Refet S. Gürkaynak : Citation Profile

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

23

H index

27

i10 index

5109

Citations

RESEARCH PRODUCTION:

29

Articles

63

Papers

11

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   24 years (2001 - 2025). See details.
   Cites by year: 212
   Journals where Refet S. Gürkaynak has often published
   Relations with other researchers
   Recent citing documents: 489.    Total self citations: 52 (1.01 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu93
   Updated: 2026-01-10    RAS profile: 2025-12-09    
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Relations with other researchers

Works with:

Kısacıkoğlu, Burçin (8)

Lee, Sang Seok (7)

Kara, Hakan (5)

Altavilla, Carlo (3)

bilbiie, florin (2)

Galaasen, Sigurd (2)

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 (92)

Ehrmann, Michael (63)

Rudebusch, Glenn (48)

Altavilla, Carlo (48)

Fratzscher, Marcel (46)

Swanson, Eric (46)

Wright, Jonathan (42)

Bauer, Michael (39)

Nautz, Dieter (37)

Rossi, Barbara (36)

Creel, Jerome (33)

Cites to:

Swanson, Eric (78)

Kuttner, Kenneth (34)

Galí, Jordi (33)

Gertler, Mark (28)

Campbell, John (26)

Rudebusch, Glenn (26)

Shiller, Robert (25)

Bernanke, Ben (18)

Rigobon, Roberto (18)

Wright, Jonathan (18)

Svensson, Lars (17)

Main data

Where Refet S. Gürkaynak has published?

Journals with more than one article published# docs
Iktisat Isletme ve Finans5
Journal of Monetary Economics4
NBER International Seminar on Macroeconomics3
American Economic Review2
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
NBER Working Papers / National Bureau of Economic Research, Inc4
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Paper Series / Federal Reserve Bank of San Francisco4
Working Paper Series / European Central Bank3
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2

Recent works citing Refet S. Gürkaynak (2025 and 2024)

YearTitle of citing document
2024Examining Inflation Expectations within Asian Economies: Application of Wavelet Quantile Analysis towards Assessing Monetary Policy Credibility. (2024). Ul, Khaliq ; Ghouse, Ghulam. In: Journal of Economic Impact. RePEc:adx:journl:v:6:y:2024:i:1:p:70-80.

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2025Global Financial Spillovers of ChineseMacroeconomic Surprises. (2025). Turen, Javier ; Gutierrez, Camila ; Vicondoa, Alejandro. In: Working Papers. RePEc:aoz:wpaper:366.

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2025When do common time series estimands have nonparametric causal meaning?. (2025). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2024High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks. (2024). Pfarrhofer, Michael ; Stelzer, Anna. In: Papers. RePEc:arx:papers:1912.03158.

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2024US Spillovers of US Monetary Policy: Information effects & Financial Flows. (2024). Camara, Santiago. In: Papers. RePEc:arx:papers:2108.01026.

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2024Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets. (2024). Bonomi, Giampaolo ; Uppal, Ali. In: Papers. RePEc:arx:papers:2305.08958.

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2024Essays on Responsible and Sustainable Finance. (2024). Malakar, Baridhi. In: Papers. RePEc:arx:papers:2406.12995.

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2025Identification and Estimation of Causal Effects in High-Frequency Event Studies. (2024). McCloskey, Adam ; Casini, Alessandro. In: Papers. RePEc:arx:papers:2406.15667.

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2024Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy. (2024). Holban, Iones Kelanemer. In: Papers. RePEc:arx:papers:2406.19938.

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2024Wild inference for wild SVARs with application to heteroscedasticity-based IV. (2024). Polbin, Andrey ; Karamysheva, Madina ; Gafarov, Bulat ; Skrobotov, Anton. In: Papers. RePEc:arx:papers:2407.03265.

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2024Sentiment Analysis of State Bank of Pakistans Monetary Policy Documents and its Impact on Stock Market. (2024). Lohano, Heman Das ; Karim, Aabid. In: Papers. RePEc:arx:papers:2408.03328.

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2025Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy. (2024). Barigozzi, Matteo ; Tonni, Lorenzo ; Lissona, Claudio. In: Papers. RePEc:arx:papers:2410.05082.

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2024The Transmission of Monetary Policy via Common Cycles in the Euro Area. (2024). Pruser, Jan ; Berend, Lukas. In: Papers. RePEc:arx:papers:2410.05741.

