Yazar "Çekin, Semih Emre" için listeleme

Forecasting with second-order approximations and markov-switching DSGE models

Ivashchenko, Sergey; Çekin, Semih Emre; Kotze, Kevin; Gupta, Rangan (Springer, 2020)

This paper considers the out-of-sample forecasting performance of first- and second-order perturbation approximations for DSGE models that incorporate Markov-switching behaviour in the policy reaction function and the ...

Inflation persistence in Turkey: a TVP-estimation approach

Bilici, Berk; Çekin, Semih Emre (Elsevier B.V., 2020)

We analyze inflation dynamics in Turkey by estimating inflation persistence for the period 1990–2018. Inflation persistence is defined as the speed with which inflation returns to its equilibrium level (long-term mean) ...

Inflation targeting, fiscal policy, and the exchange rate regime

Çekin, Semih Emre (Routledge Journals, Taylor & Francis Ltd, 2018)

Until recently, Turkey's economy was characterized by high inflation, undisciplined public finance management, and a fragile banking system and experienced multiple economic crises. After the economy was hit by another ...

Inflation volatility and inflation in the wake of the great recession

Çekin, Semih Emre; Valcarcel, Victor J. (Physica-Verlag Gmbh & Co, 2020)

A reduced-form investigation reveals that the relationship between the level of inflation and its volatility in the USA may not have been monotonic. This paper quantifies a reversal of the relationship by considering linear ...

Influence of german monetary policymaking on the ECB: obstacle or opportunity?

Çekin, Semih Emre (Peter Lang Publishing Group, 2020)

Semih Emre Çekin Influence of German Monetary Policymaking on the ECB: Obstacle or Opportunity? “I certainly would not say that we are ‘just’ one of 17 central banks. We are the largest and most important central bank in ...

Measuring co-dependencies of economic policy uncertainty in Latin American countries using vine copulas

Çekin, Semih Emre; Pradhan, Ashis Kumar; Tiwari, Aviral Kumar; Gupta, Rangan (Elsevier Science Inc, 2020)

We analyze the dependence structure of economic policy uncertainty in four Latin American economies (Brazil, Chile, Colombia, Mexico) using vine copula modeling with various forms of tail dependence. Our results suggest ...

Monetary policy co-movement and spillover of shocks among BRICS economies

Çekin, Semih Emre; Geremew, Menelik S.; Marfatia, Hardik (Routledge Journals, Taylor & Francis Ltd, 2019)

The 2008 global financial crisis has revealed the possibility of cross-border spillover effects of domestic Monetary Policy (MP) on financial stability and capital flows around the world. Recognizing these facts, Central ...

The relationship between monetary policy and uncertainty in advanced economies: evidence from time- and frequency-domains

Çekin, Semih Emre; Hkiri, Besma; Tiwari, Aviral Kumar; Gupta, Rangan (Elsevier B.V., 2020)

In this work we offer new insight into the relationship between interest rates and uncertainty for several advanced economies (Canada, Euro Area, Japan, UK, US) for the period 2003?2018. For this purpose, we utilize wavelets, ...