Refet S. Gürkaynak : Citation Profile


Are you Refet S. Gürkaynak?

Centre for Economic Policy Research (CEPR) (5% share)
Bilkent Üniversitesi (95% share)

21

H index

26

i10 index

4367

Citations

RESEARCH PRODUCTION:

27

Articles

60

Papers

11

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   22 years (2001 - 2023). See details.
   Cites by year: 198
   Journals where Refet S. Gürkaynak has often published
   Relations with other researchers
   Recent citing documents: 220.    Total self citations: 49 (1.11 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu93
   Updated: 2024-01-16    RAS profile: 2023-07-06    
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Relations with other researchers


Works with:

Lee, Sang Seok (10)

Kısacıkoğlu, Burçin (8)

Kara, Hakan (5)

Brugnolini, Luca (5)

Altavilla, Carlo (5)

Karasoy Can, Hatice (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Refet S. Gürkaynak.

Is cited by:

Hubert, Paul (85)

Ehrmann, Michael (62)

Fratzscher, Marcel (46)

Swanson, Eric (43)

Altavilla, Carlo (42)

Wright, Jonathan (36)

Rudebusch, Glenn (35)

Rossi, Barbara (31)

Ozdagli, Ali (29)

Creel, Jerome (29)

Labondance, Fabien (28)

Cites to:

Swanson, Eric (74)

Kuttner, Kenneth (31)

Galí, Jordi (28)

Gertler, Mark (25)

Shiller, Robert (24)

Campbell, John (24)

Rudebusch, Glenn (24)

Wright, Jonathan (18)

Rigobon, Roberto (18)

Svensson, Lars (17)

Clarida, Richard (16)

Main data


Where Refet S. Gürkaynak has published?


Journals with more than one article published# docs
Iktisat Isletme ve Finans5
NBER International Seminar on Macroeconomics3
American Economic Review2
Journal of Monetary Economics2
International Journal of Central Banking2

Working Papers Series with more than one paper published# docs
CEPR Discussion Papers / C.E.P.R. Discussion Papers13
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
CESifo Working Paper Series / CESifo7
CFS Working Paper Series / Center for Financial Studies (CFS)6
Working Paper Series / Federal Reserve Bank of San Francisco4
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
NBER Working Papers / National Bureau of Economic Research, Inc4
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2
Working Paper Series / European Central Bank2

Recent works citing Refet S. Gürkaynak (2024 and 2023)


YearTitle of citing document
2023The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84.

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2023Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2023). Sekhposyan, Tatevik ; Rossi, Barbara ; Hoesch, Lukas. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:15:y:2023:i:3:p:355-87.

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2023Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002.

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2023Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631.

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2023Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2023). Uppal, Ali ; Bonomi, Giampaolo. In: Papers. RePEc:arx:papers:2305.08958.

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2023Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature. (2023). Petrevski, Goran. In: Papers. RePEc:arx:papers:2305.17474.

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2023Robust Impulse Responses using External Instruments: the Role of Information. (2023). Mazzali, Marco ; Franconi, Alessandro ; Brignone, Davide. In: Papers. RePEc:arx:papers:2307.06145.

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2023The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia. (2023). Vaaler, Paul M ; Hartwell, Christopher A. In: Papers. RePEc:arx:papers:2309.06885.

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2023Causal effects of the Feds large-scale asset purchases on firms capital structure. (2023). Pesaran, Mohammad ; Nocera, Andrea. In: Papers. RePEc:arx:papers:2310.18638.

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2023Long-Term Volatility Shapes the Stock Market’s Sensitivity to News. (2023). Tushteva, Nikoleta ; Schoelkopf, Julius Theodor ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0739.

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2023Fiscal Dominance, Monetary Policy and Exchange Rates: Lessons from Early-Modern Venice. (2023). masciandaro, donato ; Ugolini, Stefano ; Romelli, Davide. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23205.

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2023Modelling the Term Structure with Trends in Yields and Cycles in Excess Returns. (2023). Fernandez-Fuertes, Ruben ; Favero, Carlo A. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp23210.

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2023Another Boiling Frog: the impact of climate-related events on financial outcomes in Brazil. (2023). Ferreira, Leonardo Nogueira. In: Working Papers Series. RePEc:bcb:wpaper:573.

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2023Assessing the liquidity premium in the Italian bond market. (2023). Venturi, Giulio Carlo ; Drudi, Maria Ludovica. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_795_23.

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2023The macroeconomic effects of temperature surprise shocks. (2023). Natoli, Filippo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1407_23.

