Details about Refet S. Gürkaynak
Access statistics for papers by Refet S. Gürkaynak.
Last updated 2024-10-19. Update your information in the RePEc Author Service.
Short-id: pgu93
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Working Papers
2024
- Macro and Micro of External Finance Premium and Monetary Policy Transmission
CEPR Discussion Papers, C.E.P.R. Discussion Papers 
Also in Working Paper Series, European Central Bank (2024)
See also Journal Article Macro and micro of external finance premium and monetary policy transmission, Journal of Monetary Economics, Elsevier (2024) (2024)
2022
- Exchange Rate and Inflation under Weak Monetary Policy: Turkey Verifies Theory
CESifo Working Paper Series, CESifo View citations (5)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2022) View citations (5)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2022)
- Output Concerns and Precautionary Savings in Emerging Markets' Debt and Reserve Accumulation
CEPR Discussion Papers, C.E.P.R. Discussion Papers
2020
- Monetary Policy Surprises and Exchange Rate Behavior
NBER Working Papers, National Bureau of Economic Research, Inc View citations (6)
Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2020) View citations (2)
CESifo Working Paper Series, CESifo (2020) View citations (6)
CFS Working Paper Series, Center for Financial Studies (CFS) (2020) View citations (3)
See also Journal Article Monetary policy surprises and exchange rate behavior, Journal of International Economics, Elsevier (2021) View citations (17) (2021)
Chapter Monetary Policy Surprises and Exchange Rate Behavior, NBER Chapters, National Bureau of Economic Research, Inc (2020) View citations (8) (2020)
2019
- Measuring Euro Area Monetary Policy
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (340)
Also in CESifo Working Paper Series, CESifo (2019) View citations (342)
CFS Working Paper Series, Center for Financial Studies (CFS) (2019) View citations (335)
Working Paper Series, European Central Bank (2019) View citations (340)
See also Journal Article Measuring euro area monetary policy, Journal of Monetary Economics, Elsevier (2019) View citations (264) (2019)
- Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2019) View citations (7)
CESifo Working Paper Series, CESifo (2019) View citations (13)
See also Journal Article Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect, Journal of Finance, American Finance Association (2022) View citations (14) (2022)
2018
- Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (16)
Also in NBER Working Papers, National Bureau of Economic Research, Inc (2018) View citations (15)
CESifo Working Paper Series, CESifo (2018) View citations (15)
See also Journal Article Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises, American Economic Review, American Economic Association (2020) View citations (20) (2020)
2015
- Forward Guidance and Asset Prices
IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (11)
- Is Optimal Monetary Policy Always Optimal?
CESifo Working Paper Series, CESifo View citations (11)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (11)
Research Working Paper, Federal Reserve Bank of Kansas City (2015) View citations (10)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2015) View citations (11)
See also Journal Article Is Optimal Monetary Policy Always Optimal?, International Journal of Central Banking, International Journal of Central Banking (2015) View citations (11) (2015)
- Monetary Policy in Turkey after Central Bank Independence
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2015) View citations (10)
CESifo Working Paper Series, CESifo (2015) View citations (13)
See also Journal Article Monetary Policy in Turkey after Central Bank Independence, Iktisat Isletme ve Finans, Bilgesel Yayincilik (2015) View citations (15) (2015)
2014
- Inflation Experience and Inflation Expectations: Spatial Evidence
2014 Meeting Papers, Society for Economic Dynamics
2013
- Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (42)
- Identification and Inference Using Event Studies
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (66)
See also Journal Article Identification and Inference Using Event Studies, Manchester School, University of Manchester (2013) View citations (67) (2013)
2011
- How useful are estimated DSGE model forecasts?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (14)
- Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
- Turkiye'de Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
2010
- How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (116)
See also Journal Article How Useful Are Estimated DSGE Model Forecasts for Central Bankers?, Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution (2010) View citations (130) (2010)
- Macroeconomics and the Term Structure
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (11)
See also Journal Article Macroeconomics and the Term Structure, Journal of Economic Literature, American Economic Association (2012) View citations (171) (2012)
- TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (3)
- Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
2009
- CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA
2009 Meeting Papers, Society for Economic Dynamics View citations (1)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2007) View citations (12)
CEPR Discussion Papers, C.E.P.R. Discussion Papers (2007) View citations (33)
Working Paper Series, European Central Bank (2007) View citations (22)
See also Journal Article Convergence and Anchoring of Yield Curves in the Euro Area, The Review of Economics and Statistics, MIT Press (2011) View citations (81) (2011)
2008
