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Kıvılcım Metin Özcan |
| Email: kivilcim@bilkent.edu.tr Contact Number: +90 312 290 2006 Office: A113 Personal Homepage: http://www.bilkent.edu.tr/~kivilcim/ |
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| EDUCATION D.Phil., Economics, Oxford University, 1992 M.A., Economics, Middle East Technical University, 1984 B.A.,The Institute of Public Administration of Turkey and The Middle East (TODAIE), 1979. FIELDS OF SPECIALIZATION Econometrics, Time Series Analysis, Monetary Economics, Financial Institutions and Markets, Probability and Statistics SELECTED PUBLICATIONS • “Productivity and Growth in an Unstable Emerging Market Economy: The Case of Turkey, 1960-2004”, with M. Ismihan, Emerging markets Finance and Trade, Vol 45, No. 5 , pp4-18 (2009) • “Factors influencing Relative Price of Goods and Services Sectors in Turkey: An Econometric Analysis”, with K. Kalafatcılar, İktisat İşletme ve Finans Dergisi, (Forthcoming December 2009 issue) • “An Alternative Method to Measure the likelihood of a Financial crisis in an Emerging Market”, with U. Ozlale, Physica A: Statistical Mechanics and its Applications, vol. 381, pp. 329-337 (2007) • "Dedollarization In Turkey After Decades Of Dollarization:A Myth Or Reality”, with V. Us, Physica A: Statistical Mechanics and its Applications, Volume 385, pp. 292-306 (2007) • “Turkish Banking Crisis and the Debt Restructing Process: Istanbul Approach, Financial Crisis in Emerging Markets: Capital Flow, Saving, Debt and Banking Reforms, with K. Şimşek, pp. 96-129, Net Publishers (2005) • “Determinants of Private Savings in the Middle East and North Africa”, Money and Finance in the Middle East: Missed Opportunities or Future Prospects?”, with Z. Özcan, Research in Middle East Economics, pp. 95-113, Elsevier (2005) • K. Metin “The Relationship Between Inflation and the Budget Deficit in Turkey” in General-To-Specific Modelling Vol II , Edited by J. Campos, N.R. Ericsson and D.F. Hendry, The International Library of Critical Writings in Econometrics 11, pp. 611-622 Edward Elgar Publishing,Ltd, 2005 (reprint of JBES(1998) article) • A. Gunay, K. Metin Ozcan and E. Yeldan “Real wages, Profit Margins and Inflation in Turkish Manufacturing Under Post Liberalization”, Applied Economics, Vol. 37, 1899-1905, 2005. • M. Ismihan, K. Metin-Özcan and A. Tansel “Macroeconomic Instability, capital Accumulation and Growth: The Case of Turkey 1963-1999”, Applied Economics, Vol. 37, 239-251, 2005. • V. Us and K. Metin-Özcan “Inflation Expectations Under High and Persistence Inflation: Optimal Univariate Expectations as an Alternative” Physica A,Vol. 346, ıssues 3-4, pp. 499-517, February 2005. • O. T. Aydas, K. Metin-Ozcan and B. Neyapti “Determinants of Workers Remittances: The Case of Turkey” Emerging Markets Finance and Trade, Vol. 41, 53-69, 2005. • S. Aydın and K. Metin-Özcan “Faiz Oranlari Oynakliginin Modellenmesinde Ardisik Baglanimli Kosullu Degisen Varyans Yaklasimlarinin Karsilastirilarak Degerlendirilmesi. (An Empirical Comparison of Alternative Autoregressive Conditional Heteroscedasticity Models of the Volatility of Interest Rates.” METU Studies in Development, Vol. 32, 1-20, 2005. • S. Aydın and K. Metin-Özcan “Dibs Faiz Oranlarindaki Oynaklığın Koşullu Değişen Varyans Modeli ile Tahmini ve Öngörülmesi (Estimation of DIBS İnterest Rates Using Conditional Heteroskedasticity Models and Volatility Forecasting)” İşletme ve Finans, Vol. 20, No. 230, pp.83-95, May 2005. • V. Us and K. Metin-Özcan “Modeling the Persistence of Currency Substitution in the Turkish Economy” Yapi Kredi Economic Review, Vol 16, Vol. 16,pp.3-16 2005. • K. Metin-Özcan and K. Şimşek, “ Turkish Banking Crisis and the Debt Restructuring Process: Istanbul Approach” in Emerging Markets in Financial Crisis: Capital Flows, savings, Debt and Banking Reform, (Edited by Şaziye Gazioğlu). pp.96-129, Aberdeen: J-Net Publishers, 2005. • K. Metin_Özcan and