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2023Inflation Expectations Measurement and its Effect on Inflation Dynamics in Colombia. (2023). Sanchez-Jabba, Andres ; Romero-Torres, Bernardo ; Villabon-Hinestroz, Erick. In: Borradores de Economia. RePEc:bdr:borrec:1257.

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2023Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?. (2023). Pagliari, Maria Sole ; Sestieri, Giulia ; Rossi, Barbara ; Penalver, Adrian ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:912.

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2023US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:915.

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2023Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics. (2023). Jeenas, Priit. In: Working Papers. RePEc:bge:wpaper:1409.

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2023Evaluating Policy Institutions -150 Years of US Monetary Policy-. (2023). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1410.

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2023Monetary policy and credit card spending. (2023). Sandri, Damiano ; Grigoli, Francesco. In: BIS Working Papers. RePEc:bis:biswps:1064.

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2023The reaction of disagreements in inflation expectations to fiscal sentiment obtained from information in official communiqués. (2023). Maia, Victor ; Montes, Gabriel Caldas. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:828-859.

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2023Stock Markets Response to Real Output Shocks in China: A VARwAL Estimation. (2023). Wu, Kexing ; Ulku, Numan. In: China & World Economy. RePEc:bla:chinae:v:31:y:2023:i:5:p:1-25.

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2023The transmission of euro area monetary policy to financially euroized countries. (2023). Moder, Isabella. In: Economics and Politics. RePEc:bla:ecopol:v:35:y:2023:i:3:p:718-751.

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2023Risk and return in the foreign exchange market: Measurement without VARs. (2023). Luo, Shaowen. In: International Finance. RePEc:bla:intfin:v:26:y:2023:i:1:p:64-81.

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2023.

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2023Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237.

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2023Quantitative Easing and Wealth Inequality: The Asset Price Channel. (2023). Feldkircher, Martin ; Schuberth, Helene ; Poyntner, Philipp ; de Luigi, Clara. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:3:p:638-670.

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2023Understanding Monetary Spillovers in Highly Integrated Regions: The Case of Europe. (2023). Schuberth, Helene ; Feldkircher, Martin. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:859-893.

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2023Carry trades and US monetary policy. (2023). Falconio, Andrea. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:237-248.

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2023The Investment Channel of Monetary Policy : Evidence from Norway. (2023). Juelsrud, Ragnar ; Riiser, Mikkel ; Konig, Tobias ; Holm, Martin B ; Hegna, Torje ; Cao, Jin. In: Working Paper. RePEc:bno:worpap:2023_5.

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2023Do firm expectations respond to monetary policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: Bank of England working papers. RePEc:boe:boeewp:1014.

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2023Mispricing in inflation markets. (2023). Pinter, Gabor ; Barria, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1034.

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2023Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2311.

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2023Short and Variable Lags. (2023). Duarte, Joao ; Carvalho, Vasco ; Ortiz, A ; Moura, A S ; Hansen, S ; Corsetti, G ; Buda, G ; Rodrigo, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2321.

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2023Breaking Monetary Policy News: The Role of Mass Media Coverage of ECB Announcements for Public Inflation Expectations. (2023). Feld, Lars ; Kohler, Ekkehard A ; Hirsch, Patrick. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10285.

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2023Media Treatment of Monetary Policy Surprises and Their Impact on Firms’ and Consumers’ Expectations. (2023). Kočenda, Evžen ; Kocenda, Even ; Pinter, Julien. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10413.

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2023Carbon Pricing and Inflation Expectations: Evidence from France. (2023). Moretti, Luca ; Mangiante, Giacomo ; Hensel, Jannik. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10552.

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2023The Effect of U.S. Climate Policy on Financial Markets: An Event Study of the Inflation Reduction Act. (2023). Offner, Eric A ; Bauer, Michael D ; Rudebusch, Glenn D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10739.

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2023Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555.

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2023Granular Corporate Hedging Under Dominant Currency. (2023). Alfaro, Laura ; Varela, Liliana ; Calani, Mauricio. In: Discussion Papers. RePEc:cfm:wpaper:2315.

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2023Interest Rate Surprises: A Tale of Two Shocks. (2023). Nunes, Ricardo ; Tang, Jenny ; Ozdagli, Ali. In: Discussion Papers. RePEc:cfm:wpaper:2320.

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2023Do firm expectations respond to Monetary Policy announcements?. (2023). Masolo, Riccardo M. ; Mangiante, Giacomo ; di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def127.

