Refet S. Gürkaynak : Citation Profile


Are you Refet S. Gürkaynak?

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

20

H index

26

i10 index

3991

Citations

RESEARCH PRODUCTION:

26

Articles

59

Papers

8

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 190
   Journals where Refet S. Gürkaynak has often published
   Relations with other researchers
   Recent citing documents: 495.    Total self citations: 49 (1.21 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu93
   Updated: 2023-01-28    RAS profile: 2023-01-22    
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Relations with other researchers


Works with:

Kısacıkoğlu, Burçin (11)

Lee, Sang Seok (10)

Brugnolini, Luca (5)

Altavilla, Carlo (5)

Kara, Hakan (5)

Wright, Jonathan (4)

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 (70)

Ehrmann, Michael (58)

Fratzscher, Marcel (47)

Swanson, Eric (43)

Altavilla, Carlo (40)

Wright, Jonathan (36)

Rudebusch, Glenn (33)

Rossi, Barbara (31)

Ozdagli, Ali (28)

Williams, John (27)

Hamilton, James (27)

Cites to:

Swanson, Eric (74)

Kuttner, Kenneth (31)

Galí, Jordi (28)

Gertler, Mark (25)

Rudebusch, Glenn (24)

Shiller, Robert (23)

Campbell, John (23)

Rigobon, Roberto (18)

Wright, Jonathan (17)

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
International Journal of Central Banking2
American Economic Review2
Journal of Monetary Economics2

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 Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Paper Series / Federal Reserve Bank of San Francisco4
Working Paper Series / European Central Bank2
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2

Recent works citing Refet S. Gürkaynak (2022 and 2021)


YearTitle of citing document
2021The incremental information in the yield curve about future interest rate risk. (2021). Veliyev, Bezirgen ; Kjar, Mads Markvart ; Christensen, Bent Jesper. In: CREATES Research Papers. RePEc:aah:create:2021-11.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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2022Age Structure and the Impact of Monetary Policy. (2022). Thapar, Aditi ; Leahy, John V. In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:14:y:2022:i:4:p:136-73.

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2022Overreaction and Diagnostic Expectations in Macroeconomics. (2022). Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Economic Perspectives. RePEc:aea:jecper:v:36:y:2022:i:3:p:223-44.

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2021The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Müller, Gernot ; Corsetti, Giancarlo ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060.

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2021Communication of Credit Rating Agencies and Financial Markets. (2021). Menna, Lorenzo ; Tobal, Martin. In: Working Papers. RePEc:aoz:wpaper:80.

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2021Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation. (2020). Rossi, Enzo ; Schomaker, Michael ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2003.02208.

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2021Identification and Inference Under Narrative Restrictions. (2021). Kitagawa, Toru ; Read, Matthew ; Giacomini, Raffaella. In: Papers. RePEc:arx:papers:2102.06456.

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2021US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2022Spillovers of US Interest Rates: Monetary Policy & Information Effects. (2021). Camara, Santiago. In: Papers. RePEc:arx:papers:2111.08631.

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2022Measuring Shocks to Central Bank Independence using Legal Rulings. (2022). Pfarrhofer, Michael ; Huber, Florian ; Griller, Stefan. In: Papers. RePEc:arx:papers:2202.12695.

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2022Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News. (2022). Pinchuk, Mykola. In: Papers. RePEc:arx:papers:2212.04525.

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2021The ECB and the Cost of Independence. Unearthing a New Doom-Loop in the European Monetary Union. (2021). Marozzi, Armando. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20152.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

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2021Yield curve modelling and forecasting in an undeveloped financial market: The case of Bulgaria. (2021). Makarieva, Martina. In: Economic Thought journal. RePEc:bas:econth:y:2021:i:2:p:61-83,84-104.

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2021A New Measure of Monetary Policy Shocks. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-29.

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2021Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Schaumburg, Julia ; Sekhposyan, Tatevik. In: Staff Working Papers. RePEc:bca:bocawp:21-4.

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2021Evaluating the Effects of Forward Guidance and Large-scale Asset Purchases. (2021). Zhang, XU. In: Staff Working Papers. RePEc:bca:bocawp:21-54.