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2024Bounded Rationality in Central Bank Communication. (2024). Lee, Choong Lyol ; Kim, Wonseong. In: Papers. RePEc:arx:papers:2411.04286.

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2025Construct to Commitment: The Effect of Narratives on Economic Growth. (2025). Man, YI ; Jiang, Hanyuan. In: Papers. RePEc:arx:papers:2504.21060.

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2025Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs. (2025). Korobilis, Dimitris. In: Papers. RePEc:arx:papers:2505.06649.

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2025Green Shields: The Role of ESG in Uncertain Time. (2025). Stasiulaitis, Dominykas ; Kansoy, Fatih. In: Papers. RePEc:arx:papers:2506.02143.

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2025Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830.

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2025The Interaction Between Domestic Monetary Policy and Macroprudential Policy in Israel. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Gamrasni, Inon ; Kahn, Michael ; Ribon, Sigal ; Ben-Ze, Noam ; Segal, Asaf ; Shizgal, Yitzchak. In: Papers. RePEc:arx:papers:2508.07082.

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2025Interpreting the Interpreter: Can We Model post-ECB Conferences Volatility with LLM Agents?. (2025). Collodel, Umberto. In: Papers. RePEc:arx:papers:2508.13635.

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2025Disentangling the Distributional Effects of Financial Shocks in the Euro Area. (2025). Gagliardi, Elena Scola ; Tancioni, Massimiliano ; Ciganovi, Milovs. In: Papers. RePEc:arx:papers:2510.11289.

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2024Perceived shocks and impulse responses. (2024). Giacomini, Raffaella ; Lu, Jason ; Smetanina, Katja. In: CeMMAP working papers. RePEc:azt:cemmap:21/24.

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2025España | Los cortos retardos de la política monetaria. (2025). Ortiz, Alvaro ; Duarte, Joao ; Corsetti, Giancarlo ; Carvalho, Vasco ; Buda, Gergely ; Hansen, Stephen ; da Silva, Afonso Pereira ; Rodrguez, Jos V ; Rodrigo, Tomasa. In: Working Papers. RePEc:bbv:wpaper:2502.

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2025España | Los breves desfases de la Política Monetaria. (2025). Research, Bbva. In: Working Papers. RePEc:bbv:wpaper:2508.

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2024U.S. Macroeconomic News and Low-Frequency Changes in Small Open Economies’ Bond Yields. (2024). Sekkel, Rodrigo ; Feunou, Bruno ; Nongni-Donfack, Morvan ; Xing, Bingxin Ann. In: Staff Working Papers. RePEc:bca:bocawp:24-12.

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2025On-the-run Premia, Settlement Fails, and Central Bank Access. (2025). Schneider, Fabienne. In: Staff Working Papers. RePEc:bca:bocawp:25-19.

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2025Demand-Driven Risk Premia in Foreign Exchange and Bond Markets. (2025). Yang, Jun ; Uthemann, Andreas ; Vala, Rishi ; Krohn, Ingomar. In: Staff Working Papers. RePEc:bca:bocawp:25-29.

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2025Money Talks: How Foreign and Domestic Monetary Policy Communications Move Financial Markets. (2025). Zhang, Xu ; Sekkel, Rodrigo ; Stern, Henry. In: Staff Working Papers. RePEc:bca:bocawp:25-33.

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2024The impact of macroeconomic and monetary policy shocks on the default risk of the euro-area corporate sector. (2024). PARLAPIANO, FABIO ; lo Duca, Marco ; Moccero, Diego. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1460_24.

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2025What drives policy rate expectations? Evidence from the post-pandemic monetary policy cycle. (2025). Bernardini, Marco ; Baldo, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1500_25.

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2024Information Effects of US Monetary Policy Announcements on Emerging Economies: Evidence from Mexico. (2024). Ibarra, Raul ; Carrillo, Julio ; Alba, Carlos. In: Working Papers. RePEc:bdm:wpaper:2024-14.

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2025Monetary Policy, Property Prices and Rents: Evidence from Local Housing Markets. (2025). Syrichas, Nicolas ; Groiss, Martin. In: Berlin School of Economics Discussion Papers. RePEc:bdp:dpaper:0058.

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2025The Shadow Rate Model: Let’s Make it Real!. (2025). Renne, Jean-Paul ; Guilloux-Nefussi, Sophie ; Golinski, Adam. In: Working papers. RePEc:bfr:banfra:1014.

