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Turalay Kenc

Personal Details

First Name:Turalay
Middle Name:
Last Name:Kenc
Suffix:
RePEc Short-ID:pke78
[This author has chosen not to make the email address public]
Central Bank of the Republic of Turkey Istiklal Cad. 10 Ulus 06100 Ankara Turkey

Affiliation

Türkiye Cumhuriyet Merkez Bankası

Ankara, Turkey
http://www.tcmb.gov.tr/

: (90 312) 507 5000
(90 312) 507 5640
Head Office, Istiklal Cad. 10 Ulus, 06100 Ankara
RePEc:edi:tcmgvtr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. John Driffill & Martin Sola & Turalay Kenc, 2009. "Real Options with Priced Regime-Switching Risk," Department of Economics Working Papers 2009-09, Universidad Torcuato Di Tella.
  2. Turalay Kenc & Martin Sola & Marzia Raybaudi, 2006. "A Structural Model of Credit Risk with Counter-Cyclical Risk Premia," Computing in Economics and Finance 2006 499, Society for Computational Economics.
  3. Nalan Gulpinar & Turalay Kenc & Berc Rustem, 2006. "Worst-case Robust Approach to the Equity Premium Puzzle," Computing in Economics and Finance 2006 514, Society for Computational Economics.
  4. Sel Dibooglu & Turalay Kenc, 2005. "Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control," Computing in Economics and Finance 2005 360, Society for Computational Economics.
  5. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.
  6. Turalay Kenc, 2004. "Robust control, Regime Switching Risk and Asset Prices," Computing in Economics and Finance 2004 335, Society for Computational Economics.
  7. Turalay Kenc & Sel Dibooglu, 2003. "How does the spirit of capitalism affect stock market prices in a small-open economy," Computing in Economics and Finance 2003 196, Society for Computational Economics.
  8. Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society.
  9. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002 304, Society for Computational Economics.
  10. Lynne Evans & Nathan Joseph & Turalay Kenc, 2002. "Foreign Exchange Risk Premia," Computing in Economics and Finance 2002 310, Society for Computational Economics.
  11. Turalay Kenc & Serdar Sayan, 1998. "Transmission of Demographic Shock Effects from Large to Small," GE, Growth, Math methods 9804001, EconWPA.
  12. Turalay Kenc & William Perraudin, 1996. "Pension Systems in Europe: A General Equilibrium Study," Archive Working Papers 018, Birkbeck, Department of Economics, Mathematics & Statistics.
  13. John Hutton & Turalay Kenc, 1996. "Tax Policy and Financial Structure," Archive Working Papers 028, Birkbeck, Department of Economics, Mathematics & Statistics.
  14. Turalay Kenc & William Perraudin, 1996. "Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy," Archive Working Papers 025, Birkbeck, Department of Economics, Mathematics & Statistics.
  15. Kenc, T. & Perraudin, W., 1995. "European Pension Systems: A Simulation Analysis," Cambridge Working Papers in Economics 9505, Faculty of Economics, University of Cambridge.
  16. Phutton, J. & Kenc, T., 1995. "Replacing the U.K. Income Tax with a Progressive Consumption Tax," Cambridge Working Papers in Economics 9413, Faculty of Economics, University of Cambridge.

