Cem Çakmaklı

Economic and econometric analysis of the Covid-19 pandemic Time-series Analysis; Multivariate analysis, State-space models, Factor models, Mixture models Bayesian Analysis; Bayesian VAR’s, Semi-parametric Bayesian inference; Computational econometrics Empirical Macroeconomics; Business cycle analysis, Macro-financial analysis, Monetary economics Financial Econometrics; Risk measurement, Asset return predictability, Asset volatility predictability, Empirical Market Microstructure