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 2 2 4 226
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 1 1 1 28 1 1 3 49
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 1 1 4 80
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 0 0 33 3 4 6 84
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 3 338
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 1 69
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 43 0 2 5 141
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 1 1 3 73
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 0 0 2 110
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 0 0 3 176
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 0 1 2 168
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 0 0 1 92
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 6 0 0 3 84
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 17 0 1 2 164
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 2 74
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 0 0 1 58 0 2 9 177
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 3 10 184
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 0 1 4 136
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 0 1 14 498
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 2 7 87
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 2 3 7 56 3 5 19 287
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 0 4 110
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 1 1 5 258
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 0 1 12 627
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 0 0 4 185
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 1 4 195
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 1 26 0 1 3 156
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 0 0 2 74
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 4 7 19 59
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 2 92
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 0 1 109
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 1 1 36 0 2 5 257
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 0 9 423
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 1 1 3 143
Date-stamping US housing market explosivity 0 0 0 31 0 1 3 60
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 0 1 116
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 0 2 77
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 2 7 0 0 5 37
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 7 1 1 3 153
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 0 1 87
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 1 41 0 0 2 94
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 0 1 6 92
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 1 6 144
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 0 4 87
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 0 4 236
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 1 42
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 0 1 79 0 2 5 174
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 0 39 0 0 2 128
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 1 1 4 126
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 0 2 112
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 2 35 0 1 8 154
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 0 0 3 505
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 1 2 2 55 1 3 8 187
Economic Policy Uncertainty and Insurance 0 0 0 29 0 1 15 279
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data 0 10 10 10 2 9 9 9
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 0 1 15 255
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies 0 1 2 20 0 2 9 38
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 0 2 22
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 6 8 21 85
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 0 0 35 0 0 3 96
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 0 1 30 1 1 6 143
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 0 2 50 1 3 9 194
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 0 2 57 0 1 7 203
Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis 0 0 17 17 0 1 8 8
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 1 2 5 52
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 1 3 41 0 2 6 204
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 0 0 2 182
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 0 0 1 217
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 27 0 1 3 127
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 2 45 3 8 17 239
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 1 2 324
Forecasting Core Inflation: The Case of South Africa 1 1 1 68 1 2 12 295
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 0 2 94
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 0 0 1 203
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 0 1 2 167
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 29 0 2 7 169
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 1 2 22 1 2 4 214
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 1 3 166
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 42 1 1 5 259
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 0 1 9 252
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 33 0 0 1 84
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 0 0 5 155
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 1 1 48 0 1 3 150
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 0 0 1 231
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 1 7 236
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 0 0 1 31
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 1 4 93
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 1 26 0 1 4 136
Housing and the Business Cycle in South Africa 0 0 0 31 1 1 4 187
Housing and the Business Cycle in South Africa 0 0 0 45 0 2 5 278
Housing and the Great Depression 0 0 1 16 0 0 4 150
Housing and the Great Depression 0 0 0 69 1 4 9 549
Housing and the Great Depression 0 0 0 58 0 0 5 118
How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? 0 0 1 10 0 0 6 14
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 0 2 253
Identifying Periods of US Housing Market Explosivity 0 0 0 20 0 3 4 123
Identifying Periods of US Housing Market Explosivity 0 0 0 7 0 0 1 70
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 0 1 65
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 0 72 0 1 8 282
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 0 1 20 0 1 3 63
Insurance-Growth Nexus in Africa 0 0 0 57 2 3 15 245
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 12 2 2 5 199
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 0 0 2 334
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 8 0 0 2 89
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 27 0 0 1 114
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 0 0 2 92
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 1 29 1 1 6 158
