Asst. Prof. Dr. Serda Selin Ozturk
Department of Economics – Istanbul Bilgi University
WORK ADDRESS
Istanbul Bilgi Universitesi
Ekonomi Bolumu Eski Silahtaraga Elektrik Santrali
Kazim Karabekir cad. Office No:L1-102
Eyup/ Istanbul TURKEY 34060
Tel: +902123115385
EDUCATION
2004-2009 Ph.D. in Economics, University of Pittsburgh
1999-2004 B.Sc. in Economics, Istanbul Bilgi University (Honors program)
2001-2004 B.Sc. in Economics, London School of Economics (External program)
WORK EXPERIENCE:
Since September 2010- Assistant Professor, Istanbul Bilgi University
September 2009- August 2010 Lecturer, Istanbul Bilgi University
TEACHING
Istanbul Bilgi University
Fall 2011-Fall 2014 EC521 Advanced Econometrics I
Spring 2011-Spring 2013 EC522 Advanced Econometrics II
Fall 2012-Fall 2014 FEC 521 Quantitative Methods for Finance
Spring 2013 EC176 Mathematics for Economists II
Fall 2012-Fall 2013 EC175 Mathematics for Economists I
Spring 2010- Spring 2012 EC251 Mathematic for Economists II
Fall2009- Fall 2011 EC251 Mathematic for Economists I
Fall2009- Spring2014 HEC341 Introduction to Econometrics (Honors Programme)
Fall2009- HEC335 Advanced Linear Algebra (Honors Programme)
University of Pittsburgh
Fall 2006-Spring 2009 Research Assistant for Professor Jean-Francois Richard
ECON 0100: Introduction to Microeconomic Theory (TA Summer 2006)
ECON 0110: Introduction to Macroeconomic Theory (TA Spring 2006)
ECON 2020: Introduction to Econometric Theory (TA Fall 2005)
Istanbul Bilgi University
Introduction to Econometrics (TA Spring 2003)
Introduction to Econometrics (TA Fall 2002)
AWARDS and FELLOWSHIPS:
2009-2010 (Fall) University of Pittsburgh Arts&Sciences Graduate Fellowship
2008 (Summer) University of Pittsburgh Summer Fellowship
2008 (June) 28th International Symposium on Forecasting Travel Grant Award
2008 (Spring) University of Pittsburgh-Gradexpo Outstanding Paper Award
2007(Summer) University of Pittsburgh Summer Fellowship
2005-present University of Pittsburgh Full Scholarship
2004-2005 University of Pittsburgh Graduate Student Fellowship
1999-2004 Istanbul Bilgi University Full Scholarship
FIELDS OF INTEREST: Applied econometrics, financial econometrics, macroeconometrics
REFEREE: Review of Economics and Statistics, Econometric Reviews, Journal of Econometrics, Central Bank of Turkey Working Papers, Finance Research Letters
PAPERS
1) “Intra-Industry Volatility Spillovers in the MENA Region”, with Engin Volkan, forthcoming in Emerging Markets Finance and Trade.
2) “Testing for Structural Breaks with Local Smoothers: A Simulation Study” with Thanasis Stengos, Economics Letters, 10/2014; 125(1):119–122.
3) “A Stochastic Volatility Leverage Model: Application to a Panel of S&P500 Stocks” Jean Francois Richard, 2012, University of Pittsburgh, forthcoming in Finance Research Letters.
4) “Forecasting Inflation Volatility: A Stochastic Volatility Approach”, 2011, International Journal of Arts and Sciences
5) “Do Returns Granger-Cause Volatility?”, with Jean Francois Richard, 2009, University of Pittsburgh
6) “Modeling Inflation Volatility of Turkey: A Comparison of EGARCH and Stochastic Volatility Models”, 2006, University of Pittsburgh
WORK IN PROGRESS
1) “Is There a Room for Competitive Devaluation in Global Economy?”, with Ege Yazgan
2) “A Dynamic Multivariate Factor Model for S&P500 Stocks: Market, Industry and Stock Specific Factors”, with Thanasis Stengos
3) “A Sentiment Analysis for Twitter Content: USD/TRY Case”, with Kursad Ciftci
PRESENTATIONS
November 2014 Midwest Macro Conference, Miami, Florida, USA
June 2014 1st International Econometrics Conference, Bogazici University, Istanbul, TURKEY
March 2013 SNDE 2013, Milan, ITALY
March 2012 SNDE 2012, Istanbul, TURKEY
October 2011 MIFN and ANR Conference, Orleans, FRANCE
May 2011 All-Istanbul Economics Workshop, Istanbul, TURKEY
May 2011 Conference in Honor of Halbert L. White, San Diego, USA
June 2010 IJAS's Conference at Harvard, Boston, USA
April 2009 2009 Irish Economic Association Conference, Cork, IRELAND
April 2009 2009 Scottish Economic Society Conference, Perth, UK
June 2008 28th International Symposium on Forecasting, Nice, FRANCE
March 2008 GradExpo, University of Pittsburgh, Pittsburgh, USA