Yunus Emre Ergemen
Yunus Emre Ergemen is a Associate Professor Department of Economics and Business Economics at Aarhus University. Yunus holds a PhD in Economics from Universidad Carlos III de Madrid (2015). His research interests lie within the fields of time series and panel data econometrics with particular emphasis on long memory and factor-augmented models.
Ergemen, Y. E. & Rodríguez-Caballero, C. V. (2023). Estimation of a Dynamic Multi-Level Factor Model with Possible Long-Range Dependence. International Journal of Forecasting, 39(1), 405-430. Advance online publication. https://doi.org/10.1016/j.ijforecast.2021.12.004
Ergemen, Y. E. (2023). Parametric estimation of long memory in factor models. Journal of Econometrics, 235(2), 1483-1499. Advance online publication. https://doi.org/10.1016/j.jeconom.2022.11.005
Ergemen, Y. E. (2022). Forecasting Inflation Rates with Multi-Level International Dependence. Economics Letters, 214, Article 110456. https://doi.org/10.1016/j.econlet.2022.110456
Kjærgaard, S., Ergemen, Y. E., Bergeron-Boucher, M-P., Oeppen, J. & Kallestrup-Lamb, M. (2020). Longevity forecasting by socio-economic groups using compositional data analysis. Journal of the Royal Statistical Society, Series A (Statistics in Society), 183(3), 1167-1187. Advance online publication. https://doi.org/10.1111/rssa.12555
Kjærgaard, S., Ergemen, Y. E., Kallestrup-Lamb, M., Oeppen, J. & Lindahl-Jacobsen, R. (2019). Forecasting causes of death by using compositional data analysis: the case of cancer deaths. Journal of the Royal Statistical Society, Series C (Applied Statistics), 68(5), 1351-1370. https://doi.org/10.1111/rssc.12357
Ergemen, Y. E. & Velasco, C. (2019). Persistence Heterogeneity Testing in Panels with Interactive Fixed Effects. Journal of Time Series Analysis, 40(4), 573-589. https://doi.org/10.1111/jtsa.12436
Ergemen, Y. E. (2019). System Estimation of Panel Data Models under Long-Range Dependence. Journal of Business and Economic Statistics, 37(1), 13-26. https://doi.org/10.1080/07350015.2016.1255217
Ergemen, Y. E. & Velasco, C. (2017). Estimation of Fractionally Integrated Panels with Fixed Effects and Cross-Section Dependence. Journal of Econometrics, 196(2), 248–258. https://doi.org/10.1016/j.jeconom.2016.05.020
Ergemen, Y. E., Haldrup, N. & Rodríguez-Caballero, C. V. (2016). Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. Energy Economics, 60(November), 79-96. https://doi.org/10.1016/j.eneco.2016.09.008
