Access Statistics for Mehmet Balcilar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Ripple" Effects in South African House Prices 0 0 0 22 0 0 6 221
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 1 3 25 0 2 5 41
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 2 3 14 72
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 0 1 33 0 5 25 76
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 3 335
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 1 2 41 2 12 27 126
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 1 1 67
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 0 0 2 170
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 0 0 1 91
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 5 0 1 3 80
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 0 1 4 69
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 0 1 7 108
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 0 7 25 166
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 1 1 70
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 14 0 2 12 155
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 1 2 8 53 3 13 49 163
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 4 18 172
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 0 4 10 130
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 2 11 23 466
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 4 9 34 76
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 1 1 3 47 3 8 44 260
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 2 13 102
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 2 3 8 252
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 0 3 34 603
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 2 4 8 177
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 1 5 190
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 0 1 10 72
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 2 25 0 6 25 151
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 0 0 0 86
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 5 34 2 17 53 245
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 2 7 105
Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach 0 0 0 50 0 5 9 403
Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 46 0 2 9 133
Date-stamping US housing market explosivity 0 0 1 31 1 3 12 55
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test 0 0 0 9 0 4 5 112
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 1 2 75
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 1 2 5 3 4 8 32
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 7 0 12 30 148
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 0 3 84
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 40 1 2 7 90
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 0 1 4 84
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 3 3 7 136
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 2 4 78
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 3 8 230
Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance 0 0 0 13 0 1 3 40
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 0 1 78 1 10 29 168
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 0 39 1 1 19 124
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 0 1 3 120
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 2 2 8 107
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 1 33 3 5 20 141
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 2 4 10 493
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 0 0 2 51 3 12 35 172
Economic Policy Uncertainty and Insurance 0 0 0 29 1 7 23 243
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 9 14 50 227
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies 2 3 16 16 2 8 21 21
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 2 13 13
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 1 22 22 4 7 50 50
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 1 1 3 34 1 5 18 92
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 0 3 29 2 9 37 133
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 6 44 0 10 36 179
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 0 7 55 1 10 40 192
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 0 0 6 44
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 1 4 38 3 14 31 194
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 2 3 4 216
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 1 27 0 2 3 124
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 1 2 5 178
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 1 9 322
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 41 7 19 51 217
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 1 7 90
Forecasting Core Inflation: The Case of South Africa 1 2 8 66 4 14 55 265
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 28 0 0 1 162
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 0 0 3 202
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 1 2 3 164
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 20 3 8 23 207
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 5 40 1 10 43 245
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 0 5 162
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 2 7 17 239
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 0 1 7 146
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 1 32 0 2 9 81
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 1 47 1 4 10 146
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 0 1 5 229
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 0 1 9 227
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 2 3 14 26
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 4 24 2 9 28 127
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 2 2 2 87
Housing and the Business Cycle in South Africa 0 0 0 45 1 12 47 270
Housing and the Business Cycle in South Africa 0 0 0 31 1 3 12 182
Housing and the Great Depression 0 2 3 57 0 4 11 112
Housing and the Great Depression 0 1 1 14 4 6 15 142
Housing and the Great Depression 0 0 0 69 2 5 16 536
IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL 0 0 0 20 1 2 4 245
Identifying Periods of US Housing Market Explosivity 0 0 0 7 0 1 7 68
Identifying Periods of US Housing Market Explosivity 0 0 1 17 1 6 23 114
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 0 2 63
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 1 72 3 6 37 268
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 0 4 19 0 3 15 59
Insurance-Growth Nexus in Africa 0 0 0 57 1 3 12 224
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 12 2 9 36 193
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 1 8 1 2 5 87
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 27 0 2 8 113
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 0 3 14 332
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 3 28 0 15 34 151
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 1 1 11 89
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 0 7 106
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 0 5 100
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 0 77 0 1 5 279
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 1 19 0 9 34 224
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 1 8 130
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 2 4 20 183
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 3 11 15
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 3 4 20 244
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 2 2 8 212
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 1 8 52
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 2 8 80
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 1 1 4 77
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 2 52 1 10 24 144
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 0 1 4 53
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 1 1 34 0 2 9 81
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 1 4 15 129
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 1 3 110
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 2 7 1 1 6 59
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 1 6 0 5 22 69
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 0 0 4 323
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 0 6 74
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 1 40 0 1 15 110
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 0 41 3 9 29 145
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 1 4 158 2 4 19 286
