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Nalan Basturk
(Nalan Baştürk)

Personal Details

First Name:Nalan
Middle Name:
Last Name:Basturk
Suffix:
RePEc Short-ID:pba1173
[This author has chosen not to make the email address public]
http://people.few.eur.nl/basturk/

Affiliation

Econometrisch Instituut
Faculteit der Economische Wetenschappen
Erasmus Universiteit Rotterdam

Rotterdam, Netherlands
http://www.econometric-institute.org/

: 010 - 40 81278
010 - 40 89162
Burgemeester Oudlaan 50, 3062 PA Rotterdam
RePEc:edi:eieurnl (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Almeida e Santos Nogueira, R.J. & Basturk, N. & Kaymak, U. & Costa Sousa, J.M., 2013. "Estimation of flexible fuzzy GARCH models for conditional density estimation," ERIM Report Series Research in Management ERS-2013-013-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  2. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.
  3. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

Articles

  1. Tervonen, Tommi & van Valkenhoef, Gert & Baştürk, Nalan & Postmus, Douwe, 2013. "Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 224(3), pages 552-559.
  2. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.
  3. Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.

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. Nalan Basturk & Cem Cakmakli & Pinar Ceyhan & Herman K. van Dijk, 2013. "Posterior-Predictive Evidence on US Inflation using Extended Phillips Curve Models with non-filtered Data," Koç University-TUSIAD Economic Research Forum Working Papers 1321, Koc University-TUSIAD Economic Research Forum.

    Cited by:

    1. Jaromir Baxa & Miroslav Plasil & Borek Vasicek, 2013. "Inflation and the Steeplechase Between Economic Activity Variables," Working Papers 2013/15, Czech National Bank, Research Department.
    2. Monica Billio & Roberto Casarin & Francesco Ravazzolo & Herman K. van Dijk, 2013. "Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model," Tinbergen Institute Discussion Papers 13-142/III, Tinbergen Institute, revised 01 Nov 2014.
    3. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2014. "On the Rise of Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 14-085/III, Tinbergen Institute, revised 04 Sep 2014.
    4. Altug, Sumru G. & Cakmakli, Cem, 2015. "Forecasting Inflation using Survey Expectations and Target Inflation: Evidence for Brazil and Turkey," CEPR Discussion Papers 10419, C.E.P.R. Discussion Papers.
    5. Michal Andrle & Jan Bruha & Serhat Solmaz, 2013. "Inflation and Output Comovement in the Euro Area: Love at Second Sight?," Working Papers 2013/07, Czech National Bank, Research Department.
    6. Nalan Basturk & Cem Cakmakli & S. Pinar Ceyhan & Herman K. van Dijk, 2013. "Historical Developments in Bayesian Econometrics after Cowles Foundation Monographs 10, 14," Tinbergen Institute Discussion Papers 13-191/III, Tinbergen Institute.
    7. Baxa Jaromír & Plašil Miroslav & Vašíček Bořek, 2017. "Inflation and the steeplechase between economic activity variables: evidence for G7 countries," The B.E. Journal of Macroeconomics, De Gruyter, vol. 17(1), pages 1-42, January.

Articles

  1. Tervonen, Tommi & van Valkenhoef, Gert & Baştürk, Nalan & Postmus, Douwe, 2013. "Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis," European Journal of Operational Research, Elsevier, vol. 224(3), pages 552-559.

    Cited by:

