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Is there an optimal forecast combination? : a stochastic dominance approach to the forecasting combination puzzle

Pinar, Mehmet; Stengos, Thanasēs; Yazgan, Mustafa Ege - 2012

Persistent link: https://www.econbiz.de/10009571580

Has 'inflation targeting' increased the predictive power of term structure about future inflation : evidence from Turkish experience?

Kaya, Huseyin; Yazgan, Mustafa Ege - In: Applied financial economics 21 (2011) 19/21, pp. 1539-1547

Persistent link: https://www.econbiz.de/10009356717

The role of regime shifts in the term structure of interest rates : further evidence from an emerging market

Saltoglu, Burak; Yazgan, Mustafa Ege - In: Emerging markets finance & trade : a journal of the … 48 (2012), pp. 48-63

Persistent link: https://www.econbiz.de/10009714773

Probability forecasts of macroaggregates in the Turkish economy

Kaya, Hüseyin; Yazgan, Mustafa Ege - In: Emerging markets finance & trade : a journal of the … 50 (2014) 2, pp. 214-229

Persistent link: https://www.econbiz.de/10010403062

Nowcasting Turkish GDP and news decomposition

Modugno, Michele; Soybilgen, Bariş; Yazgan, Mustafa Ege - 2016

Real gross domestic product (GDP) data in Turkey are released with a very long delay compared with other economies, between 10 and 13 weeks after the end of the reference quarter. To infer the current state of the economy, policy makers, media, and market practitioners examine data that are more...

Persistent link: https://www.econbiz.de/10011500399

Is forecasting inflation easier under inflation targeting?

Özkan, Harun; Yazgan, Mustafa Ege - In: Empirical economics : a journal of the Institute for … 48 (2015) 2, pp. 609-626

Persistent link: https://www.econbiz.de/10011292900

Nowcasting US GDP using tree-based ensemble models and dynamic factors

Soybilgen, Barış; Yazgan, Mustafa Ege - In: Computational economics 57 (2021) 1, pp. 387-417

Persistent link: https://www.econbiz.de/10012486916

Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate

Soybilgen, Barış; Yazgan, Mustafa Ege - In: Economic modelling 72 (2018), pp. 99-108

Persistent link: https://www.econbiz.de/10012100310

Quantile forecast combination using stochastic dominance

Pinar, Mehmet; Stengos, Thanasēs; Yazgan, Mustafa Ege - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1717-1755

Persistent link: https://www.econbiz.de/10011950307

Application of wavelet decomposition in time-series forecasting

Zhang, Keyi; Gençay, Ramazan; Yazgan, Mustafa Ege - In: Economics letters 158 (2017), pp. 41-46

Persistent link: https://www.econbiz.de/10011849785