Access Statistics for Mehmet Balcilar

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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 3 221
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 3 25 0 0 4 41
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 3 3 10 75
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 0 0 33 1 1 16 78
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 1 335
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 1 3 43 0 8 31 136
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 1 67
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 1 1 2 171
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 0 0 2 70
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 0 0 15 166
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 0 0 4 108
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 1 1 6 0 1 4 81
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 1 2 71
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 2 2 16 0 3 12 160
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 0 2 7 56 0 2 35 166
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 1 5 173
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 1 2 8 132
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 10 32 479
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 1 25 78
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 1 2 4 49 2 5 28 267
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 0 10 104
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 0 0 5 252
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 2 5 16 608
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 0 1 9 179
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 0 4 190
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 1 25 1 1 15 152
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 0 0 4 72
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 2 4 28 28
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 1 87
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 1 2 35 0 2 35 248
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 1 1 7 107
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 4 11 408
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 2 3 8 137
Date-stamping US housing market explosivity 0 0 0 31 0 0 8 57
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 1 1 6 113
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 0 1 75
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 1 5 0 0 5 32
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 40 1 1 5 92
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 7 0 0 23 149
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 0 2 85
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 0 2 5 86
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 0 4 136
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 3 6 82
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 1 6 232
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 0 2 41
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 0 1 78 0 0 26 168
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 0 39 0 1 9 126
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 0 0 1 120
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 1 10 109
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 0 33 0 2 15 144
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 3 4 10 498
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 0 0 0 51 0 1 30 174
Economic Policy Uncertainty and Insurance 0 0 0 29 0 5 23 250
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 0 6 47 236
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies 0 0 17 17 1 1 26 26
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 1 14 14
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 7 22 6 8 36 63
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 0 4 35 0 0 15 93
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 0 2 29 1 3 30 137
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 5 46 0 1 27 183
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 0 2 55 0 1 24 193
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 1 1 3 46
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 1 38 1 1 28 197
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 0 0 3 216
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 0 0 5 178
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 1 27 0 0 3 124
Forecasting Aggregate Retail Sales: The Case of South Africa 0 1 2 42 1 3 38 220
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 0 5 322
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 1 6 92
Forecasting Core Inflation: The Case of South Africa 0 0 5 66 1 5 48 272
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 20 0 0 18 208
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 0 0 4 165
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 28 0 0 1 162
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 1 1 3 42 2 5 38 252
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 0 1 162
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 0 1 12 241
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 2 33 1 1 8 83
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 1 1 6 148
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 1 47 0 0 6 147
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 0 0 3 229
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 1 5 228
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 1 1 8 27
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 2 24 2 2 23 129
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 1 1 3 88
Housing and the Business Cycle in South Africa 0 0 0 31 0 0 6 182
Housing and the Business Cycle in South Africa 0 0 0 45 0 0 28 270
Housing and the Great Depression 1 1 3 58 1 1 7 113
Housing and the Great Depression 0 1 2 15 0 1 10 143
Housing and the Great Depression 0 0 0 69 0 1 10 538
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 0 1 5 246
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 0 2 63
Identifying Periods of US Housing Market Explosivity 0 0 1 17 1 1 19 115
Identifying Periods of US Housing Market Explosivity 0 0 0 7 0 1 5 69
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 1 72 0 1 18 269
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 0 1 19 0 0 9 59
Insurance-Growth Nexus in Africa 0 0 0 57 1 2 11 227
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 27 0 0 2 113
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 0 0 5 332
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 8 0 0 3 87
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 12 0 0 19 193
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 1 28 0 0 25 152
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 0 0 8 89
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 2 2 108
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 1 1 2 101
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 0 3 279
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 1 2 21 0 1 22 226
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 1 4 131
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 1 2 11 186
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 0 6 16
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 0 0 8 245
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 0 2 5 214
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 1 5 53
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 1 2 6 82
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 7 14 14 14 7 10 10 10
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 0 0 4 77
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 1 52 0 0 20 147
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 1 34 0 0 5 81
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 0 0 3 53
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 0 1 12 131
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 1 1 2 111
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 2 4 10 1 4 7 64
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 0 6 0 0 14 69
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 0 1 1 324
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 3 74
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 0 2 6 113
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 0 41 0 0 24 146
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 1 1 4 159 4 4 22 297
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 4 4 8 191
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 2 2 9 156
