Refet S. Gürkaynak

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Affiliations

• Centre for Economic Policy Research (CEPR) (weight: 5%)
  • EDIRC entry
  • location:
• Bilkent Üniversitesi / İktisat Bölümü (weight: 95%)
  • EDIRC entry
  • location:

Research profile

author of:

• Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises (RePEc:aea:aecrev:v:110:y:2020:i:12:p:3871-3912)
  by Refet S. Gürkaynak & Burçin Kisacikoğlu & Jonathan H. Wright
• The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (RePEc:aea:aecrev:v:95:y:2005:i:1:p:425-436)
  by Refet S. Gürkaynak & Brian Sack & Eric Swanson
• The TIPS Yield Curve and Inflation Compensation (RePEc:aea:aejmac:v:2:y:2010:i:1:p:70-92)
  by Refet S. Gürkaynak & Brian Sack & Jonathan H. Wright
• Macroeconomics and the Term Structure (RePEc:aea:jeclit:v:50:y:2012:i:2:p:331-67)
  by Refet S. Gürkaynak & Jonathan H. Wright
• Market-Based Measures of Monetary Policy Expectations (RePEc:bes:jnlbes:v:25:y:2007:p:201-212)
  by Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P.
• How Useful Are Estimated DSGE Model Forecasts for Central Bankers? (RePEc:bin:bpeajo:v:41:y:2010:i:2010-02:p:209-259)
  by Rochelle M. Edge & Refet S. Gurkaynak
• Econometric Tests Of Asset Price Bubbles: Taking Stock (RePEc:bla:jecsur:v:22:y:2008:i:1:p:166-186)
  by Refet S. Gürkaynak
• Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect (RePEc:bla:jfinan:v:77:y:2022:i:4:p:2375-2421)
  by Refet Gürkaynak & Hati̇ce Gökçe Karasoy‐Can & Sang Seok Lee
• Identification and Inference Using Event Studies (RePEc:bla:manchs:v:81:y:2013:i::p:48-65)
  by Refet S. Gürkaynak & Jonathan H. Wright
• Is Optimal Monetary Policy Always Optimal? (RePEc:ces:ceswps:_5473)
  by Troy Davig & Refet S. Gürkaynak
• Monetary Policy in Turkey after Central Bank Independence (RePEc:ces:ceswps:_5582)
  by Refet S. Gürkaynak & Zeynep Kantur & M. Anil Tas & Seçil Yildirim
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:ces:ceswps:_7229)
  by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
• Measuring Euro Area Monetary Policy (RePEc:ces:ceswps:_7699)
  by Carlo Altavilla & Luca Brugnolini & Refet S. Gürkaynak & Roberto Motto & Giuseppe Ragusa
• Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect (RePEc:ces:ceswps:_7898)
  by Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee
• Monetary Policy Surprises and Exchange Rate Behavior (RePEc:ces:ceswps:_8557)
  by Refet S. Gürkaynak & A. Hakan Kara & Burcin Kisacikoglu
• Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory (RePEc:ces:ceswps:_9748)
  by Refet S. Gürkaynak & Burcin Kisacikoglu & Sang Seok Lee
• Inflation Targeting And The Anchoring Of Inflation Expectations In The Western Hemisphere (RePEc:chb:bcchec:v:9:y:2006:i:3:p:19-52)
  by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson
• Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere (RePEc:chb:bcchsb:v11c11pp415-465)
  by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson
• Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere (RePEc:chb:bcchwp:400)
  by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson
• Is Optimal Monetary Policy Always Optimal? (RePEc:cpr:ceprdp:10767)
  by Gürkaynak, Refet
• Monetary Policy in Turkey after Central Bank Independence (RePEc:cpr:ceprdp:10904)
  by Gürkaynak, Refet & Yıldırım-Karaman, Seçil & Tas, Mustafa Anil & Kantur, Zeynep
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:cpr:ceprdp:13153)
  by Gürkaynak, Refet & Kısacıkoğlu, Burçin & Wright, Jonathan
• Measuring Euro Area Monetary Policy (RePEc:cpr:ceprdp:13759)
  by Gürkaynak, Refet & Altavilla, Carlo & Brugnolini, Luca & Motto, Roberto & Ragusa, Giuseppe
• Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect (RePEc:cpr:ceprdp:14017)
  by Gürkaynak, Refet & Lee, Sang Seok & Karasoy Can, Gokce
• Monetary Policy Surprises and Exchange Rate Behavior (RePEc:cpr:ceprdp:15289)
  by Gürkaynak, Refet & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok
• Output Concerns and Precautionary Savings in Emerging Markets' Debt and Reserve Accumulation (RePEc:cpr:ceprdp:16969)
  by Gürkaynak, Refet & Lee, Sang Seok & , & Pyun, Ju Hyun
• Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory (RePEc:cpr:ceprdp:17248)
  by Gürkaynak, Refet & Kısacıkoğlu, Burçin & Lee, Sang Seok
• Macro and Micro of External Finance Premium and Monetary Policy Transmission (RePEc:cpr:ceprdp:19044)
  by Altavilla, Carlo & Gürkaynak, Refet & Quaedvlieg, Rogier
• Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk (RePEc:cpr:ceprdp:5466)
  by Wolfers, Justin & Gürkaynak, Refet
• Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden (RePEc:cpr:ceprdp:5808)
  by Levin, Andrew & Gürkaynak, Refet & Swanson, Eric T.
