dhr. dr. C. (Cem) Cakmakli
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Faculteit Economie en Bedrijfskunde
Sectie Econometrie & Statistiek
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Valckenierstraat
67
1018 XE Amsterdam
Kamernummer: JK 2.56
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C.Cakmakli@uva.nl
Positions
Assistant Professor of Econometrics at University of Amsterdam
AXA Postdoc Fellow at Koc University
Research programme
UvA-Econometrics
Research interests
Bayesian Analysis; Time-series Econometrics; Computational Econometrics; Financial Econometrics; Empirical Macroeconomics
Dissertation title
Exploiting Common Features in Macroeconomic and Financial Data
Prizes and honours
AXA Post-doctoral Fellowship
International ties
Rimini Center for Economic Analysis
Corporate ties
AXA Research Fund
Curriculum Vitae
Teaching activities
Current year
Econometrics
Quantitative Analysis
Econometrics II
Applied Econometrics
Previous years
AEO
Econometrics II
Applied Econometrics
Econometrics I
Financial Case Studies
Organisational contributions to conferences
Head member of the organization committee of the "Conference on "Bayesian
Econometrics in Macro and Finance" at Erasmus University Rotterdam on Friday
January 27 (2012) "
Member of organization committee, `Workshop on Recent Theory and Applications of
DSGE Models', Rotterdam, Netherlands, June 2012
Member of organization committee, `Conference on Forecasting Structure and Time
Varying Patterns in Economics and Finance', Rotterdam, Netherlands, May 2013
Participation in academic networks
The Rimini Centre for Economic Analysis
2013
- C. Cakmakli, R. Paap & D. van Dijk (2013). Measuring and predicting heterogeneous recessions. Journal of Economic Dynamics & Control, 37 (11), 2195-2216. doi: 10.1016/j.jedc.2013.06.004
2013
- C. Çakmaklı (2013). Report on US recession probabilities. (extern rapport, ERF Report). Istanbul: Koç University-TÜSİAD Economic Research Forum.
2013
- N. Basturk, C. Cakmakli, S.P. Ceyhan & H.K. van Dijk (2013). Historical developments in Bayesian econometrics after Cowles Foundation Monographs 10, 14. (Preprints, Tinbergen Institute Discussion Papers, no 2013-191/III). Amsterdam / Rotterdam: Tinbergen Institute.
- N. Basturk, C. Cakmakli, P. Ceyhan & H.K. van Dijk (2013). Posterior-Predictive Evidence on US Inflation using Phillips Curve Models with Non-Filtered Time Series. (Preprints, Tinbergen Institute Discussion Paper, no 13-011/III). Amsterdam/Rotterdam: Tinbergen Institute.
2011
- C. Cakmakli & D. van Dijk (2011). Getting the most out of macroeconomic information for predicting stock returns and volatility. (Preprints, UvA - Econometrics discussion paper, no 2011/10). Amsterdam: Universiteit van Amsterdam.
- C. Cakmakli, R. Paap & D. van Dijk (2011). Modeling and estimation of synchronization in multistate Markov-switching models. (Preprints, Tinbergen Institute Discussion Paper, no TI2011-002/4). Amsterdam/Rotterdam: Tinbergen Institute.
- C. Cakmakli (2011). Bayesian semiparametric dynamic Nelson-Siegel model. (Preprints, UvA - econometrics discussion paper, no 2011/09). Amsterdam: Universiteit van Amsterdam.
- C. Cakmakli, R. Paap & D. van Dijk (2011). Measuring and predicting heterogeneous recessions. (Preprints, Tinbergen Institute Discussion Paper, no TI2011-154/4). Amsterdam/Rotterdam: Tinbergen Institute.