Articles

  1. Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, vol. 26(3), pages 650-658, May.
  2. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.
  3. Al-Gudhea, Salim & Kenc, Turalay & Dibooglu, Sel, 2007. "Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach," Journal of Economics and Business, Elsevier, vol. 59(6), pages 560-574.
  4. Kenc, Turalay & Dibooglu, Sel, 2007. "The spirit of capitalism, asset pricing and growth in a small open economy," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1378-1402, December.
  5. Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin, 2005. "Corporate bankruptcies and official bail-outs: A cost-benefit analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(5), pages 437-453, December.
  6. Evans, Lynne & Kenc, Turalay, 2004. "FOREX risk premia and policy uncertainty: a recursive utility analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 1-24, February.
  7. Kenc, Turalay, 2004. "Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1511-1539, June.
  8. Evans, Lynne & Kenc, Turalay, 2001. "Growth and Welfare Effects of Monetary Volatility," Manchester School, University of Manchester, vol. 69(5), pages 509-533, Special I.
  9. Kenc, Turalay & Sayan, Serdar, 2001. "Demographic shock transmission from large to small countries: An overlapping generations CGE analysis," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 677-702, August.
  10. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 1-4.
  11. Turalay Kenc, 2000. ""Discussion" Optimal Entrepreneurial Financial Contracting," Journal of Business Finance & Accounting, Wiley Blackwell, vol. 27(9&10), pages 1375-1378.
  12. Hutton, John P & Kenc, Turalay, 1998. "The Influence of Firms' Financial Policy on Tax Reform," Oxford Economic Papers, Oxford University Press, vol. 50(4), pages 663-684, October.
  13. Turalay Kenc & William Perraudin, 1997. "European pension systems: a simulation analysis," Fiscal Studies, Institute for Fiscal Studies, vol. 18(3), pages 249-277, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. John Driffill & Martin Sola & Turalay Kenc, 2009. "Real Options with Priced Regime-Switching Risk," Department of Economics Working Papers 2009-09, Universidad Torcuato Di Tella.

    Cited by:

    1. Makoto Goto & Katsumasa Nishide & Ryuta Takashima, 2013. "Irreversible Investment under Competition with a Markov Switching Regime," KIER Working Papers 861, Kyoto University, Institute of Economic Research.

  2. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers 4165, C.E.P.R. Discussion Papers.

    Cited by:

    1. Zeno Rotondi, 2006. "The Macroeconomy and the Yield Curve: A Review of the Literature with Some New Evidence," Giornale degli Economisti, GDE (Giornale degli Economisti e Annali di Economia), Bocconi University, vol. 65(2), pages 193-224, November.

  3. Turalay Kenc & Sel Dibooglu, 2003. "How does the spirit of capitalism affect stock market prices in a small-open economy," Computing in Economics and Finance 2003 196, Society for Computational Economics.

    Cited by:

    1. Eric R. Young, 2004. "The Wealth Distribution and the Demand for Status," Macroeconomics 0410008, EconWPA.

  4. Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society.

    Cited by:

    1. Andrei Cozma & Christoph Reisinger, 2015. "A mixed Monte Carlo and PDE variance reduction method for foreign exchange options under the Heston-CIR model," Papers 1509.01479, arXiv.org, revised Apr 2016.
    2. Alain Monfort & Fulvio Pegoraro, 2007. "Switching VARMA Term Structure Models - Extended Version," Working Papers 2007-19, Center for Research in Economics and Statistics.
    3. Christina Erlwein & Rogemar Mamon, 2009. "An online estimation scheme for a Hull–White model with HMM-driven parameters," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 18(1), pages 87-107, March.
    4. Jardet, C. & Monfort, A. & Pegoraro, F., 2009. "No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth," Working papers 234, Banque de France.
    5. Choi Seungmoon, 2009. "Regime-Switching Univariate Diffusion Models of the Short-Term Interest Rate," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-41, March.

  5. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002 304, Society for Computational Economics.

    Cited by:

    1. Zhengjun Jiang & Martijn Pistorius, 2008. "Optimal dividend distribution under Markov-regime switching," Papers 0812.4978, arXiv.org, revised Apr 2011.
    2. Zhengjun Jiang & Martijn Pistorius, 2012. "Optimal dividend distribution under Markov regime switching," Finance and Stochastics, Springer, vol. 16(3), pages 449-476, July.
    3. Buckley, Ian & Saunders, David & Seco, Luis, 2008. "Portfolio optimization when asset returns have the Gaussian mixture distribution," European Journal of Operational Research, Elsevier, vol. 185(3), pages 1434-1461, March.

  6. Lynne Evans & Nathan Joseph & Turalay Kenc, 2002. "Foreign Exchange Risk Premia," Computing in Economics and Finance 2002 310, Society for Computational Economics.

    Cited by:

    1. Sergio L. Schmukler & Luis Serven, 2002. "Pricing Currency Risk: Facts and Puzzles from Currency Boards," NBER Working Papers 9047, National Bureau of Economic Research, Inc.
    2. Schmukler, Sergio L. & Serven, Luis, 2002. "Pricing currency risk under currency boards," Journal of Development Economics, Elsevier, vol. 69(2), pages 367-391, December.