• Convergence and Anchoring of Yield Curves in the Euro Area (RePEc:cpr:ceprdp:6456)
  by Ehrmann, Michael & Fratzscher, Marcel & Gürkaynak, Refet & Swanson, Eric T.
• Macroeconomics and the Term Structure (RePEc:cpr:ceprdp:8018)
  by Wright, Jonathan & Gürkaynak, Refet
• How Useful Are Estimated DSGE Model Forecasts for Central Bankers? (RePEc:cpr:ceprdp:8158)
  by Gürkaynak, Refet & Edge, Rochelle
• Identification and Inference Using Event Studies (RePEc:cpr:ceprdp:9388)
  by Wright, Jonathan & Gürkaynak, Refet
• Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? (RePEc:cpr:ceprdp:9576)
  by Rossi, Barbara & Gürkaynak, Refet & Kısacıkoğlu, Burçin
• Convergence and anchoring of yield curves in the euro area (RePEc:ecb:ecbwps:2007817)
  by Ehrmann, Michael & Fratzscher, Marcel & Swanson, Eric & Gürkaynak, Refet S.
• Measuring euro area monetary policy (RePEc:ecb:ecbwps:20192281)
  by Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe
• Macro and micro of external finance premium and monetary policy transmission (RePEc:ecb:ecbwps:20242934)
  by Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier
• Monetary policy surprises and exchange rate behavior (RePEc:eee:inecon:v:130:y:2021:i:c:s0022199621000209)
  by Gürkaynak, Refet S. & Kara, A. Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok
• Measuring euro area monetary policy (RePEc:eee:moneco:v:108:y:2019:i:c:p:162-179)
  by Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe
• Macro and micro of external finance premium and monetary policy transmission (RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224000874)
  by Altavilla, Carlo & Gürkaynak, Refet S. & Quaedvlieg, Rogier
• A research program on monetary policy for Europe (RePEc:eee:moneco:v:147:y:2024:i:s:s0304393224001260)
  by Altavilla, Carlo & Bussière, Matthieu & Galí, Jordi & Gorodnichenko, Yuriy & Gürkaynak, Refet S. & Rey, Hélène
• The U.S. Treasury yield curve: 1961 to the present (RePEc:eee:moneco:v:54:y:2007:i:8:p:2291-2304)
  by Gurkaynak, Refet S. & Sack, Brian & Wright, Jonathan H.
