İktisat

Dr. Öğr. Üyesi Erhan ULUCEVİZ
İktisat

Erhan ULUCEVİZ
Telefon
(262) 605 14 35
E-Posta
erhan.ulucevizgtu.edu.tr
Ofis
İşletme Binası, 146
Çalışma alanları
Uygulamalı Ekonometri, Zaman Serisi Analizi, Finansal Ekonometri, Finansal Ağların Bağlanmışlık Analizi

Publications

  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2017. Frequency Aspects of Information Transmission in a Network of Three Western Equity Markets. Physica A: Statistical Mechanics and its Applications, 486, pp. 933-946.
  • Schmidbauer, H., Rösch, A., Uluceviz, E. and N. Erkol. 2016. The Russian Stock Market During the Ukrainian Crisis: A Network Perspective. Czech Journal of Economics and Finance, 66(6), pp. 478-509.
  • Altuğ, S. and E. Uluceviz. 2014. Leading Indicators of Real Activity and Inflation for Turkey, 1988-2010: A Pseudo out-of-sample Forecasting Approach. OECD Journal: Journal of Business Cycle Measurement and Analysis, 2014(1), pp. 1­-37.
  • Uluceviz, E. and L. Yıldıran. 2010. Effects of International Interbank Lendings on Twin Crises. In Blenman, L.P., Black, H.A. and E.J. Kane (eds.), Banking and Capital Markets: New International Perspectives, World Scientific Publishing Company, pp. 59-86.

Conference Contributions

  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2017. BRIC Stock Market Importance Raw Material Suppliers versus Manufacturing Economies. International Conference on Economic Modeling (EcoMod). Ljubljana/Slovenia.
  • Rösch, A., Schmidbauer, H. and E. Uluceviz. 2017. Did the BRICS Institutionalization Boost Their Stock Market Interconnectedness? International Conference on Economic Modeling (EcoMod). Ljubljana/Slovenia.
  • Uluceviz, E. 2016. Model Identification Through Heteroscedasticity within the Network Connectedness Framework: the “Systemic Five” Stock Markets. International Symposium on Forecasting (ISF), Santander/Spain.
  • Schmidbauer, H., Rösch, A., Uluceviz, E. and N. Erkol. 2016. Are American and European Equity Markets in Phase? – Frequency Aspects of Return and Volatility Spillovers. International Conference on Economic Modeling (EcoMod). Lisbon/Portugal.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2014. Frequency Aspects of Information Transmission in Networks of Equity Markets. International Conference on Economic Modeling (EcoMod). Bali/Indonesia.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2013. Information Propagation between Equity Markets: The Case of BRICT. International Conference on Economic Modeling (EcoMod). Prague/Czech Republic.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2013. Are Connectedness Cycles of Equity Markets Synchronous? A Wavelet Analysis. International Symposium on Forecasting (ISF), Seoul/South Korea.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2013. Equity Market Repercussions of Large-Scale Financial Crimes and Other Disasters. International Symposium on Forecasting (ISF), Seoul/South Korea.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2012. Connectedness Cycles in Equity Markets: A Wavelet Approach. International Conference on Economic Modeling (EcoMod). Sevilla/Spain.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2012. Market Connectedness: Spillovers, Information Flow and Relative Market Entropy. International Symposium on Forecasting (ISF), Boston/USA.

Working Papers

  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2016. Frequency Aspects of Information Transmission in a Network of Three Western Equity Markets, Koç University – TÜSİAD Economic Research Forum (ERF), Working Paper No:1616.
  • Schmidbauer, H., Rösch, A. and E. Uluceviz. 2013. Market Connectedness: Spillovers, Information Flow and Relative Market Entropy, Koç University – TÜSİAD Economic Research Forum (ERF), Working Paper No:1320.
  • Altuğ, S. and E. Uluceviz. 2011. Leading Indicators of Real Activity and Inflation for Turkey, 2001-2010, Koç University – TÜSİAD Economic Research Forum (ERF), Working Paper No:1134.
  • Doktora: İstanbul Bilgi University, Economics - 2015, İstanbul/Turkey
  • Yüksek lisans:
    – Midi-Pyrénées Sciences Économiques, Université Toulouse I Capitole (Toulouse School of Economics), Economic Theory and Econometrics - 2006, Toulouse/France

    – Boğaziçi University, Economics - 2005, İstanbul/Turkey
  • Lisans: Boğaziçi University, Industrial Engineering - 2000, İstanbul/Turkey