Tarik Sezgin Ocaktan

Tarik Sezgin Ocaktan

TARIK SEZGIN OCAKTAN ÙÖÖÒØ ÈÓ×ØÓÒ • PhD candidate at the Université Panthéon-Sorbonne and Paris School of Economics, since September 2006. Research Topic: Unemployment Persistence over the Business Cycles and the Impact of Nonlinearities (Supervisor: Professor Michel Juillard). • Visiting PhD student at the Universiteit van Amsterdam under the supervision of Pro- fessor Wouter den Haan: September 2008 – February 2009 and May 2009. • Fellow of the Institute on Computational Economics 2008 at the University of Chicago: 27 July – 9 August 2008. • Université Catholique de Louvain, Louvain-la-Neuve, Belgium – Master of Arts in Eco- nomics (2006). Master thesis: "Decomposing Real GDP into Stochastic Trend and Transi- tory Components using State Space models" – 2006. Supervisor: Professor L. Bauwens. • Université Louis Pasteur, Strasbourg, France – Maitrise et licence en Econométrie (2001). Master thesis: "Relation between Expenditures in R&D and Productivity - An Economet- ric Analysis with Panel Data" (in french) – 2001. Supervisor: Professor J. El Ouardighi (member of the jury: Professor M. Sidiropoulos). • "Méthodes de simulation des modèles stochastiques d’équilibre général" (with Michel Juillard). Economie et Prévision (Numéro Spécial). 2008/2-3. ÏÓÖÒ ÈÔ Ö • "Solving Dynamic Models with Heterogeneous Agents and Aggregate Uncertainty with Dynare or Dynare++" (with Wouter den Haan). in preparation Ó ÓÑÑ • "Solving Dynamic Models with Heterogeneous Agents and Aggregate Uncertainty with Dynare or Dynare++" – 64th European Meeting of the Econometric Society – Barcelona, August 2009 (paper accepted) • 15th international Conference of Computing in Economics and Finance – Sydney, July 2009 (paper accepted) • Annual Meeting of the Society for Economic Dynamics – Istanbul, July 2009 (paper ac- cepted) • "Unemployment Persistence in a DSGE Model with Search and Matching Theory: The Impact of the Accuracy of Numerical Approximation on Estimation" – May 2007. Work in Progress Seminar (Paris School of Economics) • "Identification of Trends and Cycles in Luxembourg’s Macroeconomic Time Series using State Space Methods" – October 2006. Statec Seminar. • "An Application of TRAMO: Forecasting Luxembourg’s Economic and Social Time Se- ries" – 2004. Economie et Statistiques STATEC Working papers. • "Data Irregularities and Forecasting of Monthly Time Series" – 2003. Ministère de l’Economie et du Commerce Extérieur (Luxembourg). ÓÙÖ×× Ò ËÑÒÖ× ÓÐÐÓÛ • Recent Developments in Macroeconomics with Heterogeneous Agents - Gianluca Violante - May 2009 (Université Panthéon-Sorbonne) • Dynamic Stochastic Equilibrium Models : Solutions Techniques - Wouter den Haan - April 2008 (ENSAE-Paris). • Jeffreys’ Theory of Probability revisited - Christian P. Robert - March 2008 (ENSAE-Paris). • Model Selection with Applications to Finance and Macroeconomics - Barbara Rossi- November 2007 (ENSAE-Paris). • Dynamic Programming: Quantitative Methods and Applications - Russell Cooper - April 2007 (ENSAE-Paris). • Dynamic models of hidden variables - Alain Monfort - November 2006 (ENSAE-Paris). • Markov Chain Monte Carlo Methods - Christian P. Robert - November 2006 (Université Paris 9 Dauphine) ÇÖÒÞØÓÒ • Dynare Summer school (July 2007 and 2008 in Paris) - member of the organizing team • Dynare conference (September 2006 in Paris) - member of the organizing team • 14th International Conference on Computing in Economics and Finance (June 2008 in Paris) - member of the organizing team ËÙÑÑÖ Ó ÓÐ× • Summer school on Estimation of dynamic macroeconomic models II: Nonlinear methods orga- nized by CEMFI (Madrid, Spain) – 3-7 September 2007. • Workshop on Global Sensitivity Analysis for Macroeconomics Models organized by the Joint Research Center (Ispra, Italy) – 12-13 April 2007. • Summer school on Modelling Business Cycles Using State Space Methods (Professors: Siem Jan Koopman and Tommaso Proietti) in Frigiliana (Spain) – 26-30 July 2004. • Seminar on Seasonal Adjustment Methods organized by EUROSTAT (Professors: Agustin Maravall and David Findley) in Luxembourg – 24-28 March 2003 . • Seminar on Consumer Statistics in the European Union organized by the Ministry of Eco- nomic and Business Affairs of Denmark (Copenhagen) – 2002. ËÐÐ× • Languages: fluent in English, French, German, Turkish and Luxemburgish basic knowledge in Italian • Operating Systems: Linux, Mac OS X, Windows 98/2000/XP • Computer Languages: HTML, LATEX, C/C++ and Fortran • Computational Economics: Proficient in Matlab/Scilab/Octave, Gauss, STATA, BUGS, R Procedures: Dynare, X12-ARIMA and TRAMO-SEATS Optimization Tools: AMPL/Knitro, COIN-OR ÓÐÖ×Ô • Bourse Formation-Recherche, Ministère de la Culture de l’Enseignement Supérieur et de la Recherche (Luxembourg) – 2006-08. • Aide à la Formation et Recherche, Fonds National de la Recherche (Luxembourg) – 2008-09. ÜÔ • National Statistics Office of Luxembourg (STATEC) Public employee: January 2002– September 2004: Research and development of compilation methods Seasonal adjustment of macroeconomic time series Short term forecasts for the balance of payments • National Statistics Office of Luxembourg – STATEC (Traineeship) – Département de la Conjoncture: June, 2000–July, 2000: Working on Luxembourg Macroeconometric model (Modux) Unit root tests and cointegration analysis.

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