    1. Ciomek, Krzysztof & Kadziński, Miłosz & Tervonen, Tommi, 2017. "Heuristics for selecting pair-wise elicitation questions in multiple criteria choice problems," European Journal of Operational Research, Elsevier, vol. 262(2), pages 693-707.
    2. Vetschera, Rudolf, 2017. "Deriving rankings from incomplete preference information: A comparison of different approaches," European Journal of Operational Research, Elsevier, vol. 258(1), pages 244-253.
    3. Ciomek, Krzysztof & Kadziński, Miłosz & Tervonen, Tommi, 2017. "Heuristics for prioritizing pair-wise elicitation questions with additive multi-attribute value models," Omega, Elsevier, vol. 71(C), pages 27-45.
    4. Corrente, Salvatore & Figueira, José Rui & Greco, Salvatore, 2014. "The SMAA-PROMETHEE method," European Journal of Operational Research, Elsevier, vol. 239(2), pages 514-522.
    5. Durbach, Ian N. & Calder, Jon M., 2016. "Modelling uncertainty in stochastic multicriteria acceptability analysis," Omega, Elsevier, vol. 64(C), pages 13-23.
    6. Aur'elien Hazan, 2017. "Stock-flow consistent macroeconomic model with nonuniform distributional constraint," Papers 1708.00645, arXiv.org.
    7. Angilella, Silvia & Corrente, Salvatore & Greco, Salvatore & Słowiński, Roman, 2016. "Robust Ordinal Regression and Stochastic Multiobjective Acceptability Analysis in multiple criteria hierarchy process for the Choquet integral preference model," Omega, Elsevier, vol. 63(C), pages 154-169.
    8. Hazan, Aurélien, 2017. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 473(C), pages 589-602.
    9. Zheng, Buhong & Zheng, Charles, 2015. "Fuzzy ranking of human development: A proposal," Mathematical Social Sciences, Elsevier, vol. 78(C), pages 39-47.
    10. Corrente, Salvatore & Figueira, José Rui & Greco, Salvatore & Słowiński, Roman, 2017. "A robust ranking method extending ELECTRE III to hierarchy of interacting criteria, imprecise weights and stochastic analysis," Omega, Elsevier, vol. 73(C), pages 1-17.
    11. Miłosz Kadziński & Lucia Rocchi & Grzegorz Miebs & David Grohmann & Maria Elena Menconi & Luisa Paolotti, 2018. "Multiple Criteria Assessment of Insulating Materials with a Group Decision Framework Incorporating Outranking Preference Model and Characteristic Class Profiles," Group Decision and Negotiation, Springer, vol. 27(1), pages 33-59, February.
    12. Mavrotas, George & Pechak, Olena & Siskos, Eleftherios & Doukas, Haris & Psarras, John, 2015. "Robustness analysis in Multi-Objective Mathematical Programming using Monte Carlo simulation," European Journal of Operational Research, Elsevier, vol. 240(1), pages 193-201.
    13. Gryazina, Elena & Polyak, Boris, 2014. "Random sampling: Billiard Walk algorithm," European Journal of Operational Research, Elsevier, vol. 238(2), pages 497-504.
    14. Angilella, Silvia & Corrente, Salvatore & Greco, Salvatore, 2015. "Stochastic multiobjective acceptability analysis for the Choquet integral preference model and the scale construction problem," European Journal of Operational Research, Elsevier, vol. 240(1), pages 172-182.
    15. Durbach, Ian & Lahdelma, Risto & Salminen, Pekka, 2014. "The analytic hierarchy process with stochastic judgements," European Journal of Operational Research, Elsevier, vol. 238(2), pages 552-559.
    16. Kadziński, Miłosz & Cinelli, Marco & Ciomek, Krzysztof & Coles, Stuart R. & Nadagouda, Mallikarjuna N. & Varma, Rajender S. & Kirwan, Kerry, 2018. "Co-constructive development of a green chemistry-based model for the assessment of nanoparticles synthesis," European Journal of Operational Research, Elsevier, vol. 264(2), pages 472-490.
    17. Dias, Luis C. & Antunes, Carlos Henggeler & Dantas, Guilherme & de Castro, Nivalde & Zamboni, Lucca, 2018. "A multi-criteria approach to sort and rank policies based on Delphi qualitative assessments and ELECTRE TRI: The case of smart grids in Brazil," Omega, Elsevier, vol. 76(C), pages 100-111.
    18. Kadziński, Miłosz & Tervonen, Tommi & Rui Figueira, José, 2015. "Robust multi-criteria sorting with the outranking preference model and characteristic profiles," Omega, Elsevier, vol. 55(C), pages 126-140.
    19. van Valkenhoef, Gert & Tervonen, Tommi, 2016. "Entropy-optimal weight constraint elicitation with additive multi-attribute utility models," Omega, Elsevier, vol. 64(C), pages 1-12.
    20. Aur'elien Hazan, 2016. "Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model," Papers 1601.00822, arXiv.org, revised Jan 2017.
    21. Kadziński, Miłosz & Tervonen, Tommi, 2013. "Robust multi-criteria ranking with additive value models and holistic pair-wise preference statements," European Journal of Operational Research, Elsevier, vol. 228(1), pages 169-180.
    22. van Valkenhoef, Gert & Tervonen, Tommi & Postmus, Douwe, 2014. "Notes on ‘Hit-And-Run enables efficient weight generation for simulation-based multiple criteria decision analysis’," European Journal of Operational Research, Elsevier, vol. 239(3), pages 865-867.
    23. Kadziński, Miłosz & Labijak, Anna & Napieraj, Małgorzata, 2017. "Integrated framework for robustness analysis using ratio-based efficiency model with application to evaluation of Polish airports," Omega, Elsevier, vol. 67(C), pages 1-18.
    24. Doumpos, Michael & Zopounidis, Constantin & Galariotis, Emilios, 2014. "Inferring robust decision models in multicriteria classification problems: An experimental analysis," European Journal of Operational Research, Elsevier, vol. 236(2), pages 601-611.
    25. Mastorakis, Kostis & Siskos, Eleftherios, 2016. "Value focused pharmaceutical strategy determination with multicriteria decision analysis techniques," Omega, Elsevier, vol. 59(PA), pages 84-96.