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2025When does Monetary Policy Matter? Policy Stance vs. Term Premium News. (2025). Herbert, Sylvrie ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:1017.

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2024Global Value Chains and the Phillips Curve: a Challenge for Monetary Policy. (2024). Siena, Daniele ; Florio, Anna ; Zago, Riccardo. In: Working papers. RePEc:bfr:banfra:970.

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2025On the Distributional Effects of Conventional Monetary Policy and Forward Guidance. (2025). Meichtry, Pascal ; Mangiante, Giacomo. In: Working papers. RePEc:bfr:banfra:996.

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2025The Signaling Effects of Tightening and Easing Monetary Policy. (2025). Hubert, Paul ; Portier, Rose. In: Working papers. RePEc:bfr:banfra:999.

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2025The heterogeneous impact of monetary policy announcements on firms financial outcomes. (2025). Of, Central Bank. In: BIS Papers chapters. RePEc:bis:bisbpc:157-21.

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2025Monetary policy for the green transition. (2025). Reichlin, Lucrezia ; Fornaro, Luca ; Guerrieri, Veronica. In: BIS Papers. RePEc:bis:bisbps:160.

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2025Corporate debt structure and heterogeneous monetary policy transmission. (2025). Alder, Marie ; Coimbra, Nuno ; Szczerbowicz, Urszula. In: IFC Bulletins chapters. RePEc:bis:bisifc:65-15.

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2024House price responses to monetary policy surprises: evidence from US listings data. (2024). Kudlyak, Marianna ; Kryvtsov, Oleksiy ; Gorea, Denis. In: BIS Working Papers. RePEc:bis:biswps:1212.

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2025Monetary policy and the secular decline in long-term interest rates: A global perspective. (2025). Hofmann, Boris ; Li, Zehao ; Yeung, Steve Pak. In: BIS Working Papers. RePEc:bis:biswps:1252.

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2025Monetary policy and earnings inequality: inflation dependencies. (2025). Rottner, Matthias ; Merikll, Jaanika. In: BIS Working Papers. RePEc:bis:biswps:1271.

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2024Reassessing the Effectiveness and Transmission of Monetary Policy: Review of the Jackson Hole Economic Policy Symposium. (2024). Ivanova, Nadezhda ; Sinyakov, Andrey ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:119-144.

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2024Estimation of Multidimensionality of Monetary Policy Using High-Frequency Data. (2024). Bannikova, Victoria. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:83:y:2024:i:4:p:3-26.

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2025Estimation and Forecasting of Russian Money Market Yield Curves. (2025). Magzhanov, Timur ; Fedorov, Dmitry ; Kartaev, Philipp. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:84:y:2025:i:2:p:36-64.

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2024ECB monetary policy communication events: Do they move euro area yields?. (2024). Kaminskas, Rokas ; Jurkas, Linas ; Vasiliauskait, Deimant. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:76:y:2024:i:2:p:596-625.

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2024Does membership of the EMU matter for economic and financial outcomes?. (2024). Song, Suyong ; Kishor, N ; Ardakani, Omid M. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:42:y:2024:i:3:p:416-447.

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2024Inflation surprises in a New Keynesian economy with a “true” consumption function. (2024). Tamborini, Roberto. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:3:p:1192-1215.

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2024Debt, deficits and interest rates. (2024). Cotton, Christopher. In: Economica. RePEc:bla:econom:v:91:y:2024:i:363:p:911-943.

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2025Monetary policy communication shocks and the macroeconomy. (2025). Kolb, Benedikt ; Goodhead, Robert. In: Economica. RePEc:bla:econom:v:92:y:2025:i:365:p:173-198.

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2024Can we Use High‐Frequency Data to Better Understand the Effects of Monetary Policy and its Communication? Yes and No!. (2024). Haque, Qazi ; Hambur, Jonathan. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:328:p:3-43.

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2024Impacts of Monetary Policy Shocks on Inflation and Output in New Zealand. (2024). Kirkby, Robert ; Vu, Huong Ngoc. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:160-187.

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2024Revisiting the Macroeconomic Effects of Monetary Policy Shocks. (2024). Haque, Qazi ; Doko Tchatoka, Firmin. In: The Economic Record. RePEc:bla:ecorec:v:100:y:2024:i:329:p:234-259.