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2023The Energy-Price Channel of (European) Monetary Policy. (2023). Schumann, Ben ; Kurcz, Frederik ; Kriwoluzky, Alexander ; Ider, Gokhan. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2033.

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2023Identifying financial fragmentation: do sovereign spreads in the EMU reflect differences in fundamentals?. (2023). End, Jan Willem ; van den End, Jan Willem ; Kakes, Jan. In: Working Papers. RePEc:dnb:dnbwpp:778.

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2023Deposit market concentration and monetary transmission: evidence from the euro area. (2023). Kho, Stephen. In: Working Papers. RePEc:dnb:dnbwpp:790.

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2023The conditional path of central bank asset purchases. (2023). Bozou, Caroline ; Creel, Jerome ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2023-15.

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2023Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770.

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2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

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2023Monetary policy spillovers and the role of prudential policies in the European Union. (2023). Coman, Andra. In: Working Paper Series. RePEc:ecb:ecbwps:20232854.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

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2023US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876.

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2023Who bears the costs of inflation? Euro area households and the 2021–2022 shock. (2023). Violante, Giovanni L ; Tristani, Oreste ; Slacalek, Jiri ; Paz-Pardo, Gonzalo ; Pallotti, Filippo. In: Working Paper Series. RePEc:ecb:ecbwps:20232877.

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2023Risk, monetary policy and asset prices in a global world. (2023). Bekaert, Geert ; Xu, Nancy R ; Hoerova, Marie. In: Working Paper Series. RePEc:ecb:ecbwps:20232879.

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2023Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881.

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2023Chinas monetary policy surprises and corporate real investment. (2023). Zhang, Chengsi ; Tang, Huoqing ; Lu, Dong. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001511.

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2023What went wrong? The Puerto Rican debt crisis, the “Treasury Put,” and the failure of market discipline. (2023). Chirinko, Bob. In: Journal of Corporate Finance. RePEc:eee:corfin:v:80:y:2023:i:c:s0929119923000585.

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2023Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913.

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2023Quantitative easing in the US and financial cycles in emerging markets. (2023). Wesołowski, Grzegorz ; Kolasa, Marcin ; Wesoowski, Grzegorz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000374.

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2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles. (2023). Wang, Shu ; Herwartz, Helmut. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000362.

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2023Rational bubbles: Too many to be true?. (2023). Sola, Martin ; Psaradakis, Zacharias ; Caravello, Tomas E. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s0165188923000726.

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2023Asset purchases, limited asset markets participation and inequality. (2023). Tsiaras, Stylianos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001276.

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2023ITFIN: A stock-flow consistent model for the Italian economy. (2023). Felici, Francesco ; Favero, Carlo A ; Cagnazzo, Alberto ; Hermitte, Riccardo Barbieri ; Tegami, Cristian ; Nucci, Francesco ; Macauda, Valeria. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003509.

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2023Shock-based inference on the Phillips curve with the cost channel. (2023). Galvo, Ana Beatriz ; da Silva, Edilean Kleber. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002316.

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2023Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030.

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2023US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078.

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2023Bank and non-bank balance sheet responses to monetary policy shocks. (2023). Mazelis, Falk ; Rast, Sebastian ; Holm-Hadulla, Federic. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522003925.

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2023ECB monetary communications: Market fragmentation at stake. (2023). Jouvanceau, Valentin ; Mikaliunaite-Jouvanceau, Ieva. In: Economics Letters. RePEc:eee:ecolet:v:225:y:2023:i:c:s0165176523000757.

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2023Unemployment in the euro area and unconventional monetary policy surprises. (2023). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Economics Letters. RePEc:eee:ecolet:v:226:y:2023:i:c:s0165176523001222.

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2023Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US. (2023). de Nora, Giorgia. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002264.

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2023Monetary policy transmission to firms’ investments — It may depend on the tool. (2023). Laine, Olli-Matti. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002422.

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2023Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418.

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2023On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x.

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2023Economic forecasting with an agent-based model. (2023). Rabitsch, Katrin ; Hommes, Cars ; Miess, Michael Gregor ; Poledna, Sebastian. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s0014292122001891.

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2023Long-term inflation expectations and monetary policy in the euro area before the pandemic. (2023). Neri, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000557.

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2023The maturity composition of government debt: A comprehensive database. (2023). Mazzolini, Giulio ; de Graeve, Ferre. In: European Economic Review. RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000673.

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2023The Great Lockdown: Pandemic response policies and bank lending conditions. (2023). Burlon, Lorenzo ; Altavilla, Carlo ; Boucinha, Miguel ; Barbiero, Francesca. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s0014292123001071.