  7. Turalay Kenc & Serdar Sayan, 1998. "Transmission of Demographic Shock Effects from Large to Small," GE, Growth, Math methods 9804001, EconWPA.

    Cited by:

    1. Jacques Le Cacheux & Vincent Touze, 2002. "Les modèles d'équilibre général calculable à générations imbriquées : enjeux, méthodes et résultats," Post-Print hal-01017728, HAL.
    2. Arezki, Rabah, 2010. "Asymmetric demographic shocks and institutions: The impact on international capital flows and welfare," MPRA Paper 27683, University Library of Munich, Germany.
    3. Patrick GEORGES & Marcel MERETTE, "undated". "Demographic Changes and the Gains from Globalisation: An Overlapping Generations CGE Analysis," EcoMod2009 21500035, EcoMod.
    4. SADAHIRO Akira & SHIMASAWA Manabu, 2004. "Ageing policy reforms and international capital flow in a computable two-country OLG model," ESRI Discussion paper series 097, Economic and Social Research Institute (ESRI).
    5. M. Aglietta & J. Chateau & J. Fayolle & M. Juillard & J. Le Cacheux & G. Legarrec & V. Touzé, 2002. "Macroeconomic consequences of pension reforms in Europe:," Computing in Economics and Finance 2002 216, Society for Computational Economics.
    6. Michel Aglietta & Jean Chateau & Jacky Fayolle & Michel Juillard & Jacques Le Cacheux & Gilles Le Garrec & Vincent Touzé, 2007. "Pension reforms in Europe: An investigation with a computable OLG world model," Post-Print halshs-00754230, HAL.
    7. INGENUE & Michel Aglietta, 2001. "Macroeconomic Consequences of Pension Reforms in Europe: an Investigation with the INGENUE World Model," Working Papers 2001-17, CEPII research center.

  8. Turalay Kenc & William Perraudin, 1996. "Pension Systems in Europe: A General Equilibrium Study," Archive Working Papers 018, Birkbeck, Department of Economics, Mathematics & Statistics.

    Cited by:

    1. Maxime FOUGERE & Nabil ANNABI & Simon HARVEY, "undated". "Inter-temporal and Inter-Industry Effects of Population Ageing: A General Equilibrium Assessment for Canada," EcoMod2009 21500032, EcoMod.
    2. Alfonso R Sánchez-Martín, 2008. "Endogenous Retirement and Public Pension System Reform in Spain," Working Papers 08.06, Universidad Pablo de Olavide, Department of Economics.
    3. Sergi Jiménez-Martín & Alfonso R. Sánchez Martín, 2007. "An evaluation of the life cycle effects of minimum pensions on retirement behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 923-950.

  9. Kenc, T. & Perraudin, W., 1995. "European Pension Systems: A Simulation Analysis," Cambridge Working Papers in Economics 9505, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Alfonso R Sánchez-Martín, 2008. "Endogenous Retirement and Public Pension System Reform in Spain," Working Papers 08.06, Universidad Pablo de Olavide, Department of Economics.
    2. Sergi Jiménez-Martín & Alfonso R. Sánchez Martín, 2007. "An evaluation of the life cycle effects of minimum pensions on retirement behavior," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 22(5), pages 923-950.

  10. Phutton, J. & Kenc, T., 1995. "Replacing the U.K. Income Tax with a Progressive Consumption Tax," Cambridge Working Papers in Economics 9413, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Fehr, Hans, 1999. "Welfare Effects of Dynamic Tax Reforms," Beiträge zur Finanzwissenschaft, Mohr Siebeck, Tübingen, edition 1, volume 5, number urn:isbn:9783161470165.
    2. Hirte, Georg, 2001. "Pension Policies for an Aging Society," Beiträge zur Finanzwissenschaft, Mohr Siebeck, Tübingen, edition 1, volume 14, number urn:isbn:9783161475399.
    3. Fehr, Hans & Wiegard, Wolfgang, 1996. "Numerische Gleichgewichtsmodelle: Grundstruktur, Anwendungen und Erkenntnisgehalt," Tübinger Diskussionsbeiträge 75, University of Tübingen, School of Business and Economics.

