetary policy expectations," Finance and Economics Discussion Series 2002-40, Board of Governors of the Federal Reserve System (U.S.). [Downloadable!]
    Other versions:

  13. Ben S. Bernanke & Refet S. Gurkaynak, 2001. "Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously," NBER Working Papers 8365, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)

Articles

  1. Refet S. Gürkaynak, 2008. "ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK *," Journal of Economic Surveys, Blackwell Publishing, vol. 22(1), pages 166-186, 02. [Downloadable!] (restricted)

  2. Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H., 2007. "The U.S. Treasury yield curve: 1961 to the present," Journal of Monetary Economics, Elsevier, vol. 54(8), pages 2291-2304, November. [Downloadable!] (restricted)
    Other versions:

  3. Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson, 2006. "Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 9(3), pages 19-52, December. [Downloadable!]
    Other versions:
    Published as:

  4. Refet S. Gurkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March. [Downloadable!] (restricted)

  5. Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May. [Downloadable!]
    Other versions:

  6. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2003. "The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models," Proceedings, Federal Reserve Bank of San Francisco, issue Mar. [Downloadable!]
    Other versions:

NEP Fields

21 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (11) 2002-10-18 2005-09-11 2006-03-18 2006-04-01 2006-08-12 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-17 2008-02-16 Author is listed
  2. NEP-CWA: Central & Western Asia (1) 2007-01-14
  3. NEP-DEV: Development (1) 2001-07-13
  4. NEP-EEC: European Economics (4) 2006-04-01 2007-09-24 2007-10-27 2007-11-17
  5. NEP-FIN: Finance (3) 2005-05-23 2006-01-24 2006-01-29
  6. NEP-FMK: Financial Markets (9) 2005-09-11 2006-01-01 2006-01-24 2006-01-29 2006-02-05 2006-03-18 2006-04-01 2006-08-12 2008-02-16 Author is listed
  7. NEP-FOR: Forecasting (6) 2006-01-01 2006-01-24 2006-01-29 2006-02-05 2006-03-18 2006-04-01 Author is listed
  8. NEP-MAC: Macroeconomics (16) 2004-01-18 2005-04-16 2005-09-11 2006-01-01 2006-01-24 2006-01-29 2006-02-05 2006-03-18 2006-04-01 2006-08-12 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-17 2008-02-16 Author is listed
  9. NEP-MON: Monetary Economics (14) 2002-10-18 2004-01-18 2005-04-16 2005-05-23 2005-09-11 2006-03-18 2006-04-01 2006-08-12 2006-10-28 2006-11-25 2007-09-24 2007-10-27 2007-11-17 2008-02-16 Author is listed
  10. NEP-RMG: Risk Management (4) 2002-10-18 2004-01-18 2006-01-29 2006-02-05
  11. NEP-TID: Technology & Industrial Dynamics (1) 2001-07-13
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This page was last updated on 2008-7-3.

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