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2023Evidence on monetary transmission and the role of imperfect information: Interest rate versus inflation target shocks. (2023). Rabitsch, Katrin ; Lukmanova, Elizaveta. In: European Economic Review. RePEc:eee:eecrev:v:158:y:2023:i:c:s001429212300185x.

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2023Household indebtedness, financial frictions and the transmission of monetary policy to consumption: Evidence from China. (2023). Funke, Michael ; Zhong, Doudou ; Li, Xiang. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000917.

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2023The money-inflation nexus revisited. (2023). Zorner, Thomas O ; Ringwald, Leopold. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:293-333.

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2023Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995.

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2023Stock price reaction to ECB communication: Introductory Statements vs. Questions & Answers. (2023). Bennani, Hamza ; Dory, Wirginia ; Baranowski, Pawel. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007048.

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2023An event-driven bank stress indicator: The case of US regional banks. (2023). de Rezende, Rafael B. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005044.

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2023Benchmarking the effects of the Feds Secondary Market Corporate Credit Facility using Yankee bonds. (2023). Pennacchi, George G ; Xu, Hui. In: Journal of Financial Markets. RePEc:eee:finmar:v:64:y:2023:i:c:s1386418123000034.

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2023Monetary policy uncertainty and corporate cash holdings: Evidence from China. (2023). Wang, Xingjian ; Han, Haozhe. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000384.

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2023Deal! Market reactions to the agreement on the EU Covid-19 recovery fund. (2023). ap Gwilym, Owain ; Molyneux, Philip ; Pancotto, Livia. In: Journal of Financial Stability. RePEc:eee:finsta:v:67:y:2023:i:c:s1572308923000578.

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2023Sovereign credit and exchange rate risks: Evidence from Asia-Pacific local currency bonds. (2023). Chernov, Mikhail ; Hordahl, Peter ; Creal, Drew. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001246.

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2023Monetary policy shocks and consumer expectations in the euro area. (2023). Scharler, Johann ; Grundler, Daniel ; Geiger, Martin. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001404.

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2023Asset purchase bailouts and endogenous implicit guarantees. (2023). Mengus, Eric. In: Journal of International Economics. RePEc:eee:inecon:v:142:y:2023:i:c:s0022199623000235.

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2023Sovereign debt responses to the COVID-19 pandemic. (2023). Zheng, Huanhuan. In: Journal of International Economics. RePEc:eee:inecon:v:143:y:2023:i:c:s0022199623000521.

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2023Nowcasting food inflation with a massive amount of online prices. (2023). Szafranek, Karol ; Stelmasiak, Damian ; Macias, Pawe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:809-826.

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2023Targeting predictors in random forest regression. (2023). Nielsen, Mikkel Slot ; Muhlbach, Nicolaj Sondergaard ; Christensen, Bent Jesper ; Borup, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:841-868.

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2023A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667.

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2023The changing landscape of treasury auctions. (2023). Tedongap, Romeo ; Amin, Shehryar. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622002941.

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2023Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171.

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2023The impact of bank lending standards on credit to firms. (2023). Trimarchi, Lorenzo ; Soggia, Giovanni ; Ricci, Lorenzo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s0378426623001048.

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2023The incremental information in the yield curve about future interest rate risk. (2023). Christensen, Bent Jesper ; Veliyev, Bezirgen ; Kjar, Mads Markvart. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:155:y:2023:i:c:s0378426623001711.

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2023Automation and population growth: Theory and cross-country evidence. (2023). Prettner, Klaus ; Abeliansky, Ana Lucia. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:208:y:2023:i:c:p:345-358.

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More than 100 citations found, this list is not complete...

Refet S. Gürkaynak has edited the books:


YearTitleTypeCited

Works by Refet S. Gürkaynak:


