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 1 4 11 215
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 0 22 1 1 3 36
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 0 2 14 58
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 2 4 31 2 5 14 45
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 0 2 332
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 4 66
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 1 6 36 0 1 23 93
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 0 0 3 90
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 5 2 2 4 77
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 2 2 6 168
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 1 28 82 140
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 2 2 9 64
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 1 2 10 101
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 1 5 69
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 1 2 14 1 14 41 141
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 3 5 20 44 5 14 58 105
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 5 12 50 147
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 0 0 17 120
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 3 7 28 441
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 1 1 5 9 27 42
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 1 4 15 42 4 23 100 207
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 4 7 20 88
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 0 2 12 242
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 4 13 73 560
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 3 5 11 169
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 0 2 11 184
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 23 2 3 15 120
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 0 0 7 62
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 1 4 11 84
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 2 3 11 93
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 1 3 28 1 11 80 180
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 6 13 28 390
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 3 6 22 123
Date-stamping US housing market explosivity 0 0 1 30 0 2 14 41
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 1 13 106
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 1 3 12 73
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 2 3 1 3 9 23
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 1 7 0 10 46 112
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 1 1 4 81
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 40 1 2 10 82
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 3 4 11 79
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 1 2 8 127
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 1 1 11 74
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 1 6 35 218
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 13 2 2 8 37
Does Inflation Cause Gold Prices? Evidence from G7 Countries 1 1 4 77 2 8 48 134
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 2 39 2 3 15 104
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 1 5 15 116
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 1 7 15 97
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 3 32 1 5 18 116
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 1 1 26 480
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 0 1 9 47 2 12 61 131
Economic Policy Uncertainty and Insurance 0 0 0 29 1 14 65 209
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 0 3 22 174
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 0 2 31 2 5 14 72
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 0 1 26 6 9 41 89
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 1 12 37 2 16 82 135
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 0 11 46 4 26 86 145
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 0 1 7 35
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 2 26 2 4 16 121
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 4 33 4 23 71 159
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 2 5 15 208
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 2 4 15 173
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 1 1 3 313
Forecasting Aggregate Retail Sales: The Case of South Africa 0 1 3 40 2 9 39 157
Forecasting Core Inflation: The Case of South Africa 0 2 8 57 1 20 81 204
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 2 9 82
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 19 4 22 53 178
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 1 1 28 0 2 4 161
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 1 1 6 199
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 1 2 3 161
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 1 34 1 30 79 187
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 2 10 155
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 0 4 23 221
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 1 3 6 31 2 7 19 72
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 2 8 22 138
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 1 46 5 9 25 128
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 1 4 7 220
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 4 31 2 6 24 216
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 4 4 4 2 11 11 11
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 20 2 3 12 94
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 3 13 85
Housing and the Business Cycle in South Africa 0 0 2 45 0 23 86 217
Housing and the Business Cycle in South Africa 0 0 0 31 0 3 21 169
Housing and the Great Depression 0 0 0 69 1 4 16 520
Housing and the Great Depression 0 0 0 54 1 4 8 100
Housing and the Great Depression 0 0 0 13 0 2 7 126
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 2 16 241
Identifying Periods of US Housing Market Explosivity 0 0 1 7 1 4 14 59
Identifying Periods of US Housing Market Explosivity 0 0 1 16 0 3 17 86
Identifying Periods of US Housing Market Explosivity 0 0 0 18 0 3 11 61
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 3 71 4 9 123 222
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 1 1 3 15 2 5 11 41
Insurance-Growth Nexus in Africa 0 0 0 57 3 10 30 209
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 1 1 1 12 2 34 87 155
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 26 1 2 3 104
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 7 1 2 5 80
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 1 2 4 317
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 1 4 7 78
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 24 2 2 12 113
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 1 2 13 98
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 0 5 94
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 1 18 1 29 96 187
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 1 77 0 1 8 274
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 2 3 21 122
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 1 6 31 157
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 1 1 1 1
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 0 3 9 223
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 2 4 14 203
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 1 7 16 42
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 2 3 33 71
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 1 2 7 73
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 2 50 1 15 48 117
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 4 32 2 3 16 69
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 1 1 5 49
Periodically Collapsing Bubbles in the South African Stock Market 0 0 1 26 3 6 18 111
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 2 2 10 107
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 1 5 1 1 8 53