Y.Z. Özcan, “ Determinants of Private Savings in the Middle East and North Africa” in Money and Finance in the Middle east: Missed Opportunities or Future Prospects?, (Edited by Simon Naime and Nora Ann Colton). Research in Middle East Economics, Vol. 6, pp. 95-117, Amsterdam and Oxford: Elsevier, 2005. K. Metin-Özcan, H. Berument and B. Neyapti “Dynamics of Inflation and Inflation Inertia in Turkey” Journal of Economic Cooperation, vol.25, no: 3, 63-86, 2004K. Metin-Ozcan, A. Gunay, S. Ertac,"Determinants of Private Savings Behaviour in Turkey," Applied Economics, vol. 35, pp. 1405-1416 (2003) • Yilmaz Akdi, K. Metin-Özcan and Yeliz Yalçin “Robustness of Unit Root Tests When the Series are I(2)” METU Studies in Development,Vol.30, 1,19-34, 2003. • K. Metin-Özcan and Y.Z.Özcan “Measuring Poverty and Inequality in Turkey, 2001”, Topics in Middle Eastern and North African Economies, electronic journal, Volume 5, Middle East Economic Association and Loyola University Chicago, September, 2003. http://www.luc.edu/publications/academic/ • Y.Z. Ozcan, K. Metin-Ozcan, S. Ucdogruk "Wage differences by gender, wage and self employment in Urban Turkey: The case of Istanbul," Journal of Economic Cooperation, vol. 24, pp. 1-24, 2003. • K. Metin-Özcan, E. Voyvoda and E. Yeldan “The Impact of the Liberalization Program on the Price-Cost Margin and Investment of Turkey's Manufacturing Sector After 1980" Emerging Markets Finance and Trade, Vol. 38, no.5, 71-101, 2002. • Y.Z. Özcan and K. Metin-Özcan "Determinants of Youth Smoking: Evidence from Turkey", Substance Use and Misuse, Vol. 37, (3), 313-336, 2002 • K. Metin and H. Kara "Forecasting the Turkish Private Sector Manufacturing Price index", Yapi Kredi Economic Review, Vol.12. 1, 43-58, 2001, • K. Metin-Özcan, E. Voyvoda and E. Yeldan "Dynamics of Macroeconomic Adjustment in A Globalized Developing Economy: Growth, Accumulation and Distribution", Canadian Journal of Development Studies, XXII, 1, 219-253, 2001. • K. Metin and G. Muradoglu "Forecasting Integrated Regional Stock Markets Using International Co-movements", Russian and East European Finance and Trade, Vol.37, no.5, 45-63, 2001. • G. Muradoglu, K. Metin and Argaç, R "Is There a Long Run Relationship between Stock Returns and Monetary Variables: Evidence from an Emerging Market " Applied Financial Economics, vol.11, 641-649, 2001. • K. Metin and G. Muradoglu "A Note on Forecasting Stock Prices by Using Alternative Time Series Models" ISE Review, 4, 17-25, 2000. • G. Muradoglu, H. Berument and K. Metin "Financial Crisis and Changes in the Determinants of Risk and Return: An Empirical Investigation of an Emerging Market" Multinational Finance Journal, 3, 223-252, 1999. • K. Metin and I. Muslu "Money Demand, The Cagan Model, Testing Rational Expectations vs Adaptive Expectations: The Case of Turkey" Empirical Economics, 24, 415-426, 1999. • K. Metin "The Relationship between Inflation and the Budget Deficit in Turkey", Journal of Business and Economic Statistics, 16, 412-422, 1998. • K. Metin, G. Muradoglu and B. Yazici "An Analysis of the Day of the Week Effect on the Istanbul Stock Exchange," ISE Review, Vol. 1, 15-25,1997 • G. Muradoglu, and K. Metin "Efficiency of the Turkish Stock Exchange with Respect to Monetary Variables: A Cointegration Analysis", European Journal of Operational Research, 90, 566-576, 1996. • K.Metin "An Integrated Analysis of Turkish Inflation", Oxford Bulletin of Economics and Statistics 57, 513-531, 1995. • K. Metin "Modeling the Demand for Narrow Money in Turkey, METU Studies in Development Vol.2l, No:2, 1994, • G. Muradoglu and K. Metin "Inflation and Stock Market: A Cointegration Analysis", Boğaziçi University Journal, Vol. 9, No.2, 207-216, 1994. PROFESSIONAL EXPERIENCE: Associate Professor, Bilkent University, Dept. of Economics, 01/2002- present Assistant Professor, Bilkent University, Dept. of Economics, 09/92-01/2002 Teaching Assistant, Gazi University, Dept. of Econometrics 81-88 |