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 0 0 4 187
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 0 3 18 154
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 5 32 2 9 35 196
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 0 0 3 145
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 6 14 239
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 4 35 4 10 48 238
Sources of Macroeconomic Fluctuations in MENA Countries 0 0 1 35 0 2 5 128
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 14 0 2 11 94
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 0 1 17 1 5 13 62
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 1 1 2 81
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 1 44 3 12 37 276
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 0 2 8 180
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 1 46 1 7 22 254
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 1 9 120
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 1 8 57 3 15 57 159
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 2 2 31 1 11 27 182
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 1 1 24 0 9 28 178
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 2 8 23 351
The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach 0 0 0 577 2 9 37 1,221
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 1 1 2 214
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 61 1 3 9 189
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 1 1 1 54 1 3 5 105
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 1 46 2 6 32 145
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 1 2 8 136
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 4 17 159
The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 0 48 1 3 17 214
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 1 28 0 4 15 106
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 1 1 3 76
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 2 14 46 73
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 2 5 130
The Long-run Effect of Geopolitical Risks on Insurance Premiums 0 1 9 53 1 10 75 247
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 1 2 4 96 3 11 32 288
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 1 56 1 7 29 158
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 1 2 6 160
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 39 0 0 5 89
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 0 2 5 219
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 0 4 95
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 7 38
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 2 9 200
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 1 25 0 2 9 81
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 0 0 3 138
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 0 0 10 47
The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 0 1 4 107
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 1 2 5 45 1 9 26 148
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 0 1 5 89
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 1 3 26 73
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 1 2 24 128
The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 31 1 1 8 114
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 1 2 7 151
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 1 1 9 83
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 1 5 9 136
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 1 2 4 134
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 1 1 9 94 1 14 62 373
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 1 2 54 2 11 25 153
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters 0 0 0 55 0 3 14 88
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 31 0 2 7 145
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 0 51 0 0 5 69
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 65 1 4 8 69
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 3 10 67 1 9 53 253
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 2 5 120
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 1 5 1 6 18 34
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 2 7 30 65
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 0 1 123
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 1 31 2 4 22 85
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 1 4 9 27 4 10 37 79
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 2 38 38 3 8 62 62
Was the Recent Downturn in US GDP Predictable? 0 0 1 46 0 0 5 77
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 2 182
Was the Recent Downturn in US GDP Predictable? 0 0 1 81 1 2 5 155
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 1 2 61
What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 0 1 2 5 37
Total Working Papers 11 41 260 6,917 191 832 3,197 31,050


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies 0 0 1 122 0 1 11 313
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters 0 1 2 2 0 1 10 15
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 0 1 16 3 7 19 104
A wavelet analysis of the relationship between oil and natural gas prices 1 2 5 18 1 4 15 62
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 0 2 231
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 0 15 0 2 4 72
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries 0 0 0 0 0 5 15 15
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 1 9 0 0 6 61
Are there really bubbles in oil prices? 1 2 2 19 2 4 4 74
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 0 29 0 1 2 90
Asymmetric effects of inequality on real output levels of the United States 0 1 6 6 1 5 18 31
Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa 0 0 0 16 0 1 3 112
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 1 5 30 2 4 23 199
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 2 16 61 195 19 51 189 599
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 6 1 1 5 23
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 5 3 5 18 56
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 1 3 3
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 1 28 0 0 4 105
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 1 12 163 0 5 30 450
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 1 1 2 37 2 3 9 154
Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching? 0 0 0 6 1 3 6 105
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 0 0 18 2 3 9 88
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 1 3 8 0 3 15 62
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 0 0 0 4 4
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 0 1 1 1 2 6 9 9
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 2 7 13 0 3 20 66
Date-stamping US housing market explosivity 0 0 0 3 1 2 6 43
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test 0 0 0 5 0 2 4 54
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 4 2 4 6 38
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 7 1 1 3 45
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 0 0 4 80
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 1 6 0 2 10 50
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 0 1 5 5 1 2 13 14
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 2 7 46
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 2 16 68 1 6 41 257
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 0 8 1 3 9 57
Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance 1 1 1 6 1 2 9 49
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 1 1 4 8 1 1 8 30
Does oil predict gold? A nonparametric causality-in-quantiles approach 1 1 2 13 2 5 15 81
Does speculation in the oil market drive investor herding in emerging stock markets? 1 2 8 15 1 4 25 96
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 3 7 36 1 6 21 111
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 1 4 52 1 2 20 162
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold 1 1 5 5 2 3 15 15
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 1 3 23 166 7 14 51 480
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 1 1 3 3 2 3 13 24
Effectiveness of Inflation Targeting in Turkey 1 1 1 68 1 2 4 175
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 1 1 1 0 1 4 4
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 0 6 0 0 6 41
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 0 13 1 1 7 78
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 0 0 5 10 1 4 19 33
