Esin Cakan

Education

Published Books and Articles

Published Works 

• “Non-linear dynamic linkages in the international stock markets”: (with Z.A. Ozdemir), Physica A: Statistical Mechanics and its Applications, Volume 377, Issue 1, 2007, pp. 173-180.
  
• “Policy Regime Change and Structural Break in the Velocity of Money: The Turkish Evidence”: (with E. Ozmen, Applied Economics Letters, vol. 9, issue 11, 2002, pp. 759-62.
  
• “On the nonlinear causality between inflation and its uncertainty in G-3 countries”: (with Z.A Ozdemir) submitted to Journal of Applied Economics (under revision)
  
  Working Papers
• Nonlinear Relationships of Stock Markets and Inflation Uncertainty, 2007 (will be submitted to Applied Financial Economics soon).
• Persistence in Real Exchange Rate: Evidence from East Asian Countries, 2008 (will be submitted to Applied Economics soon).
• US Macroeconomic News Effects on US and UK Stock Markets: MGARCH Application, 2007(will be submitted to Finance Research Letters soon)

Research in Progress

• Testing for causality –in-variance: An application to G3 Capital Markets (will be submitted to International Journal of Finance and Economics)

• The effect of credit default swap (CDS) spreads on bond markets in emerging market countries.

Courses Taught

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Other

Instructor

Business Statistics Queens College (2002-2004).
Econometrics Hunter College (2005), Baruch College (2007 Honors, 2008 Summer)
Microeconomics Queens College (2002 – 2004), Baruch College (2005, 2007 Honors),
Hostos Community College (2002-2003).
Macroeconomics Queens College (2002, 2004), Hostos Community College (2002,2003).
Money and Banking Queens College (2003 – 2004).

Teaching Assistant

Introduction to Macroeconomics Barnard College of Columbia University (2006- 2007)
Microeconomics Baruch College (2003 - 2007)
Macroeconomics Baruch College (2003 -2005)

Teaching evaluations

Baruch College: Microeconomics 2007 Spring: 4.3; Macroeconomics 2006 Fall: 4.7
Econometrics 2007 Spring:4.2 (out of 5) (evaluations available upon request).

Research Assistant

Baruch College, Public Affairs 2004 – 2005
The paper “Do the Determinants of Promotion Differ for White Men Versus Women and Minorities” of Ryan Smith is published in American Behavioral Scientist with a thank you note for my research. http://abs.sagepub.com/cgi/reprint/48/9/1157.pdf

International Longevity Center (ILC) 2002 – 2003
The paper “Occupations in an Aging Society: Worker Abilities and Worker Interests”, presented in 4th International Research Conference on Social Security, has an excellent research note for my research.     http://www.issa.int/pdf/anvers03/topic3/2muller.pdf

Economist

Turkish Industrialists’ & Businessmen Association 2000 – 2001 http://www.tusiad.org/
Forecasting macroeconomics variables of Turkish economy with econometric models, publishing quarterly economic review, preparing reports about economic development, preparing working papers about the integration of Turkey and European Union.

Research Assistant

Econometrics Department, Gazi University, Turkey (1995-2000)
Teaching all level of Statistics courses, Econometrics and Fortran and Basic programming language.

Presentations At Professional Meetings

“The effect of macroeconomic news announcements and surprises on the stock and bond markets”, with Tao Wang, presented at the 2007 Eastern Economic Association (EEA).
‘‘Testing Structural Break In Turkish Monetary Aggregates,” presented at the 1998 METU International Economic Conference.


Professional Affiliations

Eastern Economic Association, Financial Management Association, American Economic Association

Computer Skills

SPSS, STATA, MATLAB, RATS, Mathematica, E-Views., Gauss, Ox, PC-Give.