Search Results - "Hacıoğlu‐Hoke, Sinem"

Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models by Hacıoğlu Hoke, Sinem, Kapetanios, George

“…Summary This paper provides an approach to estimation and inference for nonlinear conditional mean panel data models, in the presence of cross‐sectional…”
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Systemic Financial Stress and Macroeconomic Amplifications in the United Kingdom by Chatterjee, Somnath, Chiu, Ching‐Wai (Jeremy), Duprey, Thibaut, Hacıoğlu‐Hoke, Sinem

“…We develop a daily composite index of financial stress for the United Kingdom over 50 years, the UKFSI. The index includes market stress indicators based on…”
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Macroeconomic effects of political risk shocks by Hacıoğlu-Hoke, Sinem

“…I investigate the macroeconomic effects of political risk caused by conflict among politicians in a proxy VAR. Using an external instrument based on an index…”
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Solvency and wholesale funding cost interactions at UK banks by Dent, Kieran, Hacıoğlu Hoke, Sinem, Panagiotopoulos, Apostolos

“…We study the interaction between solvency and funding costs at UK banks. We use the market-based leverage ratio as a proxy for market participants’ perceptions…”
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Predictive regressions under asymmetric loss: Factor augmentation and model selection by Demetrescu, Matei, Hacıoğlu Hoke, Sinem

“…This paper discusses the specifics of forecasting using factor-augmented predictive regressions under general loss functions. In line with the literature, we…”
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The distributional impact of the pandemic by Hacıoğlu-Hoke, Sinem, Känzig, Diego R., Surico, Paolo

“…The top quartile of the income distribution accounts for almost half of the pandemic-related decline in aggregate consumption, with expenditure for this group…”
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