Access Statistics for Mehmet Balcilar

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Ripple" Effects in South African House Prices 0 0 0 22 1 1 2 228
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 2 30 0 0 2 52
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 1 1 1 81
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 0 0 33 0 2 3 88
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 0 338
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 3 72
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 3 46 1 2 7 149
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 0 1 1 177
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 0 0 0 169
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 0 0 1 93
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 6 0 0 0 85
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 1 1 1 111
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 0 0 0 73
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 1 1 2 76
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 17 0 1 2 166
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 0 1 1 59 2 3 4 182
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 2 6 190
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 0 0 1 137
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 1 2 6 506
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 0 0 3 91
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 0 1 2 59 0 1 6 296
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 0 0 0 110
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 0 1 4 263
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 1 4 13 641
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 0 0 0 188
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 0 1 196
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 26 0 1 5 161
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 0 0 0 75
Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century 0 0 0 0 1 1 5 70
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 3 96
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 0 0 109
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 36 0 2 5 262
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 1 1 2 426
Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 46 0 1 2 146
Date-stamping US housing market explosivity 0 0 1 32 0 0 2 63
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 1 118
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 1 1 79
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 0 9 0 0 0 40
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 1 1 1 88
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 41 1 1 1 96
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 1 8 0 0 2 155
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 0 0 3 95
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 0 3 148
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 1 2 89
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 0 0 0 238
Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance 0 1 1 14 1 2 2 44
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 0 1 80 2 3 8 185
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 0 39 0 0 1 129
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 1 2 3 129
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 0 1 4 116
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 0 35 0 0 3 157
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 0 0 3 511
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 0 1 4 62 2 5 17 208
Economic Policy Uncertainty and Insurance 0 0 0 29 1 1 5 285
Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data 0 0 0 10 1 1 5 19
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 0 1 2 258
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies 0 0 2 22 1 2 6 44
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 0 1 3 27
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 0 0 0 22 0 2 7 93
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 0 2 37 0 0 7 103
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 1 1 1 32 2 2 3 149
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 1 51 1 3 7 202
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 0 1 58 0 0 5 209
Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis 1 1 1 20 1 1 2 12
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 0 0 1 55
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 2 3 4 223
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 1 42 1 2 7 211
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 1 1 1 183
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 27 1 1 1 128
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 46 0 4 10 251
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 0 1 325
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 0 2 97
Forecasting Core Inflation: The Case of South Africa 1 2 4 72 1 7 14 310
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 0 0 2 169
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 23 0 0 1 216
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 0 0 0 203
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 29 1 1 1 170
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 42 0 2 9 269
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 1 1 167
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 0 0 4 257
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 0 0 1 156
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 1 1 1 34 2 2 3 87
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 1 49 0 1 2 152
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 0 1 4 235
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 1 3 12 250
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 4 0 0 1 33
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 26 1 1 2 138
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 0 1 94
Housing and the Business Cycle in South Africa 0 0 0 45 0 1 3 282
Housing and the Business Cycle in South Africa 0 0 0 31 1 1 7 196
Housing and the Great Depression 0 0 1 17 2 3 6 157
Housing and the Great Depression 0 0 0 69 1 2 3 557
Housing and the Great Depression 0 0 0 58 1 3 6 125
How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times? 0 0 1 11 0 0 1 16
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 3 256
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 0 0 66
Identifying Periods of US Housing Market Explosivity 0 0 0 7 1 2 3 73
Identifying Periods of US Housing Market Explosivity 0 0 0 21 0 0 1 125
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 0 72 3 3 12 295
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 0 1 21 1 1 4 67
Insurance-Growth Nexus in Africa 0 0 0 57 0 1 7 253
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 8 1 2 2 91
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 12 15 16 18 219
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 1 2 3 337
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 27 1 1 1 115
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 29 1 1 3 161
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 0 0 0 92
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 1 1 2 114