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2024Bubble detective: City‐level analysis of house price cycles. (2024). Cevik, Serhan ; Naik, Sadhna. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:2-16.

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2024International monetary spillovers to frontier financial markets: Evidence from Bangladesh. (2024). Rahman, Md Rashedur ; Schaffer, Matthew. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:81-100.

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2024Central bank communication and social media: From silence to Twitter. (2024). Romelli, Davide ; Peia, Oana ; Masciandaro, Donato. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:365-388.

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2024Interest Rate Skewness and Biased Beliefs. (2024). Chernov, Mikhail ; Bauer, Michael. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:1:p:173-217.

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2024Patent protection, externalities, and income inequality. (2024). Hung, Hsiaowen ; Kao, Hengchuan. In: Manchester School. RePEc:bla:manchs:v:92:y:2024:i:5:p:466-493.

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2025Re-visiting the Relationship Between Oil Prices and Monetary Policy. (2025). Bjørnland, Hilde ; Haolz, Jonas ; Cross, Jamie L ; Bjaornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0139.

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2024The unequal distribution of credit: Is there any role for monetary policy?. (2024). Ligonnière, Samuel ; Ouerk, Salima. In: French Stata Users' Group Meetings 2024. RePEc:boc:fsug24:08.

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2024Controls, not shocks: estimating dynamic causal effects in macroeconomics. (2024). Manuel, Ed ; Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:1079.

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2024The effects of macroprudential policy announcements on systemic risk. (2024). Bluwstein, Kristina ; Patozi, Alba. In: Bank of England working papers. RePEc:boe:boeewp:1080.

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2025Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114.

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2024Exchanges for government bonds? Evidence during COVID-19. (2024). Nathan, Daniel ; Kutai, Ari ; Wittwer, Milena. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.03.

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2024Monetary Policy and the Mutual Fund Market: Funding and Liquidity. (2024). Stein, Roy ; Ribon, Sigal ; Ben-Zeev, Noam. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2024.11.

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2025Monetary Policy, Fear, and the Stock Market. (2025). Borenstein, Eliezer. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2025.03.

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2024Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23.

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2025The Impact of Negative Interest Rate Policy on Interest Rate Formation and Lending. (2025). Ito, Yuichiro ; Haba, Shunsuke ; Kasai, Yoshiyasu. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp25e01.

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2024Understanding Firm Dynamics with Daily Data. (2024). Rostam-Afschar, Davud ; Hack, Lukas. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2024_593.

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2025Assortative Matching, Interbank Markets, and Monetary Policy. (2025). Saidi, Farzad ; Jamilov, Rustam ; Bittner, Christian. In: CRC TR 224 Discussion Paper Series. RePEc:bon:boncrc:crctr224_2025_642.

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2024Merging Structural and Reduced-Form Models for Forecasting. (2024). Piersanti, Fabio Massimo ; onorante, luca ; Martinez-Martin, Jaime ; Massimo, Piersanti Fabio ; Luca, Onorante ; Richard, Morris ; Jaime, Martinez-Martin. In: The B.E. Journal of Macroeconomics. RePEc:bpj:bejmac:v:24:y:2024:i:1:p:399-437:n:2.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; Rodrigo, T ; da Silva, Alves G ; Rodraiguez, J V ; Moura, A S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2509.

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2025The Short Lags of Monetary Policy. (2025). Ortiz, Alvaro ; Duarte, Joao ; Moura, A S ; Hansen, S ; Corsetti, G ; Carvalho, V M ; Buda, G ; da Silva, Alves G ; Rodraiguez, J V ; Rodrigo, T. In: Janeway Institute Working Papers. RePEc:cam:camjip:2504.

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2025Monetary Policy Pass-Through to Lending Rates: Evidence from the Irish Central Credit Register. (2025). Lukamanova, Elizaveta ; Goncharenko, Roman. In: Economic Letters. RePEc:cbi:ecolet:1/el/25.

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2025A Quick Stress Testing Methodology for Irish Banks. (2025). Mugrabi, Farah ; Lyons, Paul ; de Comres, Quentin Bro. In: Research Technical Papers. RePEc:cbi:wpaper:17/rt/25.

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2025Non-bank Lenders to SMEs: Sensitivity to Financial Conditions. (2025). Giuliana, Raffaele ; Reddan, Paul. In: Research Technical Papers. RePEc:cbi:wpaper:5/rt/25.