- The TIPS yield curve and inflation compensation
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (39)
See also Journal Article The TIPS Yield Curve and Inflation Compensation, American Economic Journal: Macroeconomics, American Economic Association (2010) View citations (139) (2010)
- Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (4)
2006
- Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (5)
See also Journal Article Devlet iç borçlanma senetleri için getiri eğrisi tahmini, Iktisat Isletme ve Finans, Bilgesel Yayincilik (2007) View citations (1) (2007)
- Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (60)
Also in Working Paper Series, Federal Reserve Bank of San Francisco (2006) View citations (124)
- Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere
Working Papers Central Bank of Chile, Central Bank of Chile View citations (25)
See also Chapter Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere, Central Banking, Analysis, and Economic Policies Book Series, Central Bank of Chile (2007) View citations (74) (2007)
Journal Article Inflation targeting and the anchoring of inflation expectations in the western hemisphere, Economic Review, Federal Reserve Bank of San Francisco (2007) View citations (26) (2007)
- Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk
CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (9)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2005) View citations (33)
NBER Working Papers, National Bureau of Economic Research, Inc (2006) View citations (15)
Working Paper Series, Federal Reserve Bank of San Francisco (2005) View citations (11)
See also Chapter Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk, NBER Chapters, National Bureau of Economic Research, Inc (2005) View citations (20) (2005)
- Market-based measures of monetary policy expectations
Working Paper Series, Federal Reserve Bank of San Francisco View citations (33)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2002) View citations (51)
See also Journal Article Market-Based Measures of Monetary Policy Expectations, Journal of Business & Economic Statistics, American Statistical Association (2007) View citations (180) (2007)
- The U.S. Treasury yield curve: 1961 to the present
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
See also Journal Article The U.S. Treasury yield curve: 1961 to the present, Journal of Monetary Economics, Elsevier (2007) View citations (252) (2007)
2005
- Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
MPRA Paper, University Library of Munich, Germany View citations (1072)
Also in Macroeconomics, University Library of Munich, Germany (2005) View citations (1044)
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2004) View citations (73)
Computing in Economics and Finance 2005, Society for Computational Economics (2005) View citations (985)
See also Journal Article Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements, International Journal of Central Banking, International Journal of Central Banking (2005) View citations (1071) (2005)
- Econometric Tests of Asset Price Bubbles: Taking Stock
Finance, University Library of Munich, Germany View citations (15)
Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2005) View citations (62)
See also Journal Article ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK, Journal of Economic Surveys, Wiley Blackwell (2008) View citations (103) (2008)
- Using federal funds futures contracts for monetary policy analysis
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (33)
2003
- The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (68)
See also Journal Article The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models, Proceedings, Federal Reserve Bank of San Francisco (2003) View citations (88) (2003)
2001
- Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously
NBER Working Papers, National Bureau of Economic Research, Inc View citations (303)
See also Chapter Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously, NBER Chapters, National Bureau of Economic Research, Inc (2002) View citations (31) (2002)
Journal Articles
2024
- A research program on monetary policy for Europe
Journal of Monetary Economics, 2024, 147, (S)
- Macro and micro of external finance premium and monetary policy transmission
Journal of Monetary Economics, 2024, 147, (S)
See also Working Paper Macro and Micro of External Finance Premium and Monetary Policy Transmission, CEPR Discussion Papers (2024) (2024)
2022
- Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect
Journal of Finance, 2022, 77, (4), 2375-2421 View citations (14)
See also Working Paper Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect, CEPR Discussion Papers (2019) View citations (13) (2019)
2021
- Monetary policy surprises and exchange rate behavior
Journal of International Economics, 2021, 130, (C) View citations (17)
See also Chapter Monetary Policy Surprises and Exchange Rate Behavior, NBER Chapters, 2020 (2020) View citations (8) (2020)
Working Paper Monetary Policy Surprises and Exchange Rate Behavior, NBER Working Papers (2020) View citations (6) (2020)
2020
- Missing Events in Event Studies: Identifying the Effects of Partially Measured News Surprises
American Economic Review, 2020, 110, (12), 3871-3912 View citations (20)
See also Working Paper Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises, CEPR Discussion Papers (2018) View citations (16) (2018)
2019
- Measuring euro area monetary policy
Journal of Monetary Economics, 2019, 108, (C), 162-179 View citations (264)
See also Working Paper Measuring Euro Area Monetary Policy, CEPR Discussion Papers (2019) View citations (340) (2019)
2015
- Is Optimal Monetary Policy Always Optimal?