• Research Handbook of Financial Markets (RePEc:elg:eebook:20173)
  by None
• Futures and options (RePEc:elg:eechap:20173_22)
  by Refet S. Gürkaynak & Jonathan H. Wright
• Banks (RePEc:elg:eechap:20173_6)
  by Refet S. Gürkaynak & Jonathan H. Wright & Egon Zakraj_ek
• Unknown item RePEc:eme:aeco11:s0731-9053(2013)0000031002 (chapter)
• Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors (RePEc:eme:aecozz:s0731-9053(2013)0000031002)
  by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Barbara Rossi
• Inflation targeting and the anchoring of inflation expectations in the western hemisphere (RePEc:fip:fedfer:y:2007:p:25-47)
  by Refet S. Gürkaynak & Andrew T. Levin & Andrew N. Marder & Eric T. Swanson
• The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models (RePEc:fip:fedfpr:y:2003:i:mar:x:8)
  by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson
• Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk (RePEc:fip:fedfwp:2005-26)
  by Refet S. Gürkaynak & Justin Wolfers
• Market-based measures of monetary policy expectations (RePEc:fip:fedfwp:2006-04)
  by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson
• Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden (RePEc:fip:fedfwp:2006-09)
  by Refet S. Gürkaynak & Andrew T. Levin & Eric T. Swanson
• Convergence and anchoring of yield curves in the Euro area (RePEc:fip:fedfwp:2007-24)
  by Michael Ehrmann & Marcel Fratzscher & Refet S. Gürkaynak & Eric T. Swanson
• Market-based measures of monetary policy expectations (RePEc:fip:fedgfe:2002-40)
  by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson
• The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models (RePEc:fip:fedgfe:2003-50)
  by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson
• Do actions speak louder than words? the response of asset prices to monetary policy actions and statements (RePEc:fip:fedgfe:2004-66)
  by Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson
• Econometric tests of asset price bubbles: taking stock (RePEc:fip:fedgfe:2005-04)
  by Refet S. Gürkaynak
• Using federal funds futures contracts for monetary policy analysis (RePEc:fip:fedgfe:2005-29)
  by Refet S. Gürkaynak
• The U.S. Treasury yield curve: 1961 to the present (RePEc:fip:fedgfe:2006-28)
  by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright
• The TIPS yield curve and inflation compensation (RePEc:fip:fedgfe:2008-05)
  by Refet S. Gürkaynak & Brian P. Sack & Jonathan H. Wright
• How useful are estimated DSGE model forecasts? (RePEc:fip:fedgfe:2011-11)
  by Rochelle M. Edge & Refet S. Gürkaynak
• Is optimal monetary policy always optimal? (RePEc:fip:fedkrw:rwp15-05)
  by Troy Davig & Refet S. Gürkaynak
• Devlet iç borçlanma senetleri için getiri eğrisi tahmini (RePEc:iif:iifjrn:v:22:y:2007:i:252:p:5-25)
  by Özge AKINCI & Burcu GÜRCİHAN & Refet GÜRKAYNAK & Özgür ÖZEL
• Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi (RePEc:iif:iifjrn:v:24:y:2009:i:278:p:9-24)
  by Zelal AKTAŞ & Harun ALP & Refet GÜRKAYNAK & Mehtap KESRİYELİ & Musa ORAK
• Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi (RePEc:iif:iifjrn:v:25:y:2010:i:295:p:21-45)
  by Harun ALP & Refet GÜRKAYNAK & Hakan KARA & Gürsu KELEŞ & Musa ORAK
• Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi (RePEc:iif:iifjrn:v:27:y:2012:i:315:p:93-119)
  by Yıldız AKKAYA & Refet S. GÜRKAYNAK
• Monetary Policy in Turkey after Central Bank Independence (RePEc:iif:iifjrn:v:30:y:2015:i:356:p:09-38)
  by Refet S. GÜRKAYNAK & Zeynep KANTUR & M.Anıl TAŞ & Seçil YILDIRIM-KARAMAN
• Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:ijc:ijcjou:y:2005:q:2:a:2)
  by Refet S Gürkaynak & Brian Sack & Eric Swanson
• Is Optimal Monetary Policy Always Optimal? (RePEc:ijc:ijcjou:y:2015:q:4:a:11)
  by Troy Davig & Refet S. Gürkaynak
• Forward Guidance and Asset Prices (RePEc:ime:imedps:15-e-06)
  by Yıldız Akkaya & Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
• Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk (RePEc:iza:izadps:dp1899)
  by Gürkaynak, Refet S. & Wolfers, Justin
• Comment on "Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics" (RePEc:nbr:nberch:0351)
  by Refet S. Gürkaynak
• Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk (RePEc:nbr:nberch:0355)
  by Refet Gürkaynak & Justin Wolfers
• Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously (RePEc:nbr:nberch:11063)
  by Ben S. Bernanke & Refet S. Gürkaynak
• Monetary Policy Surprises and Exchange Rate Behavior (RePEc:nbr:nberch:14513)