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2025Details Matter: Loan Pricing and Transmission of Monetary Policy in the Euro Area. (2025). Petroulakis, Filippos ; Lalinsky, Tibor ; Bredl, Sebastian ; Lukmanova, Elizaveta ; Lampousis, Athanasios ; Kunzmann, Vanessa ; Horky, Florian Matthias ; Giovannini, Massimo ; Benkovskis, Konstantins ; Anyfantaki, Sofia ; Vilerts, Karlis ; Zutis, Klavs. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/25.

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2024What’s so Inconvenient About TIPS?. (2024). Lee, Sukjoon ; Herrenbrueck, Lucas ; Geromichalos, Athanasios. In: Working Papers. RePEc:cda:wpaper:364.

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2024When Should Central Banks Fear Inflation Expectations?. (2024). Tamborini, Roberto ; Mazzocchi, Ronny ; Gobbi, Lucio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10966.

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2024Anchoring Households’ Inflation Expectations When Inflation Is High. (2024). Dräger, Lena ; Drager, Lena ; Nghiem, Giang ; Dalloul, Ami. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11042.

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2024Green Stocks and Monetary Policy Shocks: Evidence from Europe. (2024). Bauer, Michael ; Rudebusch, Glenn D ; Offner, Eric A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11552.

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2024The Transmission of Monetary Policy to the Cost of Hedging. (2024). Koeniger, Winfried ; Fengler, Matthias ; Minger, Stephan. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11556.

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2024Categorical Thinking About Interest Rates. (2024). Wang, Chen ; Townsend, Richard ; Shue, Kelly. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11558.

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2025The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777.

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2025Gasoline Price Expectations as a Transmission Channel for Gasoline Price Shocks. (2025). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11924.

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2025Defining Current and Expected Financial Constraints Using AI: Reinterpreting the Cash Flow Sensitivity of Cash. (2025). Görtz, Christoph ; Grtz, Christoph ; Cho, Rachel ; Schrder, Max ; McGowan, Danny. In: CESifo Working Paper Series. RePEc:ces:ceswps:_12054.

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2024Controls, Not Shocks: Estimating Dynamic Causal Effects in Macroeconomics. (2024). Manuel, Ed ; Lloyd, Simon. In: Discussion Papers. RePEc:cfm:wpaper:2422.

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2024Geopolitical Risk and Inflation: The Role of Energy Markets. (2024). Pinchetti, Marco. In: Discussion Papers. RePEc:cfm:wpaper:2431.

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2024Do Deficits Cause Inflation? A High Frequency Narrative Approach. (2024). Hobler, Stephan ; Hazell, Jonathon. In: Discussion Papers. RePEc:cfm:wpaper:2439.

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2024UIP Deviations: Insights from Event Studies. (2024). Romero, Damian ; Claro, Sebastian ; Ceballos, Luis ; Albagli, Elias. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1007.

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2024Is the Information Channel of Monetary Policy Alive in Emerging Markets?. (2024). Garcia-Schmidt, Mariana. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1017.

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2024Monetary policy rules: the market’s view.. (2024). Mangiante, Giacomo ; Masolo, Riccardo M. ; Di Pace, Federico. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def137.

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2025Changes in Inflation Expectations and Firm Performance during Recent Global Economic Shocks. (2025). Selmi, Refk. In: Annals of Economics and Finance. RePEc:cuf:journl:y:2025:v:26:i:2:selmi.

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2025The term structure of interest rates in a noisy information model. (2025). McNeil, James ; Coulombe, Raphaelle G. In: Working Papers. RePEc:dal:wpaper:daleconwp2025-01.

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2024Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084.

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2024Friend, Not Foe - Energy Prices and European Monetary Policy. (2024). Kriwoluzky, Alexander ; Ider, Gokhan ; Kurcz, Frederik ; Schumann, Ben. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2089.

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2024Avoiding Unintentionally Correlated Shocks in Procy Vector Autoregressive Analysis. (2024). McNeil, James ; Lütkepohl, Helmut ; Bruns, Martin ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2095.

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2024Interest Rates, Convenience Yields, and Inflation Expectations: Drivers of US Dollar Exchange Rates. (2024). Bernoth, Kerstin ; Trienens, Lasse ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2100.

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2025Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk. (2025). Bernoth, Kerstin. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2137.

