Recently Published Papers

"Rationality and Forecasting Accuracy of Exchange Rate Expectations: Evidence from Survey-Based Forecasts",with Tanya Molodtsova, forthcoming in Journal of International Financial Markets, Institutions and Money, 2016 Latest Working Version

"Taylor Rule Deviations and Out-of-Sample Exchange Rate Predictability",with Tanya Molodtsova and David Papell, forthcoming in Journal of International Money and Finance, 2016 Latest Working Version

"Forecasting Exchange Rates Out-of-Sample with Panel Methods and Real-Time Data", Journal of International Money and Finance, 2014, vol. 43, 1-18 Latest Working Version

"The (Un)Reliability of Real-Time Output Gap Estimates with Revised Data", with David Papell, Economic Modelling, 2013, vol. 33, 713-721 Latest Working Version

 

Working Papers

"Stock Return Predictability and Taylor Rules", with Lei Jiang and Tanya Molodtsova, 2016, submitted

"Real-Time Out-of-Sample Exchange Rate Predictability" ,with Tanya Molodtsova, 2016, submitted

"Testing Uncovered Interest Rate Parity Using Survey-Based Expectations", with Levent Bulut and Tanya Molodtsova, 2016

 

Published Papers

"Effect of S&P500's return on emerging markets: Turkish experience" , with Hakan Berument, Applied Financial Economics Letters, 2005, vol. 1(1), 59-64

“Do Federal Reserve Policy Surprises Affect the Risk Perception in the Emerging Markets?” , with Umit Ozlale, Applied Financial Economics Letters, 2006, vol. 2(5), 329-332

"Success in Soccer and Economic Performance: Evidence from Besiktas-Turkey" , with Hakan Berument and Eray Yucel, International Review of Economics, 2006, vol. 53(2), 260-274