International Journal of Central Banking, 2015, 11, (4), 353-382 View citations (11)
See also Working Paper Is Optimal Monetary Policy Always Optimal?, CESifo Working Paper Series (2015) View citations (11) (2015)
- Monetary Policy in Turkey after Central Bank Independence
Iktisat Isletme ve Finans, 2015, 30, (356), 09-38 View citations (15)
See also Working Paper Monetary Policy in Turkey after Central Bank Independence, CEPR Discussion Papers (2015) View citations (11) (2015)
2013
- Identification and Inference Using Event Studies
Manchester School, 2013, 81, 48-65 View citations (67)
See also Working Paper Identification and Inference Using Event Studies, CEPR Discussion Papers (2013) View citations (66) (2013)
2012
- Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi
Iktisat Isletme ve Finans, 2012, 27, (315), 93-119 View citations (14)
- Macroeconomics and the Term Structure
Journal of Economic Literature, 2012, 50, (2), 331-67 View citations (171)
See also Working Paper Macroeconomics and the Term Structure, CEPR Discussion Papers (2010) View citations (11) (2010)
2011
- Convergence and Anchoring of Yield Curves in the Euro Area
The Review of Economics and Statistics, 2011, 93, (1), 350-364 View citations (81)
See also Working Paper CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA, 2009 Meeting Papers (2009) View citations (1) (2009)
2010
- Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden
Journal of the European Economic Association, 2010, 8, (6), 1208-1242 View citations (254)
- How Useful Are Estimated DSGE Model Forecasts for Central Bankers?
Brookings Papers on Economic Activity, 2010, 41, (2 (Fall)), 209-259 View citations (130)
See also Working Paper How Useful Are Estimated DSGE Model Forecasts for Central Bankers?, CEPR Discussion Papers (2010) View citations (116) (2010)
- The TIPS Yield Curve and Inflation Compensation
American Economic Journal: Macroeconomics, 2010, 2, (1), 70-92 View citations (139)
See also Working Paper The TIPS yield curve and inflation compensation, Finance and Economics Discussion Series (2008) View citations (39) (2008)
- Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi
Iktisat Isletme ve Finans, 2010, 25, (295), 21-45 View citations (4)
2009
- Türkiye'de para politikasının aktarımı: Para politikasının mali piyasalara etkisi
Iktisat Isletme ve Finans, 2009, 24, (278), 9-24 View citations (14)
2008
- ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK
Journal of Economic Surveys, 2008, 22, (1), 166-186 View citations (103)
See also Working Paper Econometric Tests of Asset Price Bubbles: Taking Stock, Finance (2005) View citations (15) (2005)
2007
- Devlet iç borçlanma senetleri için getiri eğrisi tahmini
Iktisat Isletme ve Finans, 2007, 22, (252), 5-25 View citations (1)
See also Working Paper Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini, Working Papers (2006) View citations (5) (2006)
- Inflation targeting and the anchoring of inflation expectations in the western hemisphere
Economic Review, 2007, 25-47 View citations (26)
Also in Journal Economía Chilena (The Chilean Economy), 2006, 9, (3), 19-52 (2006) View citations (22)
See also Chapter Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere, Central Banking, Analysis, and Economic Policies Book Series, 2007, 11, 415-465 (2007) View citations (74) (2007)
Working Paper Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere, Working Papers Central Bank of Chile (2006) View citations (25) (2006)
- International Portfolios with Supply, Demand, and Redistributive Shocks [with Comments]
NBER International Seminar on Macroeconomics, 2007, 2007, (1), 231 - 281 View citations (3)
- Market-Based Measures of Monetary Policy Expectations
Journal of Business & Economic Statistics, 2007, 25, 201-212 View citations (180)
See also Working Paper Market-based measures of monetary policy expectations, Working Paper Series (2006) View citations (33) (2006)
