Onur Ince Ph.D.

There are 9 included publications by Onur Ince Ph.D.:

TitleDateViewsBrief Description
Do Federal Reserve policy surprises affect the risk perception in the emerging markets? 2006 704 Employing an event study approach, the present authors analyse whether the Federal Reserve’s policy surprises affect the risk perceptions in the emerging markets. Only weak evidence is found when the Federal Reserve follows a more expansionary pol...
Effect of S&P500'S return on emerging markets: Turkish experience 2005 1098 This study assesses the effect of S&P500 return on the Istanbul Stock Exchange within a dynamic framework. In order lo capture The effect, a block recursive VAR model is built. allowing that S&P500 affects the ISE returns with its current and lag ...
Forecasting Exchange Rates Out-Of-Sample With Panel Methods And Real-Time Data 2014 8 This paper evaluates out-of-sample exchange rate forecasting with Purchasing Power Parity (PPP) and Taylor rule fundamentals for 9 OECD countries vis-à-vis the U.S. dollar over the period from 1973:Q1 to 2009:Q1 at short and long horizons. In contras...
Out-Of-Sample Exchange Rate Predictability With Real-Time Data 2015 5 This paper evaluates short-run out-of-sample exchange rate predictability with real-time data for 15 OECD countries from 1973 to 2013. We consider the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used to forecast...
Rationality And Forecasting Accuracy Of Exchange Rate Expectations: Evidence From Survey-Based Forecasts 2016 226 We examine rationality, forecasting accuracy, and economic value of the survey-based exchange rate forecasts for 10 developed and 23 developing countries at the 3-, 12-, and 24-month horizons. Using the data from two surveys for the period from 2004 ...
Stock Return Predictability And Taylor Rules 2016 4 This paper evaluates stock return predictability with inflation and output gap, the variables that typically enter the Federal Reserve Bank’s interest rate setting rule. We introduce Taylor rule fundamentals into the Fed model that relates stock retu...
Success In Soccer And Economic Performance: Evidence From Besiktas-Turkey 2006 5 This paper investigates the connection between Turkish industrial production growth and the success of Besiktas, which is a popular Turkish soccer team. The empirical evidence provided in the paper suggests that industrial production growth tends to ...
Taylor Rule Deviations And Out-Of-Sample Exchange Rate Predictability 2016 311 The Taylor rule has become the dominant model for academic evaluation of out-of-sample exchange rate predictability. Two versions of the Taylor rule model are the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used...
The (Un)Reliability Of Real-Time Output Gap Estimates With Revised Data 2013 7 This paper investigates the differences between real-time and ex-post output gap estimates using a newly-constructed international real-time data set over the period from 1973:Q1 to 2012:Q3. We extend the findings in Orphanides and van Norden (2002) ...