CEE 2012 Annual Conference

Rectorate Conference Hall

Boğaziçi University, Istanbul

08:30 - 10:30 - Session 1: Volatility and Cycles

Chair: Ceyhun Elgin (Boğaziçi University)

• Abdullah Yalaman, Eskişehir Osmangazi University

  “Forecasting Volatility: A Comparison of High-Frequency-Based Volatility Models”

• Semih Tümen, Central Bank of the Republic of Turkey

  “Is Search Intensity Countercyclical”

• Serdar Birinci,  Boğaziçi University (with Ceyhun Elgin, Boğaziçi University)

  “Shadow Economies over the Business Cycle”

• Süheyla Özyıldırım,  Bilkent University (with Zeynep Önder, Bilkent University)

  “Banking Integration and Macroeconomic Volatility”

• Rajeswari Sengupta, University of Santa Cruz (with Joshua Aizenman, University of Santa Cruz)

  “Global Imbalances: Is Germany the New China? A Skeptical View”

10:30-10:45 - Coffee Break

10:45- 12:45 - Session 2: Exchange Rate Movements

Chair: Murat Koyuncu (Boğaziçi University)

• Meltem Gülenay Chadwick, Central Bank of the Republic of Turkey (with Fatih Fazilet, Central Bank of the Republic of Turkey; Necati Tekatlı, Central Bank of the Republic of Turkey)

  “Common Movement of the Emerging Market Currencies”

• Rajat Setia, National Institute of Financial Management (with Chandan Sharma,  National Institute of Financial Management)

  “Effects of Monetary Shocks on Exchange Rate in an Open Economy: Empirical Evidence from India”

• Hüseyin Aytuğ, University of  Santa Cruz

  “Average Treatment Effect of Adopting the Euro”

• Deniz Erdemlioğlu, University of Leuven (with Sebastien Laurent, Institut Universitaire de France; Christopher Neely,  The Federal Reserve Bank of St. Louis)

  “Which Continuos-Time Model is Realistic for Exchange Rates?”

• Serkan Çicek, Maltepe University (with Çiğdem Boz, Maltepe University)

  “A New Test of Exchange Rate Pass through in a Small Open Economy: Evidence from Asymmetric ARDL Bounds Approach”

12:45-13:30 - Lunch, Kennedy Lounge

13:30- 15:30 - Session 3: Trade and Growth

Chair: Tolga Umut Kuzubaş (Boğaziçi University)

• Ali Arı, Kırklareli University (with Raif Cergibozan, Kırklareli University)

  “Determinants of the Trade Balance in the Turkish Economy"

• Türkmen Göksel, Ankara University (with Tolga Umut Kuzubaş, Boğaziçi University)

  “Unbalanced Trade"

• Ayşe Özgür Pehlivan, Bilkent University (with Quang Vuong, The Pennsylvania State University)

  “International Trade and Supply Function Competition"

• Ceyhun Elgin, Boğaziçi University (with Dila Asfuroğlu, Boğaziçi University)

  “Growth Effects of Inflation under the Presence of Informality”

• Aytül Ganioğlu, Central Bank of the Republic of Turkey (with Cihan Yalçın, Central Bank of the Republic of Turkey)

  “Can Foreign Savings Substitute Domestic Savings in the Capital Accumulation Process: A Cross-Country Panel Analysis"

15:30-16:00 - Coffee Break

16:00- 18:00 - Session 4: Other Open Economy Topics

Chair: Ozan Hatipoğlu (Boğaziçi University)

• Cengiz Tunç,  Central Bank of the Republic of Turkey (with Dennis Pelletier, North Carolina State University)

  "Endogenous Life-Cycle Housing Investment and Portfolio Allocation"

• • İdil Uz Akdoğan, Yeditepe University (with Natalya Ketenci, Yeditepe University; Hatice Kerra Geldi, Yeditepe University)

  "An Intertemporal Approach to the Current Account in the EU and PIIGS"

• • Olfa Kaabia, University of Paris Ouest Nanterre La Defense (with Ilyes Abid, Institut Supérieur de Commerce; Khaled Guesmi, University Paris West La Défense)

  "Does Bayesian Shrinkage Help to Better Reflect What Happened During the Subprime Crisis?"