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2024Fiscal Policy and Inflation in the Euro Area. (2024). Ascari, Guido ; Smadu, Andra ; Mori, Lorenzo ; Bonam, Dennis. In: Working Papers. RePEc:dnb:dnbwpp:820.

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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.
[Full Text][Citation analysis]		article48
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 nother version. Agregated cites: 48		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 nother version. Agregated cites: 48		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: 48		paper
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
[Full Text][Citation analysis]		article585
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article193
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: 193		paper
2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article199
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 199		paper
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article233
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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This paper has nother version. Agregated cites: 233		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: 233		paper
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article141
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: 141		paper
2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article195
2005Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 195		paper
2005Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance.
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This paper has nother version. Agregated cites: 195		paper
2022Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: Journal of Finance.
[Full Text][Citation analysis]		article45
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CESifo Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		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: 45		paper
2013Identification and Inference Using Event Studies In: Manchester School.
[Full Text][Citation analysis]		article63
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 63		paper
2025HANKSSON In: Cambridge Working Papers in Economics.
[Full Text][Citation analysis]		paper0
2025HANKSSON.(2025) In: Janeway Institute Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2015Is Optimal Monetary Policy Always Optimal? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper14
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 14		paper
2015Is optimal monetary policy always optimal?.(2015) In: Research Working Paper.
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This paper has nother version. Agregated cites: 14		paper
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2015Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series.
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This paper has nother version. Agregated cites: 14		paper
2015Monetary Policy in Turkey after Central Bank Independence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper15
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans.
[Citation analysis]
This paper has nother version. Agregated cites: 15		article
2015Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2019Measuring Euro Area Monetary Policy In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper450
2019Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
2019Measuring euro area monetary policy.(2019) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
2019Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		article
2019Measuring euro area monetary policy.(2019) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 450		paper
2020Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper30
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2021Monetary policy surprises and exchange rate behavior.(2021) In: Journal of International Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		article
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Chapters.
[Citation analysis]
This paper has nother version. Agregated cites: 30		chapter
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2020Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		paper
2022Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper5
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: 5		paper
2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article101
2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		chapter
2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		paper
2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 101		article
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper46
2005Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk.(2005) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 46		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 nother version. Agregated cites: 46		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 nother version. Agregated cites: 46		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 nother version. Agregated cites: 46		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.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper122
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		paper
2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 122		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: 122		article
2013Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper44
2024Macro and micro of external finance premium and monetary policy transmission In: Working Paper Series.
[Full Text][Citation analysis]		paper5
2024Macro and micro of external finance premium and monetary policy transmission.(2024) In: Journal of Monetary Economics.
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This paper has nother version. Agregated cites: 5		article
2024A research program on monetary policy for Europe In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article3
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article312
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 312		paper
2023Futures and options In: Chapters.
[Full Text][Citation analysis]		chapter0
2023Banks In: Chapters.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		chapter0
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
[Full Text][Citation analysis]		article87
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper64
2004Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper1280
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1280		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: 1280		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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2005Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1280		paper
2005Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper31
2011How useful are estimated DSGE model forecasts? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper14
2007Devlet iç borçlanma senetleri için getiri eğrisi tahmini In: Iktisat Isletme ve Finans.
[Citation analysis]		article4
2006Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini.(2006) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2009Türkiyede para politikasının aktarımı: Para politikasının mali piyasalara etkisi In: Iktisat Isletme ve Finans.
[Citation analysis]		article8
2010Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi In: Iktisat Isletme ve Finans.
[Citation analysis]		article1
2012Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi In: Iktisat Isletme ve Finans.
[Citation analysis]		article7
2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper13
2005Comment on Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2002Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously In: NBER Chapters.
[Full Text][Citation analysis]		chapter343
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: 343		paper
2009Comment on International Portfolios with Supply, Demand and Redistributive Shocks In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2015Introduction In: International Economic Association Series.
[Citation analysis]		chapter0
2015Appropriate Policy Tools to Manage Capital Flow Externalities In: International Economic Association Series.
[Citation analysis]		chapter0
2014Inflation Experience and Inflation Expectations: Spatial Evidence In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper0
2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper2
2011Turkiyede Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper1
2008Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi In: Working Papers.
[Full Text][Citation analysis]		paper3
2010Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article267
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [with Comments] In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]		article1
2005Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics [with Comments] In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]		article0
2007International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments] In: NBER International Seminar on Macroeconomics.
[Full Text][Citation analysis]		article5

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