Sinem's Bank Underground blog posts
Great Expectations: the economic power of news about the future - September 2019
An intuitive interpretation of factor models - March 2017
When Linear Models are misleading - November 2016
Biography
Sinem is a Senior Economist in Monetary Analysis. Prior to that, she worked at the Financial Stability area of the Bank of England. Her research interests are time series econometrics, (non-linear) panel data econometrics, forecasting, factor models, Bayesian econometrics and VARs with applications to monetary policy and financial stability. She holds a PhD degree from the Economics department of University of Bonn and a master’s degree from Koc University.
Sinem's Bank publications
Sinem's selected academic publications
Predictive regressions under asymmetric loss: Factor augmentation and model selection - International Journal of Forecasting (2019)