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 0 0 103
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 1 1 4 238
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 1 1 2 284
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 1 4 140
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 0 3 13 236
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 0 0 0 18
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 1 1 1 253
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 0 2 7 231
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 0 1 57
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 0 4 96
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 0 1 5 34
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 1 84
On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal 0 0 0 6 0 0 2 21
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 1 1 56 1 2 5 160
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 0 1 2 57
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 34 0 1 2 85
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 1 1 7 152
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 1 1 1 115
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 0 10 0 0 0 66
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 0 7 0 0 0 74
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 1 1 3 338
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 1 2 78
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 40 0 0 1 121
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 0 44 0 0 4 161
Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions 0 0 0 0 0 0 0 33
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 1 161 0 0 3 305
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 1 1 1 196
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 0 0 1 168
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 0 34 1 1 4 211
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 2 6 162
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 0 0 241
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 0 1 39 0 2 8 296
Sources of Macroeconomic Fluctuations in MENA Countries 0 0 0 35 0 1 2 136
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 1 99
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 0 1 19 0 0 1 73
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 0 2 90
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 0 51 1 2 5 300
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 0 0 2 188
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 0 47 0 0 2 266
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 1 7 140
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 1 2 65 0 3 7 186
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 32 2 2 3 189
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 2 3 5 363
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 26 0 0 3 198
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 0 0 9 1,264
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 62 1 1 1 200
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 0 219
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 56 0 0 4 117
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 1 53 0 0 3 161
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 1 6 0 1 4 147
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 2 6 193
The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 0 48 1 2 3 228
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 0 0 81
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 28 0 1 1 111
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 0 1 5 89
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 0 2 136
The Long-run Effect of Geopolitical Risks on Insurance Premiums 1 1 9 73 2 3 28 341
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 0 0 2 106 2 3 10 320
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 2 42 1 2 4 102
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 58 0 0 1 164
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 1 59 0 1 4 181
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 1 1 7 230
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 0 0 101
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 0 0 0 40
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 0 0 208
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 1 31 1 1 5 96
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 0 0 4 147
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 0 0 1 61
The Role of Domestic and Global Economic Policy Uncertainties in Predicting Stock Returns and their Volatility for Hong Kong, Malaysia and South Korea: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 24 0 1 1 111
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 0 0 0 94
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 47 0 2 4 162
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 1 1 4 87
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 1 1 2 146
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 1 125
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 2 3 6 172
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 0 0 2 90
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 0 1 6 155
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 0 0 140
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 3 105 0 3 14 413
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 1 1 2 58 1 1 9 175
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 3 96
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 1 2 157
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 0 53 0 0 0 74
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 1 1 68 1 3 6 84
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 0 0 71 0 1 7 278
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 0 1 131
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 0 6 1 2 3 42
Time-Varying Impact of Pandemics on Global Output Growth 0 0 0 11 0 0 2 74
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 0 3 129
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 0 0 31 0 0 19 125
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 0 0 2 36 1 2 8 114
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 0 0 0 38 0 0 0 81
Was the Recent Downturn in US GDP Predictable? 0 0 0 46 0 0 0 82
Was the Recent Downturn in US GDP Predictable? 0 0 0 81 1 1 1 157
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 1 2 3 186
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 0 0 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 0 44
Total Working Papers 6 15 66 7,230 103 210 713 33,936


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 1 322
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 0 2 6 30
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 0 0 21 1 2 6 162
A wavelet analysis of the relationship between oil and natural gas prices 0 1 2 23 0 1 6 80
Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey 0 0 1 8 0 1 5 29
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 0 1 237
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 1 1 2 18 1 1 3 82
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries 0 0 2 8 0 0 5 41