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 2 32 0 0 21 196
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 3 146
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 0 8 239
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 1 6 38 0 7 41 247
Sources of Macroeconomic Fluctuations in MENA Countries 0 0 0 35 0 0 3 129
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 0 7 94
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 0 1 17 0 0 11 62
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 0 2 81
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 1 45 0 1 34 280
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 0 0 5 180
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 0 46 0 2 13 256
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 3 11 125
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 1 1 7 59 1 3 44 164
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 0 3 17 354
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 2 25 1 2 23 182
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 2 31 0 0 20 182
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 3 23 1,225
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 1 1 62 0 4 7 193
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 1 54 0 0 4 105
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 0 0 1 214
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 2 48 0 0 24 147
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 0 0 3 136
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 3 5 16 167
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 2 2 12 217
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 0 3 76
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 1 28 0 0 12 106
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 1 3 26 78
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 0 3 130
The Long-run Effect of Geopolitical Risks on Insurance Premiums 1 1 4 54 6 9 40 259
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 3 3 6 99 4 6 29 295
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 0 0 5 219
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 0 0 4 160
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 39 0 0 3 89
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 1 56 2 3 26 163
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 0 2 96
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 4 38
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 1 9 201
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 1 1 2 26 1 2 8 83
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 2 2 3 140
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 2 2 9 51
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 0 2 107
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 1 1 5 91
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 2 45 0 0 20 148
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 0 0 10 73
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 2 4 15 132
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 0 0 4 114
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 4 11 158
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 0 0 4 84
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 0 1 7 138
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 0 5 135
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 7 94 0 3 46 378
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 1 54 1 3 23 156
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 0 11 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 1 5 146
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 0 51 0 0 2 69
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 0 65 0 0 6 69
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 1 6 69 2 4 32 262
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 1 5 121
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 1 1 1 6 1 1 9 35
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 0 1 17 67
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 0 1 12 86
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 1 1 9 30 3 8 30 91
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 5 38 2 5 34 71
Was the Recent Downturn in US GDP Predictable? 0 0 1 81 0 0 4 155
Was the Recent Downturn in US GDP Predictable? 0 0 1 46 1 1 3 78
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 1 182
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 1 2 62
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 0 0 6 39
Total Working Papers 19 43 187 6,979 109 280 2,375 31,498


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 0 122 0 0 6 313
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters 0 0 2 2 0 0 3 15
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 1 1 17 0 2 17 108
A wavelet analysis of the relationship between oil and natural gas prices 0 0 3 19 0 0 8 64
Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey 0 0 1 1 1 3 5 5
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 1 1 2 232
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 0 15 0 0 2 72
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries 0 0 1 1 0 1 18 18
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 1 9 0 0 3 61
Are there really bubbles in oil prices? 0 0 3 20 0 2 7 77
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 1 2 31 0 1 6 94
Asymmetric effects of inequality on real output levels of the United States 0 0 3 6 0 1 10 32
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 0 1 112
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 1 5 31 0 2 14 201
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 9 17 61 218 20 43 183 663
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 6 0 0 2 23
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 5 2 3 16 59
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 0 3 3
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 28 0 0 1 105
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 0 6 164 3 8 25 462
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 1 2 38 2 3 10 159
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 0 0 4 105
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 1 1 2 20 2 5 13 95
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 3 8 0 1 11 63
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 1 5 8
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 4 7 12 12 11 29 50 50
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 3 14 0 1 8 68
Date-stamping US housing market explosivity 0 0 0 3 0 1 4 44
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 0 3 54
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 4 0 0 5 39
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 1 2 2 9 1 2 4 47
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 0 0 2 80
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 0 0 6 51
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 0 0 4 5 0 2 11 18
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 1 6 48
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 2 13 73 1 6 36 270
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 2 3 11 0 3 9 61
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 1 6 0 1 4 50
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 2 8 0 0 5 30
Does oil predict gold? A nonparametric causality-in-quantiles approach 0 2 6 17 0 3 16 89
Does speculation in the oil market drive investor herding in emerging stock markets? 1 1 6 17 1 1 16 101
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 1 3 9 41 2 7 25 124
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 5 55 0 1 12 166
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold 0 0 3 5 2 3 12 19
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 3 4 21 175 5 13 51 502
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 0 0 3 3 0 1 11 25
Effectiveness of Inflation Targeting in Turkey 0 0 1 68 0 0 5 177
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 1 1 0 0 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 0 2 6 80
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 0 0 2 2 2 2
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 0 0 3 10 2 3 15 37
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa 0 0 2 5 0 0 10 16
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 4 4 0 2 20 20
Fed’s unconventional monetary policy and risk spillover in the US financial markets 0 2 4 5 0 2 24 34
Financial integration in small Islands: The case of Cyprus 0 0 1 18 0 0 4 54
Firm-level political risk and asymmetric volatility 0 0 0 4 2 6 11 34
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 1 13 0 0 4 30
Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold 0 0 0 0 0 0 11 11
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 0 3 114
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 1 1 2 11 1 1 5 54
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 0 4 38 1 2 9 144
Forecasting US real private residential fixed investment using a large number of predictors 0 0 2 12 0 0 6 80
Forecasting aggregate retail sales: The case of South Africa 0 0 0 17 0 1 10 106
Forecasting core inflation: the case of South Africa 0 0 0 3 0 0 1 19
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 1 2 9 63 5 8 29 218
Geopolitical risks and stock market dynamics of the BRICS 4 8 17 71 7 18 64 314
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 1 3 14 0 1 6 69
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 0 1 15 0 3 10 62
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 0 1 2 3 3
Housing and the Great Depression 0 0 1 10 0 2 20 105
Housing and the business cycle in South Africa 1 1 2 21 1 1 10 123
Housing sector and economic policy uncertainty: A GMM panel VAR approach 3 5 7 7 5 13 27 27
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 0 0 2 68
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 5 17 2 7 20 72
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 0 1 15 1 2 9 52
Income inequality and economic growth: A re‐examination of theory and evidence 0 0 4 4 3 3 21 21
Insurance and economic policy uncertainty 1 5 12 17 4 14 56 74
Insurance-growth nexus in Africa 1 2 3 10 2 4 18 52
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 2 6 0 0 8 39
International stock return predictability: Is the role of U.S. time-varying? 0 0 1 10 0 1 6 58
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 2 5 63 1 4 25 230
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 2 2 4 64 2 3 15 235
Is there a role for Islamic bonds in global diversification strategies? 1 1 3 11 2 2 10 52
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 1 11 0 2 4 58
LPPLS bubble indicators over two centuries of the S&P 500 index 1 1 1 16 2 2 2 69
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 2 4 0 0 11 22
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 2 7 0 1 9 41
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 25 0 1 6 115
Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach 6 6 6 6 12 12 12 12
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries 0 0 0 0 0 0 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 0 3 3 2 3 25 25
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 0 0 2 192
Oil price uncertainty and movements in the US government bond risk premia 0 1 4 7 0 4 23 93
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 2 7 52
On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors 0 1 1 1 0 6 6 6
On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets 0 1 1 1 0 7 7 7
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 1 1 5 0 3 13 35
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 0 83 0 0 2 216
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 0 0 4 18 0 0 16 104
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 1 12 0 1 9 54
Openness and financial development: time series evidence for Turkey 0 0 0 44 0 3 5 134
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 1 3 1 1 7 26
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 1 6 30 0 12 51 131
Periodically collapsing bubbles in the South African stock market 0 1 3 15 0 1 13 84
Persistence in Inflation: Does Aggregation Cause Long Memory? 0 0 1 43 0 0 3 135
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 2 16 1 2 7 94
Predicting BRICS stock returns using ARFIMA models 0 0 1 54 0 0 4 157
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 2 6 1 2 10 35
Regime switching model of US crude oil and stock market prices: 1859 to 2013 1 2 4 83 5 8 23 283
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 1 13 0 0 6 75
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 0 1 6 0 3 6 30
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 2 29 1 2 13 110
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 2 19 1 3 18 107
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets 0 2 4 4 0 3 14 14
South Africa’s economic response to monetary policy uncertainty 0 0 2 13 0 2 11 47
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 0 1 2 2 5 14
Spillover effects in oil-related CDS markets during and after the sub-prime crisis 1 2 5 6 1 2 11 15
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 1 3 0 0 4 13
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 0 4 57 0 1 12 201
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 1 2 11 0 2 5 39
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 1 16 0 1 11 117
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 1 14 0 0 1 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 1 4 32
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 5 1 4 8 20
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 1 1 6 21 1 2 14 95
Testing the dependency theory on small island economies: The case of Cyprus 0 0 3 65 0 0 23 260
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 1 8 79 0 2 19 243
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 27 2 2 21 133
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 3 17 58 4 11 81 315
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 0 0 0 4 4
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 0 0 3 35 0 1 11 109
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 0 10 0 0 6 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 3 14 30 4 8 41 124
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 1 1 1 3 4 4 4
The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy 0 0 0 0 0 0 6 6
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 0 3 88 0 1 10 340
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 1 2 5 34 3 10 20 128
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 1 4 0 0 2 28
The effect of global and regional stock market shocks on safe haven assets 1 1 4 6 1 1 9 16
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 1 4 0 1 7 45
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 3 37 0 3 11 116
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 0 3 54 0 2 17 251
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 1 1 19 0 1 5 65
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 2 3 12 29 5 9 40 124
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 0 1 13 33 0 6 26 90
The migration of fear: An analysis of migration choices of Syrian refugees 2 3 10 16 5 11 27 69
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 0 0 7 30
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 1 1 1 31 1 2 4 124
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 predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 0 1 1 1 1
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 0 0 2 24
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 0 10 0 1 4 66
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 2 3 6 12 6 11 32 91
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 3 14 0 1 7 65
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 0 1 11 0 0 11 70
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 0 5 23 2 5 30 134
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 4 19 0 1 13 95
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 3 8 29 1 4 21 101
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 0 1 14 2 2 20 119
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 0 0 24 1 2 5 131
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 0 1 4 0 0 3 29
Time-varying causality between research output and economic growth in US 0 0 2 6 0 0 7 37
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 4 4 1 3 16 16
Time-varying impact of pandemics on global output growth 0 1 6 6 0 1 18 18
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 16 1 1 4 92
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 1 4 69 2 5 36 279
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 0 41 1 1 11 177
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains 0 0 1 1 0 1 8 8
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 0 27 0 0 4 144
Was the recent downturn in US real GDP predictable? 0 0 1 17 1 1 5 100
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 5 0 1 2 23
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 1 3 4 0 1 8 15
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 3 24 1 2 17 112
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 0 22
Total Journal Articles 55 129 532 3,798 177 482 2,302 15,869


Statistics updated 2022-06-07