Details about Kerem Tuzcuoglu

Access statistics for papers by Kerem Tuzcuoglu.

Last updated 2025-05-16. Update your information in the RePEc Author Service.

Short-id: ptu201

Working Papers

2025

1. Effects of macroprudential policy announcements on perceptions of systemic risks
   Staff Analytical Notes, Bank of Canada

2024

2. Forecasting Recessions in Canada: An Autoregressive Probit Model Approach
   Staff Working Papers, Bank of Canada
3. Mass Reproducibility and Replicability: A New Hope
   I4R Discussion Paper Series, The Institute for Replication (I4R) View citations (24)

2023

4. Risk Amplification Macro Model (RAMM)
   Technical Reports, Bank of Canada View citations (2)
5. Supply Drivers of US Inflation Since the COVID-19 Pandemic
   Staff Working Papers, Bank of Canada View citations (8)

2022

6. International Transmission of Quantitative Easing Policies: Evidence from Canada
   Staff Working Papers, Bank of Canada View citations (2)
   See also Journal Article International transmission of quantitative easing policies: Evidence from Canada, Journal of Economic Dynamics and Control, Elsevier (2024) View citations (3) (2024)
7. Sectoral Uncertainty
   CESifo Working Paper Series, CESifo View citations (2)
   Also in "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno" (2022) View citations (2)
   Staff Working Papers, Bank of Canada (2022) View citations (2)
   CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University (2022) View citations (2)
   See also Chapter Sectoral uncertainty, IFC Bulletins chapters, Bank for International Settlements (2024) (2024)

2019

8. Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects
   Staff Working Papers, Bank of Canada View citations (1)

2016

9. Interpreting the latent dynamic factors by threshold FAVAR model
   Bank of England Staff Working Paper series, Bank of England View citations (4)

Journal Articles

2025

1. High-frequency effects of macroprudential policy announcements
   Economics Letters, 2025, 250, (C)

2024

2. International transmission of quantitative easing policies: Evidence from Canada
   Journal of Economic Dynamics and Control, 2024, 162, (C)