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2022Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification. (2022). Ottonello, Pablo ; Song, Wenting. In: Staff Working Papers. RePEc:bca:bocawp:22-24.

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2022House Price Responses to Monetary Policy Surprises: Evidence from the U.S. Listings Data. (2022). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: Staff Working Papers. RePEc:bca:bocawp:22-39.

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2021Does information about current inflation affect expectations and decisions? Another look at Italian firms.. (2021). Rosolia, Alfonso. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1353_21.

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2022Oral FX Interventions in Emerging Markets: the Colombian case. (2022). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Sanchez -Jabba, Andres ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1194.

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2021The Dynamic Effects of the ECB’s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane. In: Working papers. RePEc:bfr:banfra:806.

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2021Does one (unconventional) size fit all? Effects of the ECBs unconventional monetary policies on the euro area economies. (2021). Pagliari, Maria Sole. In: Working papers. RePEc:bfr:banfra:829.

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2021Empirical Investigation of a Sufficient Statistic for Monetary Shocks. (2021). LE BIHAN, Hervé ; Gautier, Erwan ; Lippi, Francesco ; Ferrara, Andrea ; Alvarez, Fernando. In: Working papers. RePEc:bfr:banfra:839.

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2021Financial flows, macro-prudential policies, capital restrictions and institutions: what do gravity equations tell us?. (2021). Lecat, Remy ; Vanzhulova, Yuliya ; Peresa, Irena ; Garnier-Sauveplane, Albane ; Cosson, Antoine ; Bricongne, Jean-Charles. In: Working papers. RePEc:bfr:banfra:842.

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2022Climate Risk Measurement of Assets Eligible as Collateral for Refinancing Operations – Focus on Asset Backed Securities (ABS). (2022). Sestieri, Giulia ; Odendahl, Florens ; Istrefi, Klodiana. In: Working papers. RePEc:bfr:banfra:859.

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2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: Discussion Papers. RePEc:bir:birmec:21-02.

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2022Forward guidance and expectation formation: A narrative approach. (2022). Sutherland, Christopher S. In: BIS Working Papers. RePEc:bis:biswps:1024.

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2022What drives inflation? Disentangling demand and supply factors. (2022). Hofmann, Boris ; Eickmeier, Sandra. In: BIS Working Papers. RePEc:bis:biswps:1047.

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2021Fiscal regimes and the exchange rate. (2021). Cantu Garcia, Carlos ; Cavallino, Paolo ; Alberola-Ila, Enrique ; Mirkov, Nikola . In: BIS Working Papers. RePEc:bis:biswps:950.

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2021Are households indifferent to monetary policy announcements?. (2021). Schuffels, Johannes ; Lombardi, Marco ; De Fiore, Fiorella. In: BIS Working Papers. RePEc:bis:biswps:956.

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2022Monetary policy expectation errors. (2022). Schrimpf, Andreas ; Schmeling, Maik. In: BIS Working Papers. RePEc:bis:biswps:996.

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2022Modelling Monetary Surprises Impact on Exchange Rate in Euro Area: Role of Revision of Expectations. (2022). Bannikova, Victoria. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:81:y:2022:i:3:p:3-21.

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2021The effect of treasury auctions on 10?year Treasury note futures. (2021). Smales, Lee. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:s1:p:1517-1555.

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2021Impacts of COVID?19 and Price Transmission in U.S. Meat Markets. (2021). Ramsey, Austin ; Hahn, William ; Holt, Matthew T ; Goodwin, Barry K. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:3:p:441-458.

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2021Quantitative or Qualitative Forward Guidance: Does it Matter?. (2021). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gundaalexandra. In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:319:p:491-503.

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2021Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256.

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2022Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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2022Financial crises, banking regulations, and corporate financing patterns around the world. (2022). Oztekin, Ozde ; Gungoraydinoglu, Ali. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:3:p:506-539.

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2022Monetary Policy and Asset Valuation. (2022). Ludvigson, Sydney C ; Lettau, Martin ; Bianchi, Francesco. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:2:p:967-1017.

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2022Risk?Sharing and the Term Structure of Interest Rates. (2022). Schneider, Andres. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:4:p:2331-2374.