Articles

  1. Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, vol. 26(3), pages 650-658, May.

    Cited by:

    1. Echevarría Olave, Cruz Ángel & Iza Padilla, María Amaya, 2013. "Income Taxation and Growth in an OLG Economy: Does Aggregate Uncertainty Play any Role?," DFAEII Working Papers DFAEII;2013-06, University of the Basque Country - Department of Foundations of Economic Analysis II.
    2. Lynne Evans & Anamaria Nicolae, 2010. "Imperfectly-Credible Disinflation of Small Inflations," Working Papers 2010_01, Durham University Business School.
    3. Echevarría, Cruz A., 2012. "Income tax progressivity, physical capital, aggregate uncertainty and long-run growth in an OLG economy," Journal of Macroeconomics, Elsevier, vol. 34(4), pages 955-974.

  2. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 13(1), pages 1-24, March.

    Cited by:

    1. Michael J. Dueker & Zacharias Psaradakis & Martin Sola & Fabio Spagnolo, 2013. "State-Dependent Threshold Smooth Transition Autoregressive Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(6), pages 835-854, December.
    2. Constantino Hevia & Martin Gonzalez‐Rozada & Martin Sola & Fabio Spagnolo, 2015. "Estimating and Forecasting the Yield Curve Using A Markov Switching Dynamic Nelson and Siegel Model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(6), pages 987-1009, September.
    3. Guérin, Pierre & Marcellino, Massimiliano, 2011. "Markov-switching MIDAS models," CEPR Discussion Papers 8234, C.E.P.R. Discussion Papers.

  3. Al-Gudhea, Salim & Kenc, Turalay & Dibooglu, Sel, 2007. "Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach," Journal of Economics and Business, Elsevier, vol. 59(6), pages 560-574.

    Cited by:

