Kerem Tuzcuoglu is a Senior Economist in the Financial Stability Department. His research focuses on theoretical and applied econometrics, nonlinear time series models, and Bayesian econometrics with the applications on macroeconomics and finance. He received his Ph.D. in Economics from Columbia University.
Staff working papers
- Composite Likelihood Estimation of AR-Probit Model: Application to Credit Ratings
- Output Effects of Global Food Commodity Shocks
- Interpreting the latent dynamic factors by threshold FAVAR model