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa 0 1 5 5 2 3 16 16
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 1 1 2 6 14 14
Fed’s unconventional monetary policy and risk spillover in the US financial markets 0 1 3 3 0 6 27 29
Financial integration in small Islands: The case of Cyprus 1 1 1 18 1 2 7 54
Firm-level political risk and asymmetric volatility 0 0 1 4 0 1 9 27
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 2 13 0 0 8 30
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 2 3 114
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 1 10 0 1 4 52
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 2 5 36 0 3 13 139
Forecasting US real private residential fixed investment using a large number of predictors 0 0 3 12 1 1 7 80
Forecasting aggregate retail sales: The case of South Africa 0 0 1 17 0 4 17 104
Forecasting core inflation: the case of South Africa 0 0 2 3 0 0 7 19
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 1 5 12 61 2 10 30 205
Geopolitical risks and stock market dynamics of the BRICS 0 3 13 60 0 12 64 279
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 1 1 12 0 2 6 67
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 0 2 15 0 1 10 59
Housing and the Great Depression 0 1 1 10 3 12 22 103
Housing and the business cycle in South Africa 0 1 2 20 0 6 14 122
Housing sector and economic policy uncertainty: A GMM panel VAR approach 0 1 1 1 3 6 6 6
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 0 1 3 68
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 1 4 9 17 1 6 24 64
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 1 3 15 0 2 9 48
Income inequality and economic growth: A re‐examination of theory and evidence 0 1 3 3 2 9 16 16
Insurance and economic policy uncertainty 2 3 10 11 4 12 49 52
Insurance-growth nexus in Africa 0 1 2 8 0 6 24 48
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 3 6 0 2 12 39
International stock return predictability: Is the role of U.S. time-varying? 1 1 2 10 1 2 7 57
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 1 8 61 0 6 31 222
Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model 0 1 3 62 1 3 16 231
Is there a role for Islamic bonds in global diversification strategies? 0 0 3 10 1 2 14 50
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 1 1 11 1 2 7 56
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 0 15 0 0 4 67
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 1 4 4 1 5 21 21
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 3 7 0 2 11 39
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 1 25 1 3 8 114
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries 0 0 0 0 1 4 4 4
Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries 0 2 3 3 1 9 15 15
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 0 1 3 192
Oil price uncertainty and movements in the US government bond risk premia 0 1 4 6 3 11 26 88
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 7 0 0 7 49
On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries 0 0 0 0 0 0 5 5
On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach 0 0 2 4 0 1 25 31
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 1 83 0 0 3 215
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 2 2 6 16 5 6 28 101
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 1 1 12 1 6 10 52
Openness and financial development: time series evidence for Turkey 0 0 1 44 0 0 7 131
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 2 3 0 4 8 25
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 2 16 29 1 13 69 119
Periodically collapsing bubbles in the South African stock market 0 0 3 14 0 7 16 82
Persistence in Inflation: Does Aggregation Cause Long Memory? 1 1 1 43 1 1 4 134
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 2 15 2 3 6 91
Predicting BRICS stock returns using ARFIMA models 0 0 0 53 0 0 3 156
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 1 1 2 5 2 4 11 31
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 1 5 81 3 7 29 271
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 0 12 1 2 8 74
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 0 1 6 0 0 14 27
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 4 29 2 6 17 107
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 3 19 1 6 22 103
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets 0 1 1 1 1 10 10 10
South Africa’s economic response to monetary policy uncertainty 1 1 3 13 3 3 8 43
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 1 1 1 2 10 12
Spillover effects in oil-related CDS markets during and after the sub-prime crisis 0 2 4 4 3 5 11 11
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 1 1 3 0 2 4 13
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 1 3 56 0 3 13 199
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 0 0 9 2 2 4 36
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 15 1 6 18 115
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 1 14 0 0 3 60
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 0 3 0 2 4 31
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 5 5 0 1 16 16
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 3 5 20 1 6 19 92
Testing the dependency theory on small island economies: The case of Cyprus 1 1 13 64 4 10 61 257
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 3 10 77 1 7 25 239
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 27 2 13 29 131
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 4 28 55 2 17 144 298
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 0 0 1 4 4
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 0 0 4 35 2 3 20 107
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 0 10 0 3 10 71
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? 1 6 15 27 4 15 54 112
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 1 3 87 0 6 15 338
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 1 30 1 3 10 114
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 1 4 0 1 4 28
The effect of global and regional stock market shocks on safe haven assets 0 3 4 5 0 4 9 13
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 2 4 3 3 11 44
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 3 36 1 3 10 113
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 1 1 52 0 2 16 245
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 0 18 0 2 6 64
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 1 2 9 23 2 9 37 112
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 1 4 19 28 2 6 44 79
The migration of fear: An analysis of migration choices of Syrian refugees 2 2 4 10 4 7 17 54
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters 0 0 0 1 2 2 8 30
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 1 30 0 0 8 121
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 1 2 0 0 1 11
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 0 0 3 24
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 0 10 0 0 3 65
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 4 8 0 9 23 75
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 1 2 3 14 1 5 11 64
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 1 5 11 1 3 25 70
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 2 10 23 0 7 38 123
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 1 2 5 19 2 5 14 93
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 2 10 25 3 5 27 95
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 0 2 14 0 4 35 116
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 0 0 24 0 0 5 129
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 1 1 1 4 1 1 10 28
Time-varying causality between research output and economic growth in US 0 1 1 5 1 5 7 36
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 1 2 2 1 4 10 10
Time-varying impact of pandemics on global output growth 0 1 3 3 1 8 15 15
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 16 0 0 5 91
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 0 41 0 3 14 174
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 1 6 67 3 6 42 270
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 0 27 0 0 6 142
Was the recent downturn in US real GDP predictable? 0 1 1 17 0 2 5 99
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 5 0 0 3 22
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 2 2 0 1 11 11
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 1 1 6 24 3 5 21 108
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 1 22
Total Journal Articles 35 145 569 3,586 178 655 2,650 15,085


Statistics updated 2022-01-05