    1. Shirinbakhsh, Shamsollah & Moghaddas Bayat, Maryam, 2011. "An Evaluation of Asymmetric and Symmetric Effects of Oil Exports Shocks on Non-Tradable Sector of Iranian Economy," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 106-124, March.
    2. Valadkhani, Abbas, 2009. "Do Retail Petrol Prices Rise More Rapidly Than They Fall in Australia’s Capital Cities?," Economics Working Papers wp09-08, School of Economics, University of Wollongong, NSW, Australia.
    3. Apergis, Nicholas & Vouzavalis, Grigorios, 2018. "Asymmetric pass through of oil prices to gasoline prices: Evidence from a new country sample," Energy Policy, Elsevier, vol. 114(C), pages 519-528.
    4. Ma. Joy Abrenica & Rolando Danao & Ma. Nimfa Mendoza, 2014. "Market competition in the downstream oil industry: is there evidence of price asymmetry?," Philippine Review of Economics, University of the Philippines School of Economics and Philippine Economic Society, vol. 51(2), pages 1-20, December.
    5. Ladislav Kristoufek & Petra Lunackova, 2015. "Rockets and Feathers Meet Joseph: Reinvestigating the Oil-gasoline Asymmetry on the International Markets," Working Papers IES 2015/02, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2015.
    6. Jacint Balaguer & Jordi Ripollés, 2016. "Exploring the life of price responses in fuel markets. Mean group data or mean group estimator?," Working Papers 2016/16, Economics Department, Universitat Jaume I, Castellón (Spain).
    7. Hosken, Daniel S. & McMillan, Robert S. & Taylor, Christopher T., 2008. "Retail gasoline pricing: What do we know?," International Journal of Industrial Organization, Elsevier, vol. 26(6), pages 1425-1436, November.
    8. Andrea Bastianin & Marzio Galeotti & Matteo Manera, 2014. "Forecasting the Oil-gasoline Price Relationship: Should We Care about the Rockets and the Feathers?," Working Papers 2014.21, Fondazione Eni Enrico Mattei.
    9. Fabrizio Venditti, 2010. "Down the non-linear road from oil to consumer energy prices: no much asymmetry along the way," Temi di discussione (Economic working papers) 751, Bank of Italy, Economic Research and International Relations Area.
    10. Katarzyna Leszkiewicz-Kędzior & Aleksander Welfe, 2014. "Asymmetric Price Adjustments in the Fuel Market," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 6(2), pages 105-127, June.
    11. Lee, Jun & Gomez, Miguel I., 2011. "Price Transmission Asymmetries and Nonlinearities in the International Coffee Supply Chain," 2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania 104024, Agricultural and Applied Economics Association.
    12. Atil, Ahmed & Lahiani, Amine & Nguyen, Duc Khuong, 2014. "Asymmetric and nonlinear pass-through of crude oil prices to gasoline and natural gas prices," Energy Policy, Elsevier, vol. 65(C), pages 567-573.
    13. Balaguer, Jacint & Ripollés, Jordi, 2016. "Asymmetric fuel price responses under heterogeneity," Energy Economics, Elsevier, vol. 54(C), pages 281-290.
    14. Robert Socha, 2014. "Asymetria relacji cen paliw płynnych w Polsce i cen ropy naftowej," Gospodarka Narodowa, Warsaw School of Economics, issue 5, pages 133-160.
    15. Yufeng Chen & Guobin Huang & Lihua Ma, 2017. "Rockets and Feathers: The Asymmetric Effect between China’s Refined Oil Prices and International Crude Oil Prices," Sustainability, MDPI, Open Access Journal, vol. 9(3), pages 1-19, March.
    16. Pal, Debdatta & Mitra, Subrata K., 2016. "Asymmetric oil product pricing in India: Evidence from a multiple threshold nonlinear ARDL model," Economic Modelling, Elsevier, vol. 59(C), pages 314-328.
    17. Meyler, Aidan, 2009. "The pass through of oil prices into euro area consumer liquid fuel prices in an environment of high and volatile oil prices," Energy Economics, Elsevier, vol. 31(6), pages 867-881, November.
    18. Perdiguero-García, Jordi, 2013. "Symmetric or asymmetric oil prices? A meta-analysis approach," Energy Policy, Elsevier, vol. 57(C), pages 389-397.
    19. Jordi Perdiguero-García, 2010. "“Symmetric or asymmetric gasoline prices? A metaanalysis approach”," IREA Working Papers 201013, University of Barcelona, Research Institute of Applied Economics, revised Nov 2010.
    20. Özgür Bor & Mustafa Ýsmihan, 2013. "Gasoline Pricing, Taxation and Asymmetry: The Case of Turkey," Working Papers 2013/7, Turkish Economic Association.
    21. Serra, Teresa & Gil, José M., 2012. "Biodiesel as a motor fuel price stabilization mechanism," Energy Policy, Elsevier, vol. 50(C), pages 689-698.
    22. Koto, Prosper Senyo, 2015. "Are retail prices of ethanol, gasoline and natural gas in the midwest cointegrated? An asymmetric threshold cointegration analysis," Journal of Economics and Business, Elsevier, vol. 77(C), pages 79-93.
    23. Serra, Teresa & Gil, Jose Maria, 2012. "Biodiesel as a motor fuel price stabilization mechanism," 2012 Conference, August 18-24, 2012, Foz do Iguacu, Brazil 126056, International Association of Agricultural Economists.
    24. Abbas Valadkhani & Martin O'Brien & Amir Arjomandi, 2013. "Examining the nature of the relationship between Tapis crude oil and Singapore petrol prices," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 36(1), pages 27-41.
    25. Chou, Kuo-Wei & Tseng, Yi-Heng, 2016. "Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market," Economic Modelling, Elsevier, vol. 52(PB), pages 733-741.
    26. Kuo-Wei Chou & Chin-Yuen Chang & Fei Hu, 2013. "An Empirical Study of Asymmetric Pricing in Retail Gasoline and Diesel Markets in Taiwan, Japan, South Korea, and Singapore," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 4(3), pages 35-42, July.
    27. Katarzyna Leszkiewicz-Kędzior, 2011. "Modelling Fuel Prices. An I(1) Analysis," Central European Journal of Economic Modelling and Econometrics, CEJEME, vol. 3(2), pages 75-95, June.
    28. Asane-Otoo, Emmanuel & Schneider, Jan, 2015. "Retail fuel price adjustment in Germany: A threshold cointegration approach," Energy Policy, Elsevier, vol. 78(C), pages 1-10.
    29. Valadkhani, Abbas, 2010. "Modelling the Price of Unleaded Petrol in Australia’s Capital Cities," MPRA Paper 50396, University Library of Munich, Germany.
    30. Zhi-Hong Han & Sheng Yang & Mu-Ling Chen & Ling-Yun He, 2015. "Mean spillover effect between crude oil and gasoline markets: an empirical result," International Journal of Global Energy Issues, Inderscience Enterprises Ltd, vol. 38(1/2/3), pages 49-68.