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 9 0 0 0 62
Are there really bubbles in oil prices? 0 0 0 22 0 1 1 84
Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach 0 0 0 1 0 1 2 5
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 0 33 0 0 3 104
Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan 0 1 1 15 0 2 10 45
Asymmetric effects of inequality on real output levels of the United States 0 0 0 9 1 3 6 48
Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment 0 0 1 2 0 1 3 6
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 17 0 1 1 117
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 0 3 40 1 1 13 239
Can food availability influence economic growth - the case of African countries 0 0 0 0 0 0 1 3
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 1 15 276 1 4 56 889
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 1 8 0 1 2 27
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 3 9 1 1 6 74
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 4 5 6 10
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 0 30 2 2 3 114
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 0 1 171 2 4 10 510
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 0 44 1 2 5 178
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 7 0 0 1 109
Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century 0 0 1 3 1 1 3 11
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 0 2 25 1 2 8 120
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 0 9 0 1 6 79
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 4 1 2 3 22
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach 1 4 12 62 1 7 31 228
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 0 14 0 2 3 75
Date-stamping US housing market explosivity 0 0 0 6 0 1 3 52
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 0 61
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 5 0 1 1 44
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 9 0 0 3 58
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 17 0 0 3 87
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 6 0 1 2 56
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 0 0 0 7 0 0 1 23
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 0 1 53
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 3 16 104 3 11 41 372
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 0 12 1 1 4 68
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 9 1 1 2 62
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 0 9 0 0 2 40
Does oil predict gold? A nonparametric causality-in-quantiles approach 0 0 0 19 0 0 3 98
Does speculation in the oil market drive investor herding in emerging stock markets? 0 0 0 21 1 2 6 129
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 1 2 7 62 2 6 19 179
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 1 58 3 4 9 183
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold 0 1 3 15 0 2 12 48
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 0 1 6 213 0 5 24 591
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 0 0 0 6 0 1 1 36
Effectiveness of Inflation Targeting in Turkey 0 0 0 69 0 0 2 184
Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies 0 0 2 10 0 3 8 30
Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks 0 2 2 7 1 3 8 26
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 3 2 3 4 13
Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development 0 1 14 19 0 3 31 49
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 1 7 1 1 3 45
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 1 16 0 0 3 89
Evolving United States stock market volatility: The role of conventional and unconventional monetary policies 0 1 1 6 1 3 7 27
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 0 0 1 11 1 2 6 50
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa 0 0 3 10 0 2 10 32
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis 1 2 2 10 1 2 3 32
Fed’s unconventional monetary policy and risk spillover in the US financial markets 0 0 1 12 1 3 20 73
Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1 0 1 3 4 0 1 7 29
Financial integration in small Islands: The case of Cyprus 0 0 0 18 0 1 2 57
Firm-level political risk and asymmetric volatility 0 0 1 9 0 0 1 49
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 0 13 0 0 0 32
Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold 0 0 0 1 0 0 0 16
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 1 1 117
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 11 0 1 1 56
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 0 1 47 2 2 7 175
Forecasting US real private residential fixed investment using a large number of predictors 0 0 1 13 1 1 6 101
Forecasting aggregate retail sales: The case of South Africa 0 0 1 22 0 0 4 128
Forecasting core inflation: the case of South Africa 0 0 2 8 0 2 5 28
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 0 3 79 2 2 9 265
Geopolitical risks and stock market dynamics of the BRICS 3 3 7 102 4 6 44 432
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 0 0 14 0 0 0 72
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 1 1 3 25 2 2 4 86
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 0 3 0 5 9 19
Housing and the Great Depression 0 0 1 14 0 0 5 125
Housing and the business cycle in South Africa 0 0 1 23 0 2 4 134
Housing price uncertainty and housing prices in the UK in a time-varying environment 0 1 10 16 0 2 15 28
Housing sector and economic policy uncertainty: A GMM panel VAR approach 0 1 3 20 2 3 11 62
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 1 19 0 0 1 70
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 0 17 1 1 3 80
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 21 1 3 8 73
Income inequality and economic growth: A re‐examination of theory and evidence 0 1 7 17 0 2 17 58
Insurance and economic policy uncertainty 0 0 1 31 0 2 19 142
Insurance-growth nexus in Africa 0 0 0 14 1 2 6 78
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 0 6 1 1 1 42
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 10 0 0 2 64
Investing green for sustainable development without ditching economic growth 0 0 2 5 0 1 7 16
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 1 1 4 80 5 5 12 274
Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies? 0 0 1 4 0 2 7 16
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 0 1 70 0 2 4 252
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 1 12 0 1 5 67
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 1 21 0 1 3 96
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 1 1 1 5 2 2 2 25
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 1 1 1 12 1 2 3 55
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 1 27 0 0 4 127
Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach 0 1 1 11 0 1 5 28
Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries 1 4 6 14 1 4 11 34
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 0 5 0 0 3 36
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 1 1 1 198
Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach 0 0 3 5 0 0 6 10
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 7 1 2 4 110
Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data 0 0 3 4 1 2 5 13
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 9 0 0 2 62
On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors 0 0 0 3 1 1 4 31
On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets 0 0 1 4 1 3 7 26
On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries 0 0 0 0 0 0 0 6
On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects 0 0 0 2 1 1 3 11
On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach 0 0 3 9 1 1 6 46
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 0 83 0 0 2 219
On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal 0 0 2 2 1 1 6 8
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 0 0 1 23 0 0 3 114
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 0 14 1 1 3 61
Openness and financial development: time series evidence for Turkey 0 0 0 46 0 1 1 142
Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter? 0 1 2 4 0 3 5 11
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 0 3 1 1 2 29
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 1 2 39 1 4 9 158
Periodically collapsing bubbles in the South African stock market 0 0 1 18 1 3 6 100
Persistence in Inflation: Does Aggregation Cause Long Memory? 1 2 2 45 1 3 4 141
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 0 16 1 2 11 111
Predicting BRICS stock returns using ARFIMA models 0 0 1 56 3 3 6 171
Productivity and GDP: international evidence of persistence and trends over 130 years of data 0 0 1 3 0 1 4 13
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 0 7 0 0 4 54
Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions 0 0 0 1 0 0 0 4
Regime switching model of US crude oil and stock market prices: 1859 to 2013 1 3 13 111 1 4 29 359
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 0 14 0 0 1 81
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 0 4 25 0 0 8 59
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 0 32 0 0 1 118
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 1 1 3 26 1 2 14 158
Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets 0 1 2 8 0 2 5 33
South Africa’s economic response to monetary policy uncertainty 0 0 1 15 1 1 3 53
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 0 1 1 1 3 22
Spillover effects in oil-related CDS markets during and after the sub-prime crisis 0 0 2 11 1 2 6 33
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 0 3 0 0 0 15
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 1 1 59 0 1 2 206
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 0 0 13 0 0 0 47
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 19 1 1 7 131
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 2 17 1 1 7 74
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 4 8 1 3 10 48
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 0 2 9 0 1 5 35
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 0 2 25 2 2 6 107
Testing the dependency theory on small island economies: The case of Cyprus 0 0 6 77 0 1 12 291
The COVID-19 effects on agricultural commodity markets 0 1 2 11 1 3 8 27
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 5 95 0 2 20 297
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 1 29 0 0 2 169
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 0 0 2 81 0 0 11 386
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 1 0 1 2 8
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 1 1 7 47 2 3 17 153
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 2 17 0 1 8 90
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 8 57 1 5 15 186
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 5 0 1 2 23
The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy 0 0 0 1 0 0 0 11
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 0 1 95 0 0 4 360
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 0 43 0 0 2 147
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 0 1 1 2 4
The effect of global and regional stock market shocks on safe haven assets 0 0 1 7 0 0 3 24
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 4 0 2 2 54
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 39 0 0 7 143
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 0 0 59 0 2 4 268
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 1 1 1 20 1 1 3 72
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 1 1 38 0 1 7 178
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 0 0 4 46 1 3 16 135
The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries 0 0 1 1 0 0 1 6
The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress 0 0 2 8 2 2 6 19
The migration of fear: An analysis of migration choices of Syrian refugees 0 0 3 24 2 2 12 105
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 2 0 1 2 36
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 33 0 0 2 131
The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US 0 0 1 3 1 3 9 23
The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis 0 0 0 2 0 0 2 10
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 6 0 0 3 28
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 2 12 1 1 4 73
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 3 24 2 5 13 129
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 2 17 0 2 6 83
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 1 1 2 15 1 1 8 95
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 0 1 31 0 1 6 159
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 0 22 0 0 1 105
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 8 45 1 2 16 151
The synergistic effect of insurance and banking sector activities on economic growth in Africa 0 1 2 18 1 2 5 134
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 0 2 28 0 0 7 144
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 0 0 6 0 0 4 37
Time-varying causality between research output and economic growth in US 0 0 3 11 0 0 11 60
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 0 1 5 0 0 2 23
Time-varying impact of pandemics on global output growth 0 0 0 6 0 0 0 22
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 1 18 0 0 1 97
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 1 81 1 3 11 330
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 1 2 46 1 4 9 197
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 1 12
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 0 33 0 0 0 156
U.S. monetary policy and the predictability of global economic synchronization patterns 0 0 1 4 0 0 3 13
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning 0 0 0 1 0 0 0 6
Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development 0 0 2 2 0 1 6 11
Was the recent downturn in US real GDP predictable? 0 0 1 18 0 1 2 107
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 7 0 0 0 28
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 0 0 0 5 0 0 0 17
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 0 33 0 0 8 143
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 1 24
Total Journal Articles 19 56 317 4,856 111 288 1,236 19,844
3 registered items for which data could not be found


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions? 0 0 1 1 0 1 7 37
Total Chapters 0 0 1 1 0 1 7 37


Statistics updated 2025-03-03