All Outputs (3)

Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model (2024)
Journal Article
Çakmaklı, C., & Şimşek, Y. (2024). Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model. Journal of Econometrics, 242(1), Article 105787. https://doi.org/10.1016/j.jeconom.2024.105787

This paper extends the canonical model of epidemiology, the SIRD model, to allow for time-varying parameters for real-time measurement and prediction of the trajectory of the Covid-19 pandemic. Time variation in model parameters is captured using the... Read More about Bridging the Covid-19 data and the epidemiological model using the time-varying parameter SIRD model.

Do Financial Markets Respond to Populist Rhetoric? (2023)
Journal Article
ÇAKMAKLI, C., DEMİRALP, S., & GÜNEŞ, G. Ş. (2024). Do Financial Markets Respond to Populist Rhetoric?. Oxford Bulletin of Economics and Statistics, 86(3), 541-567. https://doi.org/10.1111/obes.12591

With the global rise in populism over the last decade, there has been an increase in political commentaries (PC) by leaders that criticize their central banks and argue for lower interest rates. We analyse the effects of PCs on exchange rates, bond y... Read More about Do Financial Markets Respond to Populist Rhetoric?.

COVID-19 and emerging markets: A SIR model, demand shocks and capital flows (2023)
Journal Article
Cakmaklı, C., Demiralp, S., Kalemli Ozcan, S., Yesiltas, S., & Yıldırımk, M. A. (2023). COVID-19 and emerging markets: A SIR model, demand shocks and capital flows. Journal of International Economics, 145, Article 103825. https://doi.org/10.1016/j.jinteco.2023.103825

We quantify the macroeconomic effects of COVID-19 for a small open economy. We use a two-country framework combined with a sectoral SIR model to estimate the effects of collapses in foreign demand and supply. The small open economy... Read More about COVID-19 and emerging markets: A SIR model, demand shocks and capital flows.