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 2 4 1 5 39 45
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 1 7 19 314
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 1 2 15 68
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 39 3 7 21 92
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 1 1 9 40 6 11 60 109
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 1 3 13 183
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 1 8 153 4 6 25 264
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 3 5 16 136
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 5 27 1 10 56 158
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 0 2 7 140
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 1 7 24 219
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 0 2 3 31 0 13 49 186
Sources of Macroeconomic Fluctuations in MENA Countries 0 1 4 34 1 4 14 123
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 14 1 8 14 80
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 0 7 15 1 1 20 43
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 1 2 10 79
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 9 43 2 34 95 219
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 3 7 17 172
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 2 6 45 1 7 33 228
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 2 3 11 107
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 0 11 47 1 17 63 100
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 3 3 23 321
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 4 29 4 10 53 152
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 23 1 8 47 148
The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach 0 0 0 577 2 10 30 1,177
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 2 4 14 211
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 3 61 1 1 9 179
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 1 53 0 2 8 99
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 5 45 1 7 34 108
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 1 3 10 127
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 2 2 4 140
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 3 13 48 189
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 27 0 0 9 87
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 1 2 73
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 9 9 3 10 24 24
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 1 10 124
The Long-run Effect of Geopolitical Risks on Insurance Premiums 0 1 19 40 2 11 91 156
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 1 2 12 92 3 6 58 252
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 55 3 11 49 123
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 39 2 6 11 83
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 1 2 5 154
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 1 2 10 214
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 1 10 89
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 17 17 1 3 30 30
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 1 5 20 186
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 0 3 24 3 5 19 71
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 2 6 26 135
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 1 2 20 34
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 2 4 7 102
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 1 3 9 82
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 2 39 1 9 33 116
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 7 19 1 3 30 38
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 1 6 20 103
The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 31 1 2 8 106
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 1 19 0 6 16 142
The South African Economic Response to Monetary Policy Uncertainty 0 0 3 61 0 1 10 74
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 2 6 31 124
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 3 15 128
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 3 14 83 5 34 111 289
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 4 52 2 10 45 126
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters 0 0 1 55 2 7 30 73
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 31 0 1 8 138
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 4 51 1 3 17 63
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 1 2 64 1 4 10 61
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 2 14 55 3 13 83 193
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 1 4 7 114
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 1 3 3 1 5 9 9
Time-Varying Impact of Pandemics on Global Output Growth 0 10 11 11 8 21 25 25
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 0 3 121
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 1 5 30 5 11 41 62
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 1 2 16 16 6 14 34 34
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 2 5 179
Was the Recent Downturn in US GDP Predictable? 0 0 0 80 1 1 4 149
Was the Recent Downturn in US GDP Predictable? 0 0 0 45 1 1 1 70
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 1 1 5 58
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 2 4 20 30
Total Working Papers 11 60 380 6,620 304 1,214 4,837 27,294


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies 0 0 1 119 1 2 8 298
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters 0 0 0 0 2 4 4 4
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 1 4 15 2 4 10 84
A wavelet analysis of the relationship between oil and natural gas prices 0 2 7 12 0 4 23 44
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 0 2 228
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 3 15 1 3 13 66
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 7 2 2 9 54
Are there really bubbles in oil prices? 0 0 0 16 0 0 8 69
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 1 29 0 0 3 88
Asymmetric effects of inequality on real output levels of the United States 0 0 0 0 0 3 10 10
Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa 0 0 0 16 1 5 14 109
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 1 1 6 25 1 2 30 170
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 4 32 127 8 26 108 389
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 6 0 0 1 16
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 5 1 5 10 34
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 1 1 2 27 2 4 13 100
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 1 5 14 149 2 7 45 415
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 0 35 0 1 7 144
Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching? 0 0 0 6 0 2 8 93
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 1 2 17 2 4 14 78
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 0 1 5 1 2 16 46
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 1 2 6 2 6 19 43
Date-stamping US housing market explosivity 0 0 1 3 0 0 13 33
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test 0 0 2 5 0 2 10 50
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 2 4 1 2 9 32
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 7 2 2 7 39
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 5 16 4 10 32 74
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 4 0 2 4 39
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 0 0 0 0 0 0 0 0
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 1 2 7 39
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 3 3 14 52 8 15 54 207
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 2 8 1 1 11 48
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 5 1 1 11 40
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 0 3 0 0 4 19
Does oil predict gold? A nonparametric causality-in-quantiles approach 0 1 6 11 2 5 21 65
Does speculation in the oil market drive investor herding in emerging stock markets? 0 0 2 7 4 8 27 66