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2022Is the ECB’s conventional monetary policy state?dependent? An event study approach. (2022). Perdichizzi, Salvatore ; Torluccio, Giuseppe ; Cotugno, Matteo. In: Manchester School. RePEc:bla:manchs:v:90:y:2022:i:2:p:213-236.

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2021Convergence in Sovereign Debt Defaults: Quantifying the Roles of Institutions. (2021). Inekwe, John ; Bhattacharya, Mita. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:792-811.

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2021International Effects of Euro Area Forward Guidance. (2021). Siklos, Pierre ; Feldkircher, Martin ; Böck, Maximilian ; Bock, Maximilian. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:5:p:1066-1110.

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2022The Impact of Uncertainty Shocks: Evidence from Geopolitical Swings on the Korean Peninsula. (2022). Lee, Seohyun ; Ha, Jongrim ; So, Inhwan. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:1:p:21-56.

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2022Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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2022Euro Area Periphery Countries Fiscal Policy and Monetary Policy Surprises. (2022). Rottmann, Horst ; Hülsewig, Oliver ; Hulsewig, Oliver. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:3:p:544-568.

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2021Pricing Credit Risk for Mortgages: Credit Risk Spreads and Heterogeneity across Housing Markets. (2021). Giertz, Seth H ; Follain, James R ; Dunsky, Robert M. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:3:p:997-1032.

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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068.

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2021The interaction between macroprudential policy and monetary policy: Overview. (2021). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Sinha, Sonalika ; Pedrono, Justine ; Hills, Robert. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:1-19.

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2021The transmission of bank capital requirements and monetary policy to bank lending in Germany. (2021). Vogel, Ursula ; Imbierowicz, Bjorn ; Loffler, Axel. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:144-164.

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2021Macroprudential policy and the inward transmission of monetary policy: The case of Chile, Mexico, and Russia. (2021). Styrin, Konstantin ; Moreno, David ; Bush, Georgia ; Ushakova, Yulia ; Jara, Alejandro ; Gomez, Tomas. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:37-60.

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2021Le Pont de Londres: Interactions between monetary and prudential policies in cross?border lending. (2021). Sowerbutts, Rhiannon ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Bussiere, Matthieu ; Hills, Robert ; Pedrono, Justine. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:61-86.

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2021The interaction between macroprudential and monetary policies: The cases of Norway and Sweden. (2021). Grodecka-Messi, Anna ; Dinger, Valeriya ; Cao, Jin ; Zhang, Xin ; Juelsrud, Ragnar ; Grodeckamessi, Anna. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:1:p:87-116.

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2021Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim. In: Review of International Economics. RePEc:bla:reviec:v:29:y:2021:i:5:p:1221-1274.

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2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

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2021Can central bank communication help to stabilise inflation expectations?. (2021). Jung, Alexander ; Kuehl, Patrick. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:68:y:2021:i:3:p:298-321.

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2022Interest rate rules and inflation risks in a macro?finance model. (2022). Marsal, Ales ; Kaszab, Lorant ; Horvath, Roman. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:4:p:416-440.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2021Mark my words: the transmission of central bank communication to the general public via the print media. (2021). Munday, Tim ; Brookes, James. In: Bank of England working papers. RePEc:boe:boeewp:0944.

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2021Global spillovers of the Fed information effect. (2021). Szczepaniak, Andrzej ; Pinchetti, Marco. In: Bank of England working papers. RePEc:boe:boeewp:0952.

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2022A tale of two global monetary policies. (2022). Nenova, Tsvetelina ; Agrippino, Silvia Miranda ; Mirandaagrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0972.

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2022Monetary policy transmission during QE times: role of expectations and term premia channels. (2022). Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0978.

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2021Forward guidance with unanchored expectations. (2021). Gibbs, Chris ; Eusepi, Stefano ; Preston, Bruce. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_011.

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2022Monetary policy and inequality : The Finnish case. (2022). Gulan, Adam ; Silvo, Aino ; Maki-Franti, Petri ; Kilponen, Juha. In: Research Discussion Papers. RePEc:bof:bofrdp:2022_003.

