Nalan Bastürk (N.)
Publicaties
Core publications:
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Bastürk, N., Borowska, A., Grassi, S., Hoogerheide, L., & van Dijk, H. K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. Journal of Econometrics, 210(1), 170-186. https://doi.org/10.1016/j.jeconom.2018.11.011
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Bastürk, N., Hoogerheide, L., & van Dijk, H. K. (2017). Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank. Bayesian Analysis, 12(3), 879-917. https://doi.org/10.1214/17-BA1061
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Basturk, N., Grassi, S., Hoogerheide, L., Opschoor, A., & van Dijk, H. K. (2017). The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. Journal of Statistical Software, 79(1), 1-40. https://doi.org/10.18637/jss.v079.i01
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Bastürk, N., Grassi, S., Hoogerheide, L., & van Dijk, H. K. (2016). Parallelization experience with four canonical econometric models using ParMitISEM. Econometrics, 4(1), [11]. https://doi.org/10.3390/econometrics4010011
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Baştürk, N., Çakmak, C., Pinar Ceyhan, S., & van Dijk, H. K. (2014). Posterior-predictive evidence on US inflation using extended Phillips curve models with non-filtered data. Journal of Applied Econometrics, 29(7), 1164-1182. https://doi.org/10.1002/jae.2411
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Zellner, A., Ando, T., Basturk, N., Hoogerheide, L., & van Dijk, H. K. (2014). BAYESIAN ANALYSIS OF INSTRUMENTAL VARIABLE MODELS: ACCEPTANCE-REJECTION WITHIN DIRECT MONTE CARLO. Econometric Reviews, 33(1-4), 3-35. https://doi.org/10.1080/07474938.2013.807094
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Baştürk, N., Çakmak, C., Pinar Ceyhan, S., & van Dijk, H. K. (2014). On the rise of Bayesian econometrics after Cowles Foundation Monographs 10, 14. Oeconomia, 4(3), 381-447. https://doi.org/10.4000/oeconomia.913
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Schaap, M., Lemmers, R. J. L. F., Maassen, R., van der Vliet, P. J., Hoogerheide, L. F., van Dijk, H. K., Basturk, N., de Knijff, P., & van der Maarel, S. M. (2013). Genome-wide analysis of macrosatellite repeat copy number variation in worldwide populations: evidence for differences and commonalities in size distributions and size restrictions. BMC Genomics, 14, [143]. https://doi.org/10.1186/1471-2164-14-143
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Bastürk, N., & De Almeida e Santos Nogueira, R. J. (2016). Time Varying Correlation Estimation Using Probabilistic Fuzzy Systems. In J. P. Carvalho, M-J. Lesot, U. Kaymak, S. Vieira, B. Bouchon-Meunier, & R. R. Yager (Eds.), Communications in Computer and Information Science: Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2016. (Vol. 611, pp. 752-763). Springer. Communications in Computer and Information Science Vol. 611 https://doi.org/10.1007/978-3-319-40581-0_61
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Baştürk, N., Çakmak, C., Pinar Ceyhan, S., & van Dijk, H. K. (2014). On the rise of Bayesian econometrics after Cowles Foundation Monographs 10, 14. Oeconomia, 4(3), 381-447. https://doi.org/10.4000/oeconomia.913
Meest recente publicaties:
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Peerlings, D., van den Brakel, J., Bastürk, N., & Puts, M. (2022). Multivariate Density Estimation by Neural Networks. IEEE Transactions on Neural Networks and Learning Systems. https://doi.org/10.1109/TNNLS.2022.3190220
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Habtewold, T., van Bronswijk, S., Peeters, F., & Bastürk, N. (2022). Cognitive behavioral analysis system of psychotherapy (CBASP) may not be superior to other treatments for chronic depression: Correspondence. Journal of Affective Disorders, 308, 188-189. https://doi.org/10.1016/j.jad.2022.04.049
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Hanoch, O., Bastürk, N., Almeida, R. J., & Habtewold, T. D. (2022). Analysis of Graphical Causal Models with Discretized Data. In D. Ciucci, I. Couso, D. Slezak, D. Petturiti, B. Bouchon-Meunier, & R. R. Yager (Eds.), Information Processing and Management of Uncertainty in Knowledge-Based Systems. IPMU 2022: 19th International Conference, IPMU 2022 Milan, Italy, July 11-15, 2022 Proceedings, Part II (pp. 223-234). Springer, Cham. Communications in Computer and Information Science Vol. 1602 https://doi.org/10.1007/978-3-031-08974-9_18
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Bastürk, N., Schotman, P. C., & Schyns, H. (2021). A Neural Network with Shared Dynamics for Multi-Step Prediction of Value-at-Risk and Volatility. SSRN. https://doi.org/10.2139/ssrn.3871096
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Shapovalova, Y., Basturk, N., & Eichler, M. (2021). Multivariate Count Data Models for Time Series Forecasting. Entropy, 23(6), [718]. https://doi.org/10.3390/e23060718
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Jassem, A., Lieb, L., Almeida, R. J., Bastürk, N., & Smeekes, S. (2021). Min(d)ing the President: A text analytic approach to measuring tax news. Cornell University - arXiv. arXiv.org No. 2104.03261
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Bastürk, N., Borowska, A., Grassi, S., Hoogerheide, L., & van Dijk, H. K. (2019). Forecast density combinations of dynamic models and data driven portfolio strategies. Journal of Econometrics, 210(1), 170-186. https://doi.org/10.1016/j.jeconom.2018.11.011
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De Almeida e Santos Nogueira, R. J., & Bastürk, N. (2018). Forecasting Directional Change Uncertainty Using Probabilistic Fuzzy Systems. In Proceedings of the 2018 IEEE International Conference on Fuzzy Systems: FUZZ-IEEE 2018 (pp. 1-8). IEEE. IEEE International Conference on Fuzzy Systems https://doi.org/10.1109/FUZZ-IEEE.2018.8491569
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Bastürk, N., Hoogerheide, L., & van Dijk, H. K. (2017). Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank. Bayesian Analysis, 12(3), 879-917. https://doi.org/10.1214/17-BA1061
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Basturk, N., Grassi, S., Hoogerheide, L., Opschoor, A., & van Dijk, H. K. (2017). The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference. Journal of Statistical Software, 79(1), 1-40. https://doi.org/10.18637/jss.v079.i01

N. Bastürk
Assistant professor
QE Econometrics, Quantitative Economics, School of Business and Economics
+31(0)43 3883843
+31(0)43 3883835