  4. Kenc, Turalay & Dibooglu, Sel, 2007. "The spirit of capitalism, asset pricing and growth in a small open economy," Journal of International Money and Finance, Elsevier, vol. 26(8), pages 1378-1402, December.

    Cited by:

    1. Wang, Haijun, 2016. "Precautionary saving demand and consumption dynamics with the spirit of capitalism and regime switching," Journal of Mathematical Economics, Elsevier, vol. 64(C), pages 48-65.
    2. Haijun Wang & L. Steven Hou, 2015. "Robust Consumption and Portfolio Choice with Habit Formation, the Spirit of Capitalism and Recursive Utility," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 393-416, November.
    3. Mario Amendola & Jean-Luc Gaffard & Fabrizio Patriarca, 2017. "Inequality and growth: the perverse relation between the productive and the non-productive assets of the economy," Journal of Evolutionary Economics, Springer, vol. 27(3), pages 531-554, July.

  5. Kenc, Turalay, 2004. "Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice," Journal of Economic Dynamics and Control, Elsevier, vol. 28(8), pages 1511-1539, June.

    Cited by:

    1. Xin Long & Alessandra Pelloni, 2012. "Welfare Improving Taxation on Savings in a Growth Model," CEIS Research Paper 218, Tor Vergata University, CEIS, revised 27 Jan 2012.
    2. Aude POMMERET & William T. SMITH, 2004. "Fertility, Volatility, and Growth," Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP) 04.08, Université de Lausanne, Faculté des HEC, DEEP.
    3. Xin Long & Alessandra Pelloni, 2013. "Factor Income Taxation in a Horizontal Innovation Model," CEIS Research Paper 273, Tor Vergata University, CEIS, revised 19 Apr 2013.
    4. Robert Feicht & Wolfgang Stummer, 2010. "Complete Closed-form Solution to a Stochastic Growth Model and Corresponding Speed of Economic Recovery preliminary," DEGIT Conference Papers c015_041, DEGIT, Dynamics, Economic Growth, and International Trade.
    5. Benjamin Lockwood & Marko Köthenbürger, 2007. "Does Tax Competition Really Promote Growth?," CESifo Working Paper Series 2102, CESifo Group Munich.
    6. Christiane Clemens, 2009. "Stochastic Growth and Factor Income Risk," German Economic Review, Verein für Socialpolitik, vol. 10, pages 422-447, November.
    7. Xiang Wei & Hailin Qu & Emily Ma, 2016. "How Does Leisure Time Affect Production Efficiency? Evidence from China, Japan, and the US," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 127(1), pages 101-122, May.
    8. Klaus Wälde, 2009. "Production Technologies in Stochastic Continuous Time Models," CESifo Working Paper Series 2831, CESifo Group Munich.

  6. Evans, Lynne & Kenc, Turalay, 2001. "Growth and Welfare Effects of Monetary Volatility," Manchester School, University of Manchester, vol. 69(5), pages 509-533, Special I.

    Cited by:

    1. D Varvarigos, 2004. "Non-neutrality and Uncertainty in a Model of Growth," Centre for Growth and Business Cycle Research Discussion Paper Series 41, Economics, The Univeristy of Manchester.
    2. Zhiyong Dong & Qingyang Gu & Xiaoming Zhu, 2009. "Recursive Preference, Mood Fluctuation And Welfare Cost Of Reduced Growth," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 54(02), pages 263-281.