  by Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee
• Comment on "International Portfolios with Supply, Demand and Redistributive Shocks" (RePEc:nbr:nberch:3011)
  by Refet S. Gürkaynak
• Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk (RePEc:nbr:nberwo:11929)
  by Refet Gurkaynak & Justin Wolfers
• Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises (RePEc:nbr:nberwo:25016)
  by Refet S. Gürkaynak & Burçin Kısacıkoğlu & Jonathan H. Wright
• Monetary Policy Surprises and Exchange Rate Behavior (RePEc:nbr:nberwo:27819)
  by Refet S. Gürkaynak & A. Hakan Kara & Burçin Kısacıkoğlu & Sang Seok Lee
• Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously (RePEc:nbr:nberwo:8365)
  by Ben S. Bernanke & Refet S. Gurkaynak
• Taming Capital Flows: Capital Account Management in an Era of Globalization (RePEc:pal:inteas:978-1-137-42768-7)
  by None
• Introduction (RePEc:pal:intecp:978-1-137-42768-7_1)
  by Joseph E. Stiglitz & Refet S. Gürkaynak
• Appropriate Policy Tools to Manage Capital Flow Externalities (RePEc:pal:intecp:978-1-137-42768-7_5)
  by Refet S. Gürkaynak
• Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:pra:mprapa:820)
  by Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T
• Convergence And Anchoring Of Yield Curves In The Euro Area (RePEc:red:sed009:897)
  by Refet Gurkaynak & Marcel Fratzscher & Eric Swanson & Michael Ehrmann
• Inflation Experience and Inflation Expectations: Spatial Evidence (RePEc:red:sed014:684)
  by Refet Gürkaynak & Gulserim Ozcan & Marcel Fratzscher
• Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:sce:scecf5:323)
  by Refet Gürkaynak & Brian Sack
• TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi (RePEc:tcb:econot:1008)
  by Murat Duran & Refet Gurkaynak & Pinar Ozlu & Deren Unalmis
• Turkiye'de Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi (RePEc:tcb:econot:1115)
  by Murat Duran & Eda Gulsen & Refet Gurkaynak
• Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini (RePEc:tcb:wpaper:0608)
  by Ozge Akinci & Burcu Gurcihan & Refet Gurkaynak & Ozgur Ozel
• Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi (RePEc:tcb:wpaper:0811)
  by Zelal Aktas & Harun Alp & Refet Gurkaynak & Mehtap Kesriyeli & Musa Orak
• Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi (RePEc:tcb:wpaper:1011)
  by Harun Alp & Hakan Kara & Gursu Keles & Refet Gurkaynak & Musa Orak
• Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi (RePEc:tcb:wpaper:1122)
  by Murat Duran & Eda Gulsen & Refet Gurkaynak
• Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden (RePEc:tpr:jeurec:v:8:y:2010:i:6:p:1208-1242)
  by Refet S Gürkaynak & Andrew Levin & Eric Swanson
• Convergence and Anchoring of Yield Curves in the Euro Area (RePEc:tpr:restat:v:93:y:2011:i:1:p:350-364)
  by Michael Ehrmann & Marcel Fratzscher & Refet S Güürkaynak & Eric T Swanson
• Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [with Comments] (RePEc:ucp:intsma:doi:10.1086/653967)
  by Refet S. Gürkaynak & Justin Wolfers & Christopher D. Carroll & Adam Szeidl
• Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics [with Comments] (RePEc:ucp:intsma:doi:10.1086/653973)
  by Balázs Világi & Richard H. Clarida & Refet S. Gürkaynak
• International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments] (RePEc:ucp:intsma:doi:10.1086/653994)
  by Nicolas Coeurdacier & Robert Kollmann & Philippe Martin & Fabio Ghironi & Refet S. Gürkaynak
• Econometric Tests of Asset Price Bubbles: Taking Stock (RePEc:wpa:wuwpfi:0504008)
  by Refet Gurkaynak
• Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (RePEc:wpa:wuwpma:0504013)
  by Refet Gurkaynak & Brian Sack & Eric Swanson
• Is optimal monetary policy always optimal? (RePEc:zbw:cfswop:510)
  by Davig, Troy & Gürkaynak, Refet S.
• Monetary policy in Turkey after Central Bank independence (RePEc:zbw:cfswop:520)
  by Gürkaynak, Refet S. & Kantur, Zeynep & Tas, M. Anil & Yildirim, Secil
• Measuring euro area monetary policy (RePEc:zbw:cfswop:624)
  by Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe
• Stock market's assessment of monetary policy transmission: The cash flow effect (RePEc:zbw:cfswop:628)
  by Gürkaynak, Refet S. & Karasoy-Can, Hatice Gökçe & Lee, Sang Seok
• Monetary policy surprises and exchange rate behavior (RePEc:zbw:cfswop:642)
  by Gürkaynak, Refet S. & Kara, Ali Hakan & Kısacıkoğlu, Burçin & Lee, Sang Seok
• Exchange rate and inflation under weak monetary policy: Turkey verifies theory (RePEc:zbw:cfswop:679)
  by Gürkaynak, Refet S. & Kısacıkoğlu, Burçin & Lee, Sang Seok