  2. Nalan Baştürk & Richard Paap & Dick van Dijk, 2012. "Structural differences in economic growth: an endogenous clustering approach," Applied Economics, Taylor & Francis Journals, vol. 44(1), pages 119-134, January.

    Cited by:

    1. Tim Salimans, 2011. "Variable Selection and Functional Form Uncertainty in Cross-Country Growth Regressions," Tinbergen Institute Discussion Papers 11-012/4, Tinbergen Institute.
    2. Basturk, N. & Paap, R. & van Dijk, D.J.C., 2010. "Financial Development and Convergence Clubs," Econometric Institute Research Papers EI 2010-52, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

  3. Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.

    Cited by:

    1. Bauwens, Luc & Dufays, Arnaud & Rombouts, Jeroen V.K., 2014. "Marginal likelihood for Markov-switching and change-point GARCH models," Journal of Econometrics, Elsevier, vol. 178(P3), pages 508-522.
    2. Guidolin, Massimo & Ravazzolo, Francesco & Tortora, Andrea Donato, 2013. "Alternative econometric implementations of multi-factor models of the U.S. financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 53(2), pages 87-111.
    3. Joshua C C Chan & Eric Eisenstat, 2012. "Marginal Likelihood Estimation with the Cross-Entropy Method," CAMA Working Papers 2012-18, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    4. Bauwens, Luc & Carpantier, Jean-François & Dufays, Arnaud, 2015. "Autoregressive moving average infinite hidden markov-switching models," CORE Discussion Papers 2015007, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    5. Perrakis, Konstantinos & Ntzoufras, Ioannis & Tsionas, Efthymios G., 2014. "On the use of marginal posteriors in marginal likelihood estimation via importance sampling," Computational Statistics & Data Analysis, Elsevier, vol. 77(C), pages 54-69.
    6. Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. Van Dijk & Marno Verbeek, 2010. "Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 29(1-2), pages 251-269.
    7. Arnold Zellner & Tomohiro Ando & Nalan Basturk & Lennart Hoogerheide & Herman K. van Dijk, 2011. "Instrumental Variables, Errors in Variables, and Simultaneous Equations Models: Applicability and Limitations of Direct Monte Carlo," Tinbergen Institute Discussion Papers 11-137/4, Tinbergen Institute.
    8. Ardia, David & Baştürk, Nalan & Hoogerheide, Lennart & van Dijk, Herman K., 2012. "A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3398-3414.
    9. Fiorentini, G. & Planas, C. & Rossi, A., 2012. "The marginal likelihood of dynamic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 56(9), pages 2650-2662.
    10. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, Elsevier.
    11. David Ardia & Lennart F. Hoogerheide, 2010. "Efficient Bayesian Estimation and Combination of GARCH-Type Models," Tinbergen Institute Discussion Papers 10-046/4, Tinbergen Institute.
    12. Nalan Baştürk & Stefano Grassi & Lennart Hoogerheide & Herman K. van Dijk, 2016. "Parallelization Experience with Four Canonical Econometric Models Using ParMitISEM," Econometrics, MDPI, Open Access Journal, vol. 4(1), pages 1-20, March.
    13. Ardia, David & Hoogerheide, Lennart F., 2014. "GARCH models for daily stock returns: Impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts," Economics Letters, Elsevier, vol. 123(2), pages 187-190.
    14. Joshua C.C. Chan, 2015. "Specification tests for time-varying parameter models with stochastic volatility," CAMA Working Papers 2015-42, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
    15. Lukasz Gatarek & Lennart Hoogerheide & Koen Hooning & Herman K. van Dijk, 2013. "Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation," Tinbergen Institute Discussion Papers 13-060/III, Tinbergen Institute, revised 06 Mar 2014.
    16. CARPANTIER, Jean-François & DUFAYS, Arnaud, 2014. "Specific Markov-switching behaviour for ARMA parameters," CORE Discussion Papers 2014014, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    17. Loza-Reyes, E. & Hurn, M.A. & Robinson, A., 2014. "Classification of molecular sequence data using Bayesian phylogenetic mixture models," Computational Statistics & Data Analysis, Elsevier, vol. 75(C), pages 81-95.
    18. Joshua C.C. Chan & Eric Eisenstat, 2015. "Bayesian model comparison for time-varying parameter VARs with stochastic volatility," CAMA Working Papers 2015-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 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-ECM: Econometrics (2) 2013-08-16 2013-11-16. Author is listed
  2. NEP-ETS: Econometric Time Series (2) 2013-08-16 2014-01-17. Author is listed
  3. NEP-FOR: Forecasting (2) 2013-08-16 2013-11-16. Author is listed
  4. NEP-MAC: Macroeconomics (1) 2013-11-16. Author is listed
  5. NEP-RMG: Risk Management (1) 2013-08-16. Author is listed
  6. NEP-SPO: Sports & Economics (1) 2013-08-16. Author is listed

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