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Tugrul Vehbi

Personal Details

First Name:Tugrul
Middle Name:
Last Name:Vehbi
Suffix:
RePEc Short-ID:pve363
[This author has chosen not to make the email address public]
Terminal Degree:2010 Cambridge Finance; University of Cambridge (from RePEc Genealogy)

Affiliation

(50%) Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

(50%) Centre for Applied Macroeconomic Analysis (CAMA)
Crawford School of Public Policy
Australian National University

Canberra, Australia
https://cama.crawford.anu.edu.au/
RePEc:edi:cmanuau (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Mr. Iaroslav Miller & Daniel Baksa & Mr. Philippe D Karam & Tugrul Vehbi, 2024. "G3MOD: A Multi-Country Global Forecasting Model," IMF Working Papers 2024/254, International Monetary Fund.
  2. Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Forecasting with a Global VAR model," Reserve Bank of New Zealand Analytical Notes series AN2019/03, Reserve Bank of New Zealand.
  3. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting GDP using machine learning algorithms: A real-time assessment," Reserve Bank of New Zealand Discussion Paper Series DP2019/03, Reserve Bank of New Zealand.
  4. Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring uncertainty and its impact on the New Zealand economy," Reserve Bank of New Zealand Analytical Notes series AN2018/01, Reserve Bank of New Zealand.
  5. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2018. "Nowcasting New Zealand GDP Using Machine Learning Algorithms," CAMA Working Papers 2018-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  6. Gunes Kamber & Ozer Karagedikli & Michael Ryan & Tugrul Vehbi, 2016. "International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR," CAMA Working Papers 2016-61, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  7. Tugrul Vehbi, 2016. "The macroeconomic impact of the age composition of migration," Reserve Bank of New Zealand Analytical Notes series AN2016/03, Reserve Bank of New Zealand.
  8. Enzo Cassino & Neil Cribbens & Tugrul Vehbi, 2014. "Determinants of the New Zealand Yield Curve: Domestic vs. Foreign Influences," Treasury Working Paper Series 14/19, New Zealand Treasury.
  9. Dungey, Mardi & Vehbi, Tugrul & Martin, Charlton, 2014. "VAR modelling in the presence of China’s rise : an application to the Taiwanese economy," Working Papers 2014-09, University of Tasmania, Tasmanian School of Business and Economics.
  10. Denise R Osborn & Tugrul Vehbi, 2013. "Empirical Evidence on Growth Spillovers from China to New Zealand," Treasury Working Paper Series 13/17, New Zealand Treasury.
  11. Oscar Parkyn & Tugrul Vehbi, 2013. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," CAMA Working Papers 2013-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  12. Ozer Karagedikli & Michael Ryan & Daan Steenkamp & Tugrul Vehbi, 2013. "What Happens When the Kiwi Flies? The Sectoral Effects of the Exchange Rate Shocks," CAMA Working Papers 2013-73, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.

Articles

  1. Richardson, Adam & van Florenstein Mulder, Thomas & Vehbi, Tuğrul, 2021. "Nowcasting GDP using machine-learning algorithms: A real-time assessment," International Journal of Forecasting, Elsevier, vol. 37(2), pages 941-948.
  2. Michael Callaghan & Enzo Cassino & Tugrul Vehbi & Benjamin Wong, 2019. "Opening the toolbox: how does the Reserve Bank analyse the world?," Reserve Bank of New Zealand Bulletin, Reserve Bank of New Zealand, vol. 82, pages 1-14, April.
  3. Trung Duc Tran & Tugrul Vehbi & Benjamin Wong, 2019. "Measuring Uncertainty for New Zealand Using Data‐Rich Approach," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 52(3), pages 344-352, September.
  4. Lucy Greig & Amy Rice & Tugrul Vehbi & Benjamin Wong, 2018. "Measuring Uncertainty and Its Impact on a Small Open Economy," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, vol. 51(1), pages 87-98, March.
  5. Karagedikli, Özer & Ryan, Michael & Steenkamp, Daan & Vehbi, Tugrul, 2016. "What happens when the Kiwi flies? Sectoral effects of exchange rate shocks on the New Zealand economy," Economic Modelling, Elsevier, vol. 52(PB), pages 945-959.
  6. Osborn, Denise R. & Vehbi, Tugrul, 2015. "Growth in China and the US: Effects on a small commodity exporter economy," Economic Modelling, Elsevier, vol. 45(C), pages 268-277.
  7. Dungey, Mardi & Vehbi, Tugrul, 2015. "The influences of international output shocks from the US and China on ASEAN economies," Journal of Asian Economics, Elsevier, vol. 39(C), pages 59-71.
  8. Oscar Parkyn & Tugrul Vehbi, 2014. "The Effects of Fiscal Policy in New Zealand: Evidence from a VAR Model with Debt Constraints," The Economic Record, The Economic Society of Australia, vol. 90(290), pages 345-364, September.

Chapters

  1. Adam Richardson & Thomas van Florenstein Mulder & Tugrul Vehbi, 2019. "Nowcasting New Zealand GDP using machine learning algorithms," IFC Bulletins chapters, in: Bank for International Settlements (ed.), The use of big data analytics and artificial intelligence in central banking, volume 50, Bank for International Settlements.

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 11 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-MAC: Macroeconomics (6) 2013-03-02 2013-07-20 2013-11-29 2015-01-09 2016-10-16 2019-04-15. Author is listed
  2. NEP-FOR: Forecasting (2) 2018-10-08 2019-04-15
  3. NEP-PBE: Public Economics (2) 2013-03-02 2013-04-27
  4. NEP-BAN: Banking (1) 2025-01-13
  5. NEP-BIG: Big Data (1) 2018-10-08
  6. NEP-CBA: Central Banking (1) 2013-11-29
  7. NEP-CMP: Computational Economics (1) 2018-10-08
  8. NEP-CNA: China (1) 2016-01-29
  9. NEP-CWA: Central and Western Asia (1) 2013-07-20
  10. NEP-FDG: Financial Development and Growth (1) 2013-07-20
  11. NEP-MIG: Economics of Human Migration (1) 2016-04-23
  12. NEP-OPM: Open Economy Macroeconomics (1) 2016-10-16

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