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2021The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces. (2021). Skotida, Ifigeneia ; Argiri, Eleni. In: Economic Bulletin. RePEc:bog:econbl:y:2021:i:54:p:23-57.

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2022The effects of Federal Reserves quantitative easing and balance sheet normalization policies on long-term interest rates. (2022). Georgiou, Evangelia A ; Brissimis, Sophocles N. In: Working Papers. RePEc:bog:wpaper:299.

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2021The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2021). Benchimol, Jonathan ; Ben-Ze'Ev Noam, ; Yossi, Saadon ; Sigal, Ribon ; Michael, Kahn ; Inon, Gamrasni ; Yitzchak, Shizgal ; Asaf, Segal. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2021.02.

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2022The Term Structure of Inflation at Risk: A Panel Quantile Regression Approach. (2022). Norimasa, Yoshihiko ; Makabe, Yoshibumi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e04.

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2021Unconventional Monetary Policy in the Euro Area: A Tale of Three Shocks. (2021). Marsi, Antonio ; Fanelli, Luca. In: Working Papers. RePEc:bol:bodewp:wp1164.

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2021Modeling House Price Synchronization across the U.S. States and their Time-Varying Macroeconomic Linkages. (2021). Hardik, Marfatia. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:73-117:n:1.

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2021The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Corsetti, Giancarlo ; Mller, G J ; Kuester, K. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2109.

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2022Causal effects of the Feds large-scale asset purchases on firms capital structure. (2022). Pesaran, M H ; Nocera, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2224.

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2021What triggers stock market jumps?. (2021). Davis, Steven ; bloom, nicholas ; Sammon, Marco ; Baker, Scott R. In: CEP Discussion Papers. RePEc:cep:cepdps:dp1789.

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2022Unemployment in the Euro Area and Unconventional Monetary Policy Surprises. (2022). Hülsewig, Oliver ; Rottmann, Horst ; Hulsewig, Oliver. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10091.

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2021Point Targets, Tolerance Bands, or Target Ranges? Inflation Target Types and the Anchoring of Inflation Expectations. (2021). Ehrmann, Michael. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9034.

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2021Interest Rate Skewness and Biased Beliefs. (2021). Chernov, Mikhail ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9150.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2022Inclusive Monetary Policy: How Tight Labor Markets Facilitate Broad-Based Employment Growth. (2022). Weber, Michael ; Matsa, David ; Bergman, Nittai K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9512.

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2022Monetary Policy and Asset Price Overshooting: A Rationale for the Wall/Main Street Disconnect. (2022). Simsek, Alp ; Caballero, Ricardo J. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9632.

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2022A Reassessment of Monetary Policy Surprises and High-Frequency Identification. (2022). Swanson, Eric T ; Bauer, Michael D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9642.

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2022Forecasting Inflation with a Zero Lower Bound or Negative Interest Rates: Evidence from Point and Density Forecasts. (2022). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9687.

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2022Causal Effects of the Feds Large-Scale Asset Purchases on Firms Capital Structure. (2022). Pesaran, Hashem M ; Nocera, Andrea . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9695.

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2021High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review). (2021). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf530.

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2022COVID-19 and Suicide in Japan. (2022). Sunakawa, Takeki ; Nakata, Taisuke ; Fujii, Daisuke ; Batista, Quentin. In: CARF F-Series. RePEc:cfi:fseres:cf542.

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2021A Tale of Two Global Monetary Policies. (2021). Nenova, Tsvetelina ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:2117.

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2021Rigid High Street, Flexible Wall Street. (2021). Sustek, Roman. In: Discussion Papers. RePEc:cfm:wpaper:2122.

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2021Monetary Policy Surprises in Chile: Measurement & Real Effects. (2021). Saffie, Felipe ; Pasten, Ernesto ; Guzman, Daniel ; Fernandez, Andres ; Aruoba, Boragan. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:921.

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2022Efectos de la comunicación del banco central sobre el desacuerdo en las expectativas de la tasa de política monetaria: evidencias para Colombia. (2022). Anzoátegui Zapata, Juan ; Galvis, Juan Camilo. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020559.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Trede, Mark ; Mutschler, Willi ; Guljanov, Gaygysyz. In: Dynare Working Papers. RePEc:cpm:dynare:078.