YearTitleTypeCited
2020Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises In: American Economic Review.
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article30
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CESifo Working Paper Series.
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2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers.
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paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 30
paper
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
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article510
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
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article167
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 167
paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
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article182
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 182
paper
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
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article224
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 224
paper
2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 224
paper
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity.
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article133
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers?.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 133
paper
2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK In: Journal of Economic Surveys.
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article175
2005Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 175
paper
2005Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance.
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This paper has nother version. Agregated cites: 175
paper
2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: Journal of Finance.
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article21
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CESifo Working Paper Series.
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paper
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 21
paper
2019Stock markets assessment of monetary policy transmission: The cash flow effect.(2019) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 21
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2013Identification and Inference Using Event Studies In: Manchester School.
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article54
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 54
paper
2015Is Optimal Monetary Policy Always Optimal? In: CESifo Working Paper Series.
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paper12
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: CEPR Discussion Papers.
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paper
2015Is optimal monetary policy always optimal?.(2015) In: Research Working Paper.
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This paper has nother version. Agregated cites: 12
paper
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking.
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article
2015Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series.
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paper
2015Monetary Policy in Turkey after Central Bank Independence In: CESifo Working Paper Series.
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paper10
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 10
paper
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans.
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This paper has nother version. Agregated cites: 10
article
2015Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series.
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2019Measuring Euro Area Monetary Policy In: CESifo Working Paper Series.
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paper282
2019Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers.
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paper
2019Measuring euro area monetary policy.(2019) In: Working Paper Series.
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This paper has nother version. Agregated cites: 282
paper
2019Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 282
article
2019Measuring euro area monetary policy.(2019) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 282
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2020Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series.
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paper23
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 23
paper
2021Monetary policy surprises and exchange rate behavior.(2021) In: Journal of International Economics.
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This paper has nother version. Agregated cites: 23
article
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Chapters.
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This paper has nother version. Agregated cites: 23
chapter
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 23
paper
2020Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 23
paper
2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory In: CESifo Working Paper Series.
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paper3
2022Exchange rate and inflation under weak monetary policy: Turkey verifies theory.(2022) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 3
paper
2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
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article96
2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter
2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
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paper
2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
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article
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers.
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paper45
2005Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk.(2005) In: Working Paper Series.
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This paper has nother version. Agregated cites: 45
paper
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk.(2005) In: IZA Discussion Papers.
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This paper has nother version. Agregated cites: 45
paper
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2005) In: NBER Chapters.
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This paper has nother version. Agregated cites: 45
chapter
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2006) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 45
paper
2006Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers.
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paper122
2006Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 122
paper
2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
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paper110
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 110
paper
2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
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This paper has nother version. Agregated cites: 110
paper
2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
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This paper has nother version. Agregated cites: 110
paper
2011Convergence and Anchoring of Yield Curves in the Euro Area.(2011) In: The Review of Economics and Statistics.
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This paper has nother version. Agregated cites: 110
article
2013Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers.
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paper42
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
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article272
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 272
paper
2023Futures and options In: Chapters.
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chapter0
2023Banks In: Chapters.
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chapter0
2013Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models??The views expressed in this article are those of the authors. In: Advances in Econometrics.
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chapter0
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
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article111
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 111
paper
2004Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series.
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paper1076
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking.
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This paper has nother version. Agregated cites: 1076
article
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper.
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This paper has nother version. Agregated cites: 1076
paper
2005Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Computing in Economics and Finance 2005.
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This paper has nother version. Agregated cites: 1076
paper
2005Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics.
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This paper has nother version. Agregated cites: 1076
paper
2005Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series.
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paper29
2011How useful are estimated DSGE model forecasts? In: Finance and Economics Discussion Series.
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paper15
2007Devlet iç borçlanma senetleri için getiri eğrisi tahmini In: Iktisat Isletme ve Finans.
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article4
2006Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini.(2006) In: Working Papers.
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2009Türkiyede para politikasının aktarımı: Para politikasının mali piyasalara etkisi In: Iktisat Isletme ve Finans.
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article8
2010Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi In: Iktisat Isletme ve Finans.
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article1
2012Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi In: Iktisat Isletme ve Finans.
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article7
2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
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paper12
2005Comment on Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics In: NBER Chapters.
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chapter0
2002Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously In: NBER Chapters.
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chapter335
2001Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously.(2001) In: NBER Working Papers.
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This paper has nother version. Agregated cites: 335
paper
2009Comment on International Portfolios with Supply, Demand and Redistributive Shocks In: NBER Chapters.
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chapter0
2015Introduction In: International Economic Association Series.
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chapter0
2015Appropriate Policy Tools to Manage Capital Flow Externalities In: International Economic Association Series.
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chapter0
2014Inflation Experience and Inflation Expectations: Spatial Evidence In: 2014 Meeting Papers.
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paper0
2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
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paper2
2011Turkiyede Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi In: CBT Research Notes in Economics.
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paper1
2008Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi In: Working Papers.
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2010Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi In: Working Papers.
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paper1
2011Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi In: Working Papers.
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paper0
2010Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association.
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article239
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [with Comments] In: NBER International Seminar on Macroeconomics.
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article0
2005Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics [with Comments] In: NBER International Seminar on Macroeconomics.
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article0
2007International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments] In: NBER International Seminar on Macroeconomics.
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