  7. Kenc, Turalay & Sayan, Serdar, 2001. "Demographic shock transmission from large to small countries: An overlapping generations CGE analysis," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 677-702, August.

    Cited by:

    1. Mehmet S Tosun, 2005. "Global Aging and Fiscal Policy with International Labor Mobility; A Political Economy Perspective," IMF Working Papers 05/140, International Monetary Fund.
    2. Serdar Sayan & Ali Emre Uyar, 2001. "Directions of Trade Flows and Labor Movements between high-and Low-Population Growth Countries: An Overlapping Generations General Equilibrium Analysis," Working Papers 0108, Department of Economics, Bilkent University.
    3. Mehmet Serkan Tosun, 2004. "Population Aging, Labor Mobility, and Economic Growth: Evidence From MENA and the Developed World," Working Papers 0417, Economic Research Forum, revised 08 May 2004.
    4. Gumus, Erdal, 2005. "Benefit-Cost Analysis of Reforming the Turkish Social Insurance Institution for the Self-Employed (Bağ-Kur)," MPRA Paper 42108, University Library of Munich, Germany.
    5. Tosun, Mehmet Serkan, 2008. "Endogenous fiscal policy and capital market transmissions in the presence of demographic shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 32(6), pages 2031-2060, June.
    6. Fedotenkov, Igor & van Groezen, Bas & Meijdam, Lex, 2012. "International trade with pensions and demographic shocks," MPRA Paper 74874, University Library of Munich, Germany, revised 31 May 2016.
    7. Fehr, Hans & Jokisch, Sabine & Kotlikoff, Laurence J., 2008. "Fertility, mortality and the developed world's demographic transition," Journal of Policy Modeling, Elsevier, vol. 30(3), pages 455-473.
    8. Renuga Nagarajan & Aurora A. C. Teixeira & Sandra Silva, 2017. "The Impact Of Population Ageing On Economic Growth: A Bibliometric Survey," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 62(02), pages 275-296, June.
    9. Tosun, Mehmet Serkan, 2003. "Population aging and economic growth: political economy and open economy effects," Economics Letters, Elsevier, vol. 81(3), pages 291-296, December.
    10. Renuga Nagarajan & Aurora A.C. Teixeira & Sandra T. Silva, 2013. "The impact of population ageing on economic growth: an in-depth bibliometric analysis," FEP Working Papers 505, Universidade do Porto, Faculdade de Economia do Porto.
    11. Serdar Sayan, 2002. "Dynamic Heckscher-Ohlin Results from a 2x2x2x2 Overlapping Generations Model with Unequal Population Growth Rates," GE, Growth, Math methods 0203002, EconWPA, revised 14 Mar 2002.
    12. Virginia Sanchez-Marcos & Alfonso Sanchez Martin, 2004. "Can Social Security be welfare improving when there is demographic uncertainty?," Computing in Economics and Finance 2004 163, Society for Computational Economics.
    13. Ross Guest & Anthony Makin, 2013. "Special Issue. Guest Editor: Zhihao Yu," Review of Development Economics, Wiley Blackwell, vol. 17(3), pages 609-626, August.
    14. Igor Fedotenkov, 2014. "Pension Reform, Factor Mobility and Trade with Country-Specific Goods," De Economist, Springer, vol. 162(3), pages 247-262, September.
    15. Gumus, Erdal, 2005. "Benefit-Cost Analysis of Turkish Social Insurance Institute Gradual Privatization Proposal," MPRA Paper 42372, University Library of Munich, Germany.
    16. Sayan, Serdar & Kiraci, Arzdar, 2001. "Parametric pension reform with higher retirement ages: A computational investigation of alternatives for a pay-as-you-go-based pension system," Journal of Economic Dynamics and Control, Elsevier, vol. 25(6-7), pages 951-966, June.
    17. Takumi Naito & Laixun Zhao, 2008. "Aging, transitional dynamics, and gains from trade," Discussion Paper Series 215, Research Institute for Economics & Business Administration, Kobe University.
    18. Mehmet S. Tosun, 2016. "Demographic Changes and Fiscal Policy in MENA Countries," Working Papers 1023, Economic Research Forum, revised Jul 2016.
    19. Georges, Patrick & Seçkin, Aylin, 2016. "From pro-natalist rhetoric to population policies in Turkey? An OLG general equilibrium analysis," Economic Modelling, Elsevier, vol. 56(C), pages 79-93.
    20. Sayan, Serdar, 2005. "Heckscher-Ohlin revisited: implications of differential population dynamics for trade within an overlapping generations framework," Journal of Economic Dynamics and Control, Elsevier, vol. 29(9), pages 1471-1493, September.
    21. Bell, William Paul, 2005. "An evaluation of policies to reduce fiscal pressure induced by population ageing in Australia," MPRA Paper 38286, University Library of Munich, Germany.
    22. Igor Fedotenkov & Bas Groezen & Lex Meijdam, 2014. "Demographic Change, International Trade and Capital Flows," Open Economies Review, Springer, vol. 25(5), pages 865-883, November.
    23. Gindra Kasnauskiene & Karol Michnevic, 2017. "Contribution of increased life expectancy to economic growth: evidence from CEE countries," International Journal of Economic Sciences, International Institute of Social and Economic Sciences, vol. 6(2), pages 82-99, November.