- The U.S. Treasury yield curve: 1961 to the present
Journal of Monetary Economics, 2007, 54, (8), 2291-2304 View citations (252)
See also Working Paper The U.S. Treasury yield curve: 1961 to the present, Finance and Economics Discussion Series (2006) View citations (21) (2006)
2005
- Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements
International Journal of Central Banking, 2005, 1, (1) View citations (1071)
See also Working Paper Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements, MPRA Paper (2005) View citations (1072) (2005)
- Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics [with Comments]
NBER International Seminar on Macroeconomics, 2005, 2005, (1), 315 - 355
- Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk [with Comments]
NBER International Seminar on Macroeconomics, 2005, 2005, (1), 11 - 64 View citations (1)
- The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
American Economic Review, 2005, 95, (1), 425-436 View citations (548)
2003
- The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models
Proceedings, 2003, (Mar) View citations (88)
See also Working Paper The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models, Finance and Economics Discussion Series (2003) View citations (68) (2003)
Edited books
2023
- Research Handbook of Financial Markets
Books, Edward Elgar Publishing
2015
- Taming Capital Flows: Capital Account Management in an Era of Globalization
International Economic Association Series, Palgrave Macmillan View citations (6)
Chapters
2023
- Banks
Chapter 6 in Research Handbook of Financial Markets, 2023, pp 126-146
- Futures and options
Chapter 22 in Research Handbook of Financial Markets, 2023, pp 490-508
2020
- Monetary Policy Surprises and Exchange Rate Behavior
A chapter in NBER International Seminar on Macroeconomics 2020, 2020 View citations (8)
See also Journal Article Monetary policy surprises and exchange rate behavior, Elsevier (2021) View citations (17) (2021)
Working Paper Monetary Policy Surprises and Exchange Rate Behavior, National Bureau of Economic Research, Inc (2020) View citations (6) (2020)
2015
- Appropriate Policy Tools to Manage Capital Flow Externalities
Palgrave Macmillan
- Introduction
Palgrave Macmillan
2013
- Do DSGE Models Forecast More Accurately Out-Of-Sample than VAR Models?☆The views expressed in this article are those of the authors
A chapter in VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims, 2013, vol. 32, pp 27-79
2009
- Comment on "International Portfolios with Supply, Demand and Redistributive Shocks"
A chapter in NBER International Seminar on Macroeconomics 2007, 2009, pp 277-281
2007
- Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere
Chapter 11 in Monetary Policy under Inflation Targeting, 2007, vol. 11, pp 415-465 View citations (74)
See also Journal Article Inflation targeting and the anchoring of inflation expectations in the western hemisphere, Federal Reserve Bank of San Francisco (2007) View citations (26) (2007)
Working Paper Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere, Central Bank of Chile (2006) View citations (25) (2006)
2005
- Comment on "Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics"
A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 352-355
- Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk
A chapter in NBER International Seminar on Macroeconomics 2005, 2005, pp 11-50 View citations (20)
See also Working Paper Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk, C.E.P.R. Discussion Papers (2006) View citations (9) (2006)
2002
- Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously
A chapter in NBER Macroeconomics Annual 2001, Volume 16, 2002, pp 11-72 View citations (31)
See also Working Paper Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously, National Bureau of Economic Research, Inc (2001) View citations (303) (2001)
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