Güneş Kamber

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

14

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876

SSRN CITATIONS
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in Total Papers Citations

72

CROSSREF CITATIONS

33

Scholarly Papers (14)

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

UNSW Business School Research Paper No. 2016-09
Number of pages: 46 Posted: 30 Jun 2016
Güneş Kamber, James Morley and Benjamin Wong
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 82 (360,372)
Citation 6

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Beveridge-Nelson Decomposition, Output Gap, Signal-To-Noise Ratio

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

CAMA Working Paper No. 3/2017
Number of pages: 73 Posted: 17 Jan 2017
Güneş Kamber, James Morley and Benjamin Wong
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 76 (377,096)
Citation 4

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

BIS Working Paper No. 584
Number of pages: 43 Posted: 04 Oct 2016
Güneş Kamber, James Morley and Benjamin Wong
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 43 (498,393)

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

Intuitive and Reliable Estimates of the Output Gap from a Beveridge-Nelson Filter

Review of Economics and Statistics, 2018, issue 100, number 3, pg. 550-566
Number of pages: 45 Posted: 12 Aug 2019
Güneş Kamber, James Morley and Benjamin Wong
Bank for International Settlements (BIS) - Monetary and Economic Department, University of Sydney - School of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 14 (682,103)
Citation 11

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Beveridge-Nelson decomposition, output gap, signal-to-noise ratio

2.

Do Interest Rates Play a Major Role in Monetary Policy Transmission in China?

BIS Working Paper No. 714
Number of pages: 43 Posted: 13 Apr 2018
Güneş Kamber and Madhusudan S. Mohanty
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 158 (224,068)

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monetary policy in China, structural VAR, external instruments

3.

International Spill-Overs of Uncertainty Shocks: Evidence from a FAVAR

CAMA Working Paper No. 61/2016
Number of pages: 35 Posted: 06 Oct 2016
Bank for International Settlements (BIS) - Monetary and Economic Department, Reserve Bank of New Zealand, Sapere Research Group and Reserve Bank of New Zealand
Downloads 113 (290,144)
Citation 5

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FAVAR, uncertainty shocks, small open economy

4.

Global Factors and Trend Inflation

BIS Working Paper No. 688
Number of pages: 33 Posted: 25 Jan 2018
Güneş Kamber and Benjamin Wong
Bank for International Settlements (BIS) - Monetary and Economic Department and Monash University - Department of Econometrics & Business Statistics
Downloads 83 (354,379)
Citation 1

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Trend inflation, foreign shocks, Beveridge-Nelson decomposition

5.

What Drives Inflation in Advanced and Emerging Market Economies?

BIS Paper No. 111a
Number of pages: 16 Posted: 17 Apr 2020
Güneş Kamber, Madhusudan S. Mohanty and James Morley
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Sydney - School of Economics
Downloads 58 (429,691)

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open economy Phillips curve; structural breaks; inflation expectations; exchange rate pass-through; inflation volatility

6.

The Global Impact of Risk-Off Shocks

BIS Paper No. 102a
Number of pages: 7 Posted: 22 May 2019
Ricardo J. Caballero and Güneş Kamber
Massachusetts Institute of Technology (MIT) - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 43 (488,681)

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risk-off, conventional and unconventional monetary policy, policy-puts, spillovers, macroeconomic fundamentals, developed and emerging markets, AsiaPacific region

7.

News-Driven Business Cycles in Small Open Economies

CAMA Working Paper 2/2014
Number of pages: 37 Posted: 15 Jan 2014 Last Revised: 29 Oct 2014
Bank for International Settlements (BIS) - Monetary and Economic Department, Cardiff University and Victoria University of Wellington
Downloads 43 (488,681)
Citation 5

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News shocks, business cycles, open economy macroeconomics, financial frictions, VAR

On the Global Impact of Risk-off Shocks and Policy-put Frameworks

BIS Working Paper No. 772
Number of pages: 57 Posted: 11 Mar 2019
Ricardo J. Caballero and Güneş Kamber
Massachusetts Institute of Technology (MIT) - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 32 (555,007)

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Risk-off, conventional and unconventional monetary policy, policy-puts, spillovers, macroeconomic fundamentals, developed and emerging markets, Asia-Pacific region

On the Global Impact of Risk-Off Shocks and Policy-Put Frameworks

NBER Working Paper No. w26031
Number of pages: 55 Posted: 09 Jul 2019 Last Revised: 15 Feb 2021
Ricardo J. Caballero and Güneş Kamber
Massachusetts Institute of Technology (MIT) - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 4 (764,826)
Citation 3

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9.

Financial Frictions and the Role of Investment Specific Technology Shocks in the Business Cycle

CAMA Working Paper No. 30/2012
Number of pages: 40 Posted: 15 Jun 2012
Güneş Kamber, Christie Smith and Christoph Thoenissen
Bank for International Settlements (BIS) - Monetary and Economic Department, Reserve Bank of New Zealand and Victoria University of Wellington
Downloads 35 (525,854)
Citation 2

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DSGE model, financial frictions, risk premium shocks, investment specific technology shocks, Bayesian estimation

Commodity Prices and Labour Market Dynamics in Small Open Economies

CAMA Working Paper No. 24/2016
Number of pages: 61 Posted: 04 May 2016
Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS) - Monetary and Economic Department and University of Sheffield
Downloads 19 (643,310)

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commodity prices, search and matching unemployment

11.

Financial Intermediation and the International Business Cycle: The Case of Small Countries with Big Banks

Centre for Applied Macroeconomics Analysis (CAMA) Working Paper No. 22/2011
Number of pages: 32 Posted: 14 Jul 2011
Güneş Kamber and Christoph Thoenissen
Bank for International Settlements (BIS) - Monetary and Economic Department and Victoria University of Wellington
Downloads 28 (563,646)
Citation 1

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12.

Financial Exposure and the International Transmission of Financial Shocks

CAMA Working Paper Series Paper 39/2013
Number of pages: 56 Posted: 27 Jun 2013
Güneş Kamber and Christoph Thoenissen
Bank for International Settlements (BIS) - Monetary and Economic Department and Victoria University of Wellington
Downloads 23 (595,252)
Citation 2

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13.

The Financial Accelerator and Monetary Policy Rules

Number of pages: 23 Posted: 07 Dec 2011
Güneş Kamber and Christoph Thoenissen
Bank for International Settlements (BIS) - Monetary and Economic Department and Victoria University of Wellington
Downloads 21 (608,578)
Citation 3

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14.

Estimated Small Open Economy Model with Frictional Unemployment

Pacific Economic Review, Vol. 17, Issue 2, pp. 326-353, 2012
Number of pages: 28 Posted: 19 May 2012
Julien Albertini, Güneş Kamber and Michael Kirker
University of Lyon 2, Bank for International Settlements (BIS) - Monetary and Economic Department and affiliation not provided to SSRN
Downloads 1 (764,085)
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