Personal CV Personal information Surname: Erdem Kilic Date and

Personal CV - ERDEM KILIC
Personal information
Name - Surname: Erdem Kilic
Academic Title: PhD
Email: [email protected]
Phone: +90 212 395 36 70
Education Profile
High School: Frankfurt 1998
Bachelor: J.W. Goethe University Frankfurt (2000-2002)
Master: J.W. Goethe University Frankfurt, Diplom (2002-2005)
Thesis subject: ‘Political Economic Determinants of Public Debt ',
Thesis Advisor: Prof. Dr. Alfons Weichenrieder
PhD: Yeditepe University (2008 - 2011)
Thesis subject: 'Essays on Spillover Effects;
Electricity Consumption, Monetary Interventions and Financial Contagion',
Thesis Advisor: Prof. Dr. Veysel Ulusoy
Languages:
English, very good
French, medium
German, Turkish, mother tongue
Work experience
Istanbul Aydin University Lecturer Fall 2010 Teaching
Courses Taught:
- Mathematics (in Business Administration, English and Turkish),
- Engineering Economics (in Electrical and Electronic Engineering., English)
Middle East Technical University, Postdoctoral Researcher
Institute of Applied Mathematics, 10.2011 – 10.2012
Yeditepe University, Part time Instructor, Business Administration in German, Spring 2013
Courses Taught:
-Budgeting and Planning
MEF University, Assistant Professor, Department of Economics, 2014-2015
Courses Taught:
- Economics for Engineering and Economics for Lawyers
Publications
International Article
Erdem Kilic and Veysel Ulusoy (2011), 'Electricity Consumption and Spillover Effects – A
Dynamic Panel Data Approach ', Chinese Business Review, Volume 10, Number 6, June 2011, pp.
415-423.
Erdem Kilic and Veysel Ulusoy (2011), ‘Are the EMU Fiscal Constraints really effective? – An
Optimal Currency Area Approach’, Journal of Money, Investment, and Banking, 34.
Erdem Kilic and Veysel Ulusoy (2012), ‘Effect of excessive volatility on endogenous monetary
policy preferences: Evidence from Turkey’, Actual Problems of Economics, 2013 March.
Gaye Gencer and Erdem Kilic (2014), ‘Conditional Correlations and Volatility Links Among
Gold, Oil and Istanbul Stock Exchange Sector Returns’, International Journal of Economics and
Financial Issues, Volume 4, Issue 1, pp. 170-182.
Erdem Kilic, Sadia Samar Ali, Gerhard Wilhelm Weber, Rameshwar Dubey (2014), 'A
value-adding approach to reliability under preventive maintenance costs and its applications',
Optimization Vol. 63, Iss. 12, 2014.
Solatikia Farnaz, Kiliç Erdem and Weber Gerhard Wilhelm, (2014), "Fuzzy optimization for
portfolio selection based on Embedding Theorem in Fuzzy Normed Linear Spaces," Organizacija,
De Gruyter Open, vol. 47(2), pages 8, May.
Erdem Kilic and Veysel Ulusoy (2015), ‘Evidence for Financial Contagion in Endogenous
Volatile Periods’, Review of Development Economics, Vol. 19, Issue 1,pp. 62-74.
Erdem Kilic and Serkan Çankaya (2016), ‘Consumer Confidence and Economic Activity: A
Factor Augmented VAR Approach’, Applied Economics, Taylor and Francis, Vol. 32, July, pp.
3062.
National Article
Erdem Kilic (2014), ‘Ekonomik öncü göstergelerinin BES katılımcı sayısı üzerindeki etkisi’,
(Impact of Leading Economic Indicators on the Number of Private Pension System Contributors),
Maliye Finans Yazıları, No. 102, October, 2014.
Working Papers
Erdem Kilic and Veysel Ulusoy (2012), ‘Evaluation of International Transmission Processes:
Financial Contagion’, Preprint, Middle East Technical University, Institute of Applied
Mathematics.
Sadia Samar Ali, Erdem Kilic, Gerhard Wilhelm Weber, Rameshwar Dubey (2013), ‘A
value-adding approach to reliability under preventive maintenance costs and its applications’,
Preprint, Middle East Technical University, Institute of Applied Mathematics.
Book
Erdem Kilic (2015), ‘Staatsverschuldung unter politökonomischen Gesichtspunkten’,
Peter Lang GmbH , Internationaler Verlag der Wissenschaften , Frankfurt am Main 2015.
ISBN 978-3-631-66468-1 (Print), DOI 10.3726/978-3-653-05683-9.
Book Chapter
Erdem Kilic, Azer Kerimov, G. Wilhelm Weber (2012), ‘Stochastic Hybrid Systems Applications
in Finance’, Chapter in Edited Volume by Gordon H. Dash, Recent Advances in Computational
Finance, Nova Science Publishers.