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2 5 12 28 4 10 27 84
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 1 8 47 2 8 26 134
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 1 5 19 136 5 13 52 414
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 0 0 0 0 0 0 4 11
Effectiveness of Inflation Targeting in Turkey 1 1 4 67 1 1 5 170
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 0 6 1 1 1 34
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 1 13 3 3 7 70
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 2 4 5 5 2 8 12 12
Financial integration in small Islands: The case of Cyprus 1 1 3 17 2 3 10 47
Firm-level political risk and asymmetric volatility 0 0 2 3 2 3 16 17
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 0 2 11 0 0 4 22
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 2 2 3 109
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 9 0 0 5 46
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 1 1 8 29 1 9 30 120
Forecasting US real private residential fixed investment using a large number of predictors 0 0 0 9 3 5 11 70
Forecasting aggregate retail sales: The case of South Africa 0 1 2 16 1 3 6 86
Forecasting core inflation: the case of South Africa 0 0 0 0 0 7 7 7
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 2 4 49 1 6 24 171
Geopolitical risks and stock market dynamics of the BRICS 1 5 28 45 10 25 126 203
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 1 1 11 0 2 6 61
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 1 5 13 1 5 14 48
Housing and the Great Depression 0 0 0 9 0 3 11 80
Housing and the business cycle in South Africa 0 0 1 18 0 2 14 108
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 1 1 2 63
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 5 6 0 3 20 26
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 1 2 2 2 1 10 10 10
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 0 3 12 1 2 8 39
Insurance-growth nexus in Africa 2 3 6 6 3 6 21 21
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 0 3 0 0 4 27
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 8 0 1 8 50
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 2 12 53 0 3 31 187
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 2 2 58 2 5 18 213
Is there a role for Islamic bonds in global diversification strategies? 1 2 6 7 3 4 20 33
Kuznets Curve for the US: A Reconsideration Using Cosummability 1 1 3 8 2 4 28 45
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 0 15 1 1 6 60
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 1 1 3 0 1 8 24
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 24 1 2 4 106
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 1 3 5 189
Oil price uncertainty and movements in the US government bond risk premia 0 0 1 1 3 16 57 57
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 1 7 0 1 6 41
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 1 82 1 1 7 212
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 2 2 4 10 6 11 39 67
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 1 1 11 1 2 13 40
Openness and financial development: time series evidence for Turkey 0 1 2 43 0 1 6 121
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 0 1 0 0 7 17
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 2 2 4 10 5 9 22 42
Periodically collapsing bubbles in the South African stock market 0 0 2 11 1 2 11 65
Persistence in Inflation: Does Aggregation Cause Long Memory? 0 0 1 42 0 0 2 130
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 1 13 1 2 7 84
Predicting BRICS stock returns using ARFIMA models 0 0 3 53 1 4 12 150
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 3 3 3 6 19 19
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 1 8 75 2 7 36 240
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 1 12 0 0 6 65
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 1 3 5 1 3 8 11
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 1 3 3 23 4 10 13 87
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 0 16 0 5 12 78
South Africa’s economic response to monetary policy uncertainty 0 0 0 9 0 1 3 34
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 0 0 1 2 2 2
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 1 1 2 2 3 3 6 6
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 0 4 53 1 3 14 184
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 1 2 8 1 3 8 30
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 15 1 4 10 94
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 1 13 0 1 9 57
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 0 3 2 2 6 26
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 0 0 1 15 1 3 9 71
Testing the dependency theory on small island economies: The case of Cyprus 1 2 3 50 3 6 34 189
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 1 67 3 5 19 214
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 27 1 3 13 100
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 1 4 22 22 14 40 95 95
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 2 5 16 28 5 15 46 75
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 2 9 0 4 15 59
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? 1 3 12 12 6 15 47 47
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 2 3 83 0 4 15 318
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 0 6 28 1 3 16 102
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 3 0 0 2 24
The effect of global and regional stock market shocks on safe haven assets 0 0 0 0 0 1 1 1
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 2 2 5 10 32
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 6 31 2 3 17 99
The export-output growth nexus in Japan: a bootstrap rolling window approach 2 2 4 51 3 5 16 229
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 1 1 3 17 5 6 10 57
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 0 1 14 2 2 16 74
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 0 3 6 6 2 9 19 19
The migration of fear: An analysis of migration choices of Syrian refugees 0 0 5 6 2 3 29 33
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters 0 0 0 1 3 6 10 17
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 2 29 0 0 5 112
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 1 1 6 1 3 4 21
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 0 8 1 3 12 59
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 0 3 2 6 18 45
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 1 2 3 11 2 7 17 49
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 0 2 6 2 6 18 40
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 2 3 9 13 4 10 41 81
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 2 14 3 6 18 78
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 1 1 15 1 4 12 68
The synergistic effect of insurance and banking sector activities on economic growth in Africa 1 2 4 12 3 12 35 72
The time-varying causality between spot and futures crude oil prices: A regime switching approach 1 2 3 23 3 7 18 122
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 1 2 2 2 5 10 10
Time-varying causality between research output and economic growth in US 0 0 1 3 1 3 13 28
Time-varying linkages between tourism receipts and economic growth in South Africa 0 1 2 16 0 1 8 83
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 3 39 3 3 16 158
Time-varying linkages between tourism receipts and economic growth in a small open economy 1 3 7 60 2 9 25 225
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 0 27 0 0 8 136
Was the recent downturn in US real GDP predictable? 0 0 0 16 1 1 10 94
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 1 2 5 1 2 4 19
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 4 18 0 1 13 86
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 1 21
Total Journal Articles 41 114 442 2,940 234 627 2,285 11,971


Statistics updated 2020-11-03