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 0 4 112
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 0 1 103
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 0 21 0 0 4 232
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 1 281
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 0 5 136
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 3 5 26 216
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 0 1 17
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 0 1 6 251
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 0 2 7 223
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 0 3 56
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 0 4 89
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 15 2 2 9 26
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 3 81
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal 0 0 0 6 0 0 11 18
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 3 55 2 3 8 155
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 0 0 1 55
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 34 0 0 1 82
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 0 0 8 145
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 1 3 114
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 0 0 1 66
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 0 6 0 0 1 73
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 0 2 7 333
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 1 76
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 0 0 5 119
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 2 43 1 2 9 155
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions 0 0 0 0 0 1 3 31
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 1 160 0 0 4 301
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 0 0 4 195
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 1 2 7 163
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 1 34 0 3 8 206
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 1 1 5 155
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 0 2 241
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 0 38 0 1 31 286
Sources of Macroeconomic Fluctuations in MENA Countries 0 0 0 35 0 0 1 131
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 2 97
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 0 0 18 1 3 7 72
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 1 1 4 88
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 1 4 5 51 1 4 10 293
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 0 1 4 185
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 1 1 47 1 4 6 264
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 0 0 5 132
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 1 1 4 63 2 2 11 176
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 1 1 26 1 3 5 192
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 0 1 2 358
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 32 0 1 2 186
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 1 1 20 1,253
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 62 0 1 5 198
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 1 2 56 0 2 6 112
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 4 218
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 1 1 1 51 3 4 6 156
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 0 1 5 143
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 1 2 13 187
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 0 0 4 225
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 1 4 81
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 28 0 2 4 110
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 1 1 2 82
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 0 3 134
The Long-run Effect of Geopolitical Risks on Insurance Premiums 0 0 3 59 6 11 23 297
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 0 0 3 102 0 3 11 307
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 1 1 1 58 1 1 2 163
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 1 1 3 223
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 2 3 8 173
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 1 1 1 40 1 1 3 96
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 2 3 99
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 2 40
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 2 3 206
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 1 3 30 0 2 5 91
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 0 0 2 142
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 0 0 8 60
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 1 109
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 0 0 2 94
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 1 1 46 0 2 4 155
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 6 82
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 7 143
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 2 8 123
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 0 1 6 166
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 0 0 2 86
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 0 1 8 148
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 0 4 139
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 5 100 3 4 15 395
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 1 56 0 1 7 165
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters 0 0 0 55 2 3 5 93
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 1 2 5 153
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 1 53 0 0 4 74
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 66 0 0 6 77
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 0 1 70 1 1 6 270
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 1 7 130
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 0 0 1 39
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 0 0 4 72
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 0 1 126
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 0 31 2 3 11 101
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 0 0 3 33 1 2 8 102
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 1 1 3 80
Was the Recent Downturn in US GDP Predictable? 0 0 0 81 0 0 1 156
Was the Recent Downturn in US GDP Predictable? 0 0 0 46 0 0 2 80
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 1 183
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 0 1 65
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 3 44
Total Working Papers 10 35 113 7,136 92 238 1,087 33,003


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 1 6 319
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters 0 0 0 4 2 2 3 22
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 0 2 20 1 2 34 153
A wavelet analysis of the relationship between oil and natural gas prices 1 1 1 21 1 2 7 74
Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey 0 0 1 4 0 1 6 15
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 1 1 2 236
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 0 15 0 0 5 77