  8. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 1-4.

    Cited by:

    1. Erdem Basçi & Mehmet Fatih Ekinci, 2005. "Bond Premium in Turkey : Inflation Risk or Default Risk?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(2), pages 25-40, March.
    2. António Afonso, 2002. "Disturbing the Fiscal Theory of the Price Level: Can it Fit the EU-15," Working Papers Department of Economics 2002/01, ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa.
    3. Erdem Basçi & Mehmet Fatih Ekinci, 2005. "Bond Premium in Turkey : Inflation Risk or Default Risk?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(2), pages 25-40, March.

  9. Hutton, John P & Kenc, Turalay, 1998. "The Influence of Firms' Financial Policy on Tax Reform," Oxford Economic Papers, Oxford University Press, vol. 50(4), pages 663-684, October.

    Cited by:

    1. Fehr, Hans, 1999. "Welfare Effects of Dynamic Tax Reforms," Beiträge zur Finanzwissenschaft, Mohr Siebeck, Tübingen, edition 1, volume 5, number urn:isbn:9783161470165.
    2. Tarmo Valkonen, 2001. "The Finnish Corporate Income Tax Reform and the Financial Strategy of Firms: A General Equilibrium Approach," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 28(2), pages 219-239, June.
    3. Sanjiva Prasad & Christopher J. Green & Victor Murinde, 2001. "Company Financing, Capital Structure, and Ownership: A Survey, and Implications for Developing Economies," Chapters in SUERF Studies, SUERF - The European Money and Finance Forum.
    4. Christopher J. Green & Colin H. Kirkpatrick & Victor Murinde, 2006. "Finance for small enterprise growth and poverty reduction in developing countries," Journal of International Development, John Wiley & Sons, Ltd., vol. 18(7), pages 1017-1030.
    5. Martin D. Dietz & Christian Keuschnigg, 2004. "Corporate Income Tax Reform in Switzerland," Swiss Journal of Economics and Statistics (SJES), Swiss Society of Economics and Statistics (SSES), vol. 140(IV), pages 483-519, December.
    6. Holger Strulik, 2003. "Supply-Side Economics of Germany's Year 2000 Tax Reform: A Quantitative Assessment," German Economic Review, Verein für Socialpolitik, vol. 4(2), pages 183-202, May.

  10. Turalay Kenc & William Perraudin, 1997. "European pension systems: a simulation analysis," Fiscal Studies, Institute for Fiscal Studies, vol. 18(3), pages 249-277, August.
    See citations under working paper version above.

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  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (3) 2003-06-16 2003-10-20 2009-09-26
  2. NEP-ETS: Econometric Time Series (1) 2004-02-29
  3. NEP-FIN: Finance (1) 2003-10-20
  4. NEP-FMK: Financial Markets (1) 2003-10-20
  5. NEP-IFN: International Finance (1) 2003-10-20
  6. NEP-MAC: Macroeconomics (1) 2004-02-29
  7. NEP-RMG: Risk Management (1) 2004-02-29

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