Sinem Hacioglu Hoke

​Economist - Stress Testing Strategy Division


​Sinem is interested in applied econometrics, with specific research interests of time series econometrics, forecasting, factor models, Bayesian econometrics, VARs. After gaining her Master’s degree from Koc University, Istanbul, Sinem started her PhD at Economics department of University of Bonn. In her second year, she started a project regarding to forecasting with factor models under asymmetric loss functions. Sinem spent the third year of her studies at University of Wisconsin – Madison where her second project was shaped towards using Factor Augmented VAR models with a threshold structure to interpret the economic meaning behind the factors. Afterwards, Sinem started a PhD internship at the Bank of England, Stress Testing Strategy Division where she worked on nonlinear Bayesian VAR models for a simple implication of macro stress testing. Following that, she started in the same division as an economist in October, 2015.

Sinem's Bank Underground blog posts

An intuitive interpretation of factor models - March 2017
When Linear Models are misleading - November 2015

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