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries 0 1 4 6 0 1 13 33
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 9 0 0 1 62
Are there really bubbles in oil prices? 0 0 2 22 0 0 5 82
Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach 0 0 0 0 2 2 2 2
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 1 33 0 2 5 100
Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan 0 2 6 14 1 6 17 35
Asymmetric effects of inequality on real output levels of the United States 0 1 2 9 0 1 6 42
Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment 1 1 1 1 1 1 2 2
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 1 17 0 0 4 116
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 2 3 34 1 4 18 221
Can food availability influence economic growth - the case of African countries 0 0 0 0 0 0 2 2
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 5 9 22 251 7 21 84 798
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 1 7 0 0 2 25
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 1 6 0 0 6 67
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 0 1 4
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 30 0 1 3 111
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 1 2 170 1 6 25 498
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 5 43 0 1 9 172
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 1 7 0 0 3 108
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 1 1 1 2 3 5 5
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 0 2 22 0 0 13 110
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 0 9 0 1 5 72
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach 0 0 3 4 0 0 7 18
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 4 6 18 44 6 15 81 184
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 0 14 0 0 2 70
Date-stamping US housing market explosivity 0 0 1 6 0 0 2 49
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test 0 0 0 6 0 0 2 59
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 1 5 0 0 3 42
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 9 0 1 5 54
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 1 2 4 84
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 0 0 2 54
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 0 0 1 6 0 0 2 21
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 0 3 52
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 4 4 9 83 5 10 34 312
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 1 12 1 1 3 64
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 7 0 1 5 58
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 0 8 0 0 5 36
Does oil predict gold? A nonparametric causality-in-quantiles approach 1 1 2 19 1 1 6 95
Does speculation in the oil market drive investor herding in emerging stock markets? 0 0 1 21 1 1 12 119
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2 3 9 52 5 13 28 156
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 1 57 0 2 5 173
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold 0 1 5 12 0 1 11 35
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 0 2 15 202 1 7 40 557
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 1 1 3 6 1 1 8 34
Effectiveness of Inflation Targeting in Turkey 0 0 1 69 1 1 4 181
Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies 0 0 2 7 0 2 13 19
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks 0 1 4 4 1 3 12 13
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 2 0 0 1 8
Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development 0 1 1 1 3 8 9 9
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 0 6 0 0 1 42
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 2 15 1 1 6 86
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 0 4 4 7 7 14 17
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 0 0 0 10 0 0 5 44
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa 0 0 1 7 1 1 3 21
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 0 2 8 0 1 5 28
Fed’s unconventional monetary policy and risk spillover in the US financial markets 0 1 3 9 2 3 11 50
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 0 0 1 1 2 3 16 16
Financial integration in small Islands: The case of Cyprus 0 0 0 18 0 0 1 55
Firm-level political risk and asymmetric volatility 0 0 2 8 0 3 9 47
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 0 13 0 0 1 32
Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold 0 0 1 1 1 1 4 15
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 0 2 116
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 11 0 0 1 55
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 2 6 46 1 4 16 166
Forecasting US real private residential fixed investment using a large number of predictors 0 0 0 12 0 1 5 95
Forecasting aggregate retail sales: The case of South Africa 0 0 1 21 0 1 7 122
Forecasting core inflation: the case of South Africa 0 1 2 6 0 1 3 23
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 2 6 75 0 2 19 253
Geopolitical risks and stock market dynamics of the BRICS 0 1 8 89 4 10 40 373
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 0 0 14 0 0 2 72
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 1 5 20 0 2 14 78
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 2 2 0 0 5 9
Housing and the Great Depression 0 0 3 13 0 1 8 117
Housing and the business cycle in South Africa 0 0 0 21 0 1 4 128
Housing price uncertainty and housing prices in the UK in a time-varying environment 1 2 4 4 1 2 7 7
Housing sector and economic policy uncertainty: A GMM panel VAR approach 0 0 4 17 0 1 12 49
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 0 0 1 69
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 1 1 2 77
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 17 0 1 6 59
Income inequality and economic growth: A re‐examination of theory and evidence 0 0 2 9 0 0 10 36
Insurance and economic policy uncertainty 0 3 5 27 7 14 24 112
Insurance-growth nexus in Africa 0 1 3 13 1 2 9 69
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 0 6 0 1 2 41
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 10 0 0 3 62
Investing green for sustainable development without ditching economic growth 0 0 0 0 1 2 4 4
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 0 8 73 3 4 20 256
Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies? 1 1 1 1 2 3 4 4
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 69 1 2 9 247
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 11 0 0 2 61
LPPLS bubble indicators over two centuries of the S&P 500 index 0 1 2 20 0 5 15 90
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 0 0 4 0 0 1 23
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 1 2 11 0 2 6 52
Military expenditure, economic growth and structural instability: a case study of South Africa 0 1 1 26 1 3 5 120
Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach 0 1 3 9 1 2 7 20
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries 1 2 5 5 1 4 15 20
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 2 5 0 1 5 33
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 0 0 4 197
Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach 1 1 1 1 1 1 1 1
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 0 1 8 105
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 0 0 0 1 5 5
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 8 0 0 5 59
On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors 0 0 1 3 1 2 8 24
On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets 0 0 1 3 0 1 6 17
On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries 0 0 0 0 0 0 1 6
On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects 1 2 2 2 1 2 7 7
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 6 0 1 4 39
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 0 83 0 0 1 217
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal 0 0 0 0 0 0 0 0
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 0 1 3 22 1 2 5 110
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 2 14 0 0 3 57
Openness and financial development: time series evidence for Turkey 0 0 2 46 1 1 5 141
Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? 0 1 2 2 0 1 3 3
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 0 3 0 0 1 27
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 2 6 36 2 4 14 146
Periodically collapsing bubbles in the South African stock market 0 0 1 17 1 2 8 94
Persistence in Inflation: Does Aggregation Cause Long Memory? 0 0 0 43 1 1 2 137
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 0 1 3 99
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 2 2 2 2 8 8
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 0 7 0 1 11 49
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions 0 1 1 1 0 1 3 3
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 0 10 96 2 3 34 324
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 0 14 0 1 2 80
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 5 12 20 0 6 14 48
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 2 31 1 1 6 116
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 1 20 1 3 19 138
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets 0 0 1 6 0 2 8 26
South Africa’s economic response to monetary policy uncertainty 0 0 1 14 0 0 2 49
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 0 1 0 0 2 19
Spillover effects in oil-related CDS markets during and after the sub-prime crisis 0 0 3 9 0 1 10 26
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 0 0 1 14
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 0 0 57 0 0 1 202
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 0 0 12 1 2 5 46
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 1 3 19 0 1 6 124
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 0 15 0 1 3 67
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 1 4 0 0 2 37
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 1 7 0 1 6 29
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 0 1 23 0 0 2 101
Testing the dependency theory on small island economies: The case of Cyprus 1 1 4 71 1 2 10 278
The COVID-19 effects on agricultural commodity markets 0 1 8 8 0 1 15 17
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 5 87 3 3 16 266
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 28 0 0 22 167
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 12 76 1 4 32 369
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 1 1 0 0 2 6
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 0 0 3 39 4 5 20 131
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 1 4 15 0 1 9 81
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? 0 2 16 47 3 7 30 168
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 2 5 1 1 9 16
The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy 0 0 1 1 0 0 5 11
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 0 1 92 0 0 7 351
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 6 41 0 1 11 142
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 0 0 0 2 2
The effect of global and regional stock market shocks on safe haven assets 0 0 0 6 0 1 4 20
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 4 1 1 5 50
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 0 1 38 0 0 11 130
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 0 3 57 0 4 9 262
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 0 19 0 0 2 68
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 0 7 37 1 4 37 170
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 0 0 5 41 1 1 15 118
The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries 0 0 0 0 0 2 5 5
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress 0 0 4 4 0 1 9 9
The migration of fear: An analysis of migration choices of Syrian refugees 0 0 3 21 0 2 16 90
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters 0 1 1 2 1 2 3 33
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 32 0 0 5 129
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 0 2 0 0 2 13
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 0 0 3 8
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 0 0 1 25
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 0 10 0 0 2 68
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 2 8 21 0 2 17 115
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 1 1 1 15 1 1 8 75
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 1 1 12 0 4 11 83
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 1 6 30 1 3 15 151
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 1 22 1 1 3 104
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 2 2 5 37 3 7 20 134
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 1 1 15 0 1 6 127
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 0 0 26 0 1 2 136
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 0 2 6 0 0 4 33
Time-varying causality between research output and economic growth in US 0 0 2 8 1 2 9 48
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 0 4 0 0 4 20
Time-varying impact of pandemics on global output growth 0 0 0 6 0 0 3 21
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 0 17 0 0 1 96
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 2 43 0 0 7 187
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 4 77 2 5 25 311
Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains 0 0 0 2 0 0 2 11
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 1 3 33 1 2 7 156
U.S. monetary policy and the predictability of global economic synchronization patterns 0 0 1 3 0 0 4 8
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 0 3 3 5 5
Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development 0 0 0 0 0 1 2 2
Was the recent downturn in US real GDP predictable? 0 0 0 17 1 1 4 105
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 1 6 1 2 4 27
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 1 5 0 0 2 17
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 1 2 27 0 1 10 126
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 1 23
Total Journal Articles 28 92 422 4,350 134 349 1,708 18,011
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