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2021Who Talks During Monetary Policy Quiet Periods, and Why? Evidence from the European Central Banks Governing Council. (2021). Rieder, Kilian ; Gnan, Phillipp. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15735.

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2021The Puzzling Change in the International Transmission of U.S. Macroeconomic Policy Shocks. (2021). Ilzetzki, Ethan. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15740.

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2021The Voice of Monetary Policy. (2021). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15932.

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2021What Moves Treasury Yields?. (2021). Moench, Emanuel ; Siavash, Soroosh Soofi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15978.

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2022Pruned Skewed Kalman Filter and Smoother: With Application to the Yield Curve. (2022). Mutschler, Willi ; Trede, Mark ; Guljanov, Gaygysyz. In: CQE Working Papers. RePEc:cqe:wpaper:10122.

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2022Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322.

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2022How Central Bank Mandates Influence Content and Tone of Communication Over Time. (2022). Bohl, Martin T ; Siklos, Pierre L ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:9622.

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2021Beyond the Interest Rate Pass-through: Monetary Policy and Banks Interest Rates during the Effective Lower Bound. (2021). Labondance, Fabien ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2021-03.

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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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article24
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 24
paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 24
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 another version. Agregated cites: 24
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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article477
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
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article156
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 156
paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
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article174
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 174
paper
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
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article214
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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paper
2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 214
paper
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity.
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article129
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers?.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 129
paper
2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK In: Journal of Economic Surveys.
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article162
2005Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 162
paper
2005Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance.
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This paper has another version. Agregated cites: 162
paper
2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: Journal of Finance.
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article11
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CESifo Working Paper Series.
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This paper has another version. Agregated cites: 11
paper
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11
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 another version. Agregated cites: 11
paper
2013Identification and Inference Using Event Studies In: Manchester School.
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article48
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 48
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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This paper has another version. Agregated cites: 12
paper
2015Is optimal monetary policy always optimal?.(2015) In: Research Working Paper.
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This paper has another version. Agregated cites: 12
paper
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking.
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This paper has another version. Agregated cites: 12
article
2015Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 12
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 another version. Agregated cites: 10
paper
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans.
[Citation analysis]
This paper has another version. Agregated cites: 10
article
2015Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 10
paper
2019Measuring Euro Area Monetary Policy In: CESifo Working Paper Series.
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paper202
2019Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 202
paper
2019Measuring euro area monetary policy.(2019) In: Working Paper Series.
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paper
2019Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics.
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article
2019Measuring euro area monetary policy.(2019) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 202
paper
2020Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series.
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paper14
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2021Monetary policy surprises and exchange rate behavior.(2021) In: Journal of International Economics.
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This paper has another version. Agregated cites: 14
article
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Chapters.
[Citation analysis]
This paper has another version. Agregated cites: 14
chapter
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers.
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This paper has another version. Agregated cites: 14
paper
2020Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 14
paper
2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory In: CESifo Working Paper Series.
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paper1
2022Exchange rate and inflation under weak monetary policy: Turkey verifies theory.(2022) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]
article90
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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This paper has another version. Agregated cites: 90
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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This paper has another version. Agregated cites: 90
paper
2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
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This paper has another version. Agregated cites: 90
article
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers.
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paper43
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 another version. Agregated cites: 43
paper
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk.(2005) In: IZA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
paper
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2005) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
chapter
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43
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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paper102
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 another version. Agregated cites: 102
paper
2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
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paper107
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
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This paper has another version. Agregated cites: 107
paper
2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 107
paper
2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 107
paper
2013Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers.
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paper41
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]
article250
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 250
paper
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
[Full Text][Citation analysis]
article111
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another 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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paper973
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 another version. Agregated cites: 973
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 another version. Agregated cites: 973
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.
[Citation analysis]
This paper has another version. Agregated cites: 973
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 another version. Agregated cites: 973
paper
2005Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series.
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paper26
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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This paper has another version. Agregated cites: 4
paper
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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chapter331
2001Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 331
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
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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paper3
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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article220
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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