Erdem Kılıç (2016), ‘Monetary Coordination and Regulation Policies of Spillover Effects on
Asset Dynamics’, Global Financial Crisis, Ramifications and Recovery - Opportunities and
Threats in Volatile Economic Conditions, Springer Publishing, Forthcoming.
Seminars and Workshops
International Summer School National University of Technology of the Ukraine, ‘Impulsive and
Stochastic Hybrid Systems in the Financial Sector with Bubbles’, as Coauthor with
Gerhard-Wilhelm Weber and Azer Kerimov, Kiev, Ukraine, August 23, 2012.
Seminar in Faculty of Economics, ‘Monetary Regulation for Financial Contagion: The Role of
Policy Coordination’, Middle Eastern Technical University, November, 2012.
Workshop OPTFIN 2012 Tîrgu-Mureș, ‘Optimization and Operational Research of Stochastic
Hybrid Systems and Their Applications in Economy and Finance’, Romania, 4th-7th, December
2012, Invited Speaker, Organized by ‘Petru Major’ University of Tîrgu-Mureș.
Workshop 12th NIPE Summer School, New Directions in Macro-Econometric and
Financial-Econometric Predictive Modeling, Francis X. Diebold, June 15th—17th 2015,
University do Minho, Braga, Portugal.
Workshop 13th NIPE Summer School, High Frequency Econometrics and Trading, Yacine
Ait-Sahalia, June 13th—16th 2015, University do Minho, Braga, Portugal.
International Conferences
Veysel Ulusoy and Erdem Kilic (2010), 'Electricity Consumption and Spillover Effects - A
Dynamic Panel Data Approach ', International Conference on Business, Management and
Economics (ICBM) 2010 Conference Cesme, Turkey, e-proceeding.
Veysel Ulusoy and Erdem Kilic (2011), 'Central Bank of Measurement From Intervention
Effectiveness Endogenous Policy Preferences', Eurasia Business and Economics Society 2011
Conference - Istanbul, June 1 - 3, 2011, Abstract Book, p. 60.
Veysel Ulusoy and Erdem Kilic (2011), 'Central Bank of Measurement From Intervention
Effectiveness Endogenous Policy Preferences', International Conference on Mathematical
Finance and Economics (ICMFE), July 6-8, 2011 Istanbul, Turkey, Abstract Book, pp. 63-64.
Erdem Kilic and Veysel Ulusoy (2012), ‘Evaluation of International Transmission Processes:
Financial Contagion’, European Economics and Finance Society, 11th Annual Conference, June
14-16, 2012, Koç University, Istanbul, Turkey.
Gerhard-Wilhelm Weber, Erdem Kilic, Busra Temocin, and Azer Kerimov (2012), ‘Optimization
and Operational Research of Stochastic Hybrid Systems and Their Applications in Economy and
Finance’, EURO 12, 25th European Conference on Operational Research, Vilnius
University, July 8-11, 2012.
Erdem Kilic and Veysel Ulusoy (2012), ‘Monetary Regulation for Financial Contagion’,
International Conference on Applied and Computational Mathematics, October 3-6, 2012,
Middle East Technical University, Ankara, Turkey.
Erdem Kilic and Veysel Ulusoy (2012), ‘Monetary Regulation for Financial Contagion’, Seminar
in Economics , November 26, 2012, Middle East Technical University, Ankara, Turkey.
Erdem Kilic and Veysel Ulusoy (2013), ‘Monetary Regulation for Financial Contagion’, 77th
Annual Meeting, Midwest Economics Association, March 22-23, 2013, Columbus, Ohio, USA.
Gerhard-Wilhelm Weber, Fatma Yerlikaya-Özkurt, and Erdem Kilic (2013), ‘Optimization and
Operational Research of Stochastic Hybrid Systems and Their Applications in Economy and
Finance’, Istanbul Finance Congress, Kadir Has University, Istanbul, May 30-31, 2013.
Session Chair in EURO-INFORMS MMXIII, 26th European Conference on Operational
Research, Rome, Italy, July 1-4, 2013.
Erdem Kilic, Fatma Yerlikaya-Özkurt, and Gerhard-Wilhelm Weber (2015), ‘CMARS GMM
Estimation for Semi-parametric Models by Conic Optimization’, 27. EURO Conference 2015,
Glasgow.
Erdem Kılıç (2016), ‘Ekonomik öncü göstergelerinin BES katılımcı sayısı üzerindeki etkisi’,
INTOCBEPS II, Turgut Özal University, Ankara.
Academic Research Interests
Financial Economics
Econometrics
Investment Analysis and Portfolio Theory
Macroeconometrics