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Demetrescu, Matei [Author] ; Hacioglu Hoke, Sinem [Other]

Predictive Regressions Under Asymmetric Loss : Factor Augmentation and Model Selection

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[S.l.]: SSRN, [2018]

Published in: Bank of England Working Paper ; No. 723
Chiu, Ching-Wai (Jeremy) [Author] ; Hacioglu Hoke, Sinem [Other]

Macroeconomic Tail Events with Non-Linear Bayesian VARs

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 611
Hacioglu Hoke, Sinem [Author]

Three Essays in Macroeconometrics

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https://d-nb.info/1119888115/34

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Bonn: Universitäts- und Landesbibliothek Bonn, 2016
Hacıoǧlu Hoke, Sinem [Author]

Macroeconomic effects of political risk shocks

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2019/macroeconomic-effects-of-political-risk-shocks.pdf

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London: Bank of England, December 2019

Published in: Bank of England: Staff working papers ; 841
Dent, Kieran [Author] ; Hacioglu Hoke, Sinem [Other]; Panagiotopoulos, Apostolos [Other]

Solvency and Wholesale Funding Cost Interactions at UK Banks

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https://ssrn.com/abstract=3053799

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[S.l.]: SSRN, [2017]

Published in: Bank of England Working Paper ; No. 681
Hacioglu Hoke, Sinem [Author]

Macroeconomic Effects of Political Risk Shocks

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https://ssrn.com/abstract=3508664

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[S.l.]: SSRN, [2019]

Published in: Bank of England Working Paper ; No. 841, December 2019
Hacioglu Hoke, Sinem [Author] ; Kapetanios, George [Other]

Common Correlated Effect Cross-Sectional Dependence Corrections for Non-Linear Conditional Mean Panel Models

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[S.l.]: SSRN, [2017]

Published in: Bank of England Working Paper ; No. 683
Hacioglu Hoke, Sinem [Author] ; Tuzcuoglu, Kerem [Other]

Interpreting the Latent Dynamic Factors By Threshold FAVAR Model

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[S.l.]: SSRN, [2016]

Published in: Bank of England Working Paper ; No. 622
Demetrescu, Matei [Author]; Hacıoǧlu Hoke, Sinem [Author]

Predictive regressions under asymmetric loss : factor augmentation and model selection

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2018/predictive-regressions-under-asymmetric-loss-factor-augmentation-and-model-selection.pdf?la=en&hash=A37DC9BEB6D9FE9965F58055CD733C41E0BD53E5

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London: Bank of England, May 2018

Published in: Bank of England: Staff working papers ; 723
Hacıoǧlu Hoke, Sinem [Author]; Kapetanios, George [Author]

Common correlated effect cross-sectional dependence corrections for non-linear conditional mean panel models

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http://www.bankofengland.co.uk/research/Documents/workingpapers/2017/swp683.pdf

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London: Bank of England, October 2017

Published in: Bank of England: Staff working papers ; 683
Dent, Kieran [Author]; Hacıoǧlu Hoke, Sinem [Author]; Panagiotopoulos, Apostolos [Author]

Solvency and wholesale funding cost interactions at UK banks

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http://www.bankofengland.co.uk/research/Documents/workingpapers/2017/swp681.pdf

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London: Bank of England, October 2017

Published in: Bank of England: Staff working papers ; 681
Miranda-Agrippino, Silvia [Author]; Hacıoǧlu Hoke, Sinem [Author]; Bluwstein, Kristina [Author]

When creativity strikes : news shocks and business cycle fluctuations

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2019/when-creativity-strikes-news-shocks-and-business-cycle-fluctuations.pdf

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London: Bank of England, April 2019

Published in: Bank of England: Staff working papers ; 788
Miranda-Agrippino, Silvia [Author]; Hacıoǧlu Hoke, Sinem [Author]; Bluwstein, Kristina [Author]

When creativity strikes : news shocks and business cycle fluctuations

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http://www.centreformacroeconomics.ac.uk/Discussion-Papers/2018/CFMDP2018-23-Paper.pdf

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London: CFM, Centre for Macroeconomics, [2018]

Published in: CFM discussion paper series ; 2018,23
Aikman, David [Author] ; Bridges, Jonathan [Other]; Hacioglu Hoke, Sinem [Other]; O'Neill, Cian [Other]; Raja, Akash [Other]

Credit, Capital and Crises : a GDP-at-Risk Approach

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[S.l.]: SSRN, [2019]

Published in: Bank of England Working Paper ; No. 824, September 2019
Chatterjee, Somnath [Author] ; Chiu, Ching-Wai (Jeremy) [Other]; Hacioglu Hoke, Sinem [Other]; Duprey, Thibaut [Other]

A Financial Stress Index for the United Kingdom

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[S.l.]: SSRN, [2017]

Published in: Bank of England Working Paper ; No. 697
Aikman, David [Author]; Bridges, Jonathan [Author]; Hacıoǧlu Hoke, Sinem [Author]; O'Neill, Cian [Author]; Raja, Akash [Author]

Credit, capital and crises : a GDP-at-Risk approach

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2019/credit-capital-and-crises-a-gdp-at-risk-approach.pdf

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London: Bank of England, September 2019

Published in: Bank of England: Staff working papers ; 824
Chatterjee, Somnath [Author]; Chiu, Ching Wai Jeremy [Author]; Duprey, Thibaut [Author]; Hacıoǧlu Hoke, Sinem [Author]

A financial stress index for the United Kingdom

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https://www.bankofengland.co.uk/-/media/boe/files/working-paper/2017/a-financial-stress-index-for-the-united-kingdom.pdf?la=en&hash=D4B2767A56E17029181C8D9481AAB6DF74605AD8

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London: Bank of England, December 2017

Published in: Bank of England: Staff working papers ; 697
Hacioglu Hoke, Sinem

Macroeconomic Effects of Political Risk Shocks

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Elsevier BV, 2019

Published in: SSRN Electronic Journal
Hacıoğlu Hoke, Sinem; Kapetanios, George

Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models

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Wiley, 2021

Published in: Journal of Applied Econometrics
Demetrescu, Matei; Hacioglu Hoke, Sinem

Predictive Regressions Under Asymmetric Loss: Factor Augmentation and Model Selection

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Elsevier BV, 2018

Published in: SSRN Electronic Journal

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