Access Statistics for Mehmet Balcilar

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Working Paper File Downloads Abstract Views
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"Ripple" Effects in South African House Prices 0 0 0 22 1 2 12 211
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 0 0 0 22 0 0 4 35
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 2 3 20 56
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 1 1 28 1 2 10 37
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 1 6 332
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 11 65
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 1 2 5 35 2 10 34 89
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 1 33 56 110
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 0 0 8 89
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 5 0 0 5 74
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 1 1 10 98
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 2 2 9 61
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 1 1 10 165
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 11 68
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 1 12 0 2 38 124
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 5 7 18 38 7 16 61 88
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 5 10 61 133
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 5 9 24 119
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 2 4 27 434
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 1 1 1 1 5 6 27 33
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 1 3 15 37 3 19 124 175
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 4 7 18 78
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 1 2 15 240
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 6 17 76 545
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 2 3 9 162
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 3 20 182
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 23 2 4 19 117
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 1 1 10 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 14 78
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 0 15 88
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 3 27 1 19 73 163
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 2 6 25 374
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 6 46 0 4 28 115
Date-stamping US housing market explosivity 0 0 2 30 0 2 15 38
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test 0 0 0 9 1 4 16 105
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 3 4 12 69
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 1 2 3 3 1 3 12 20
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 40 1 1 10 78
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 6 0 16 35 99
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 0 7 79
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 0 4 11 75
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 0 2 9 124
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 1 2 9 70
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 2 57 7 12 39 210
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 1 1 8 34
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 0 3 76 1 17 47 125
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 1 3 39 1 3 18 101
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 0 2 18 111
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 1 6 14 89
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 3 32 0 3 18 110
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 2 7 29 475
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 1 4 15 46 1 16 73 118
Economic Policy Uncertainty and Insurance 0 0 0 29 9 24 68 191
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 1 5 26 167
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 1 4 31 1 4 17 65
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 0 3 26 1 5 47 79
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 4 13 35 1 23 82 116
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 3 17 45 2 19 79 116
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 1 1 11 32
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 0 1 18 169
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 1 2 26 0 2 18 117
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 1 5 33 0 11 56 135
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 0 1 15 203
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 0 3 311
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 4 39 1 7 42 147
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 0 3 12 80
Forecasting Core Inflation: The Case of South Africa 1 2 8 55 2 15 73 181
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 0 0 4 159
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 0 2 9 198
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 27 0 0 5 159
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 19 1 14 40 155
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 1 17 153
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 1 4 34 8 19 63 156
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 2 3 32 215
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 1 4 22 128
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 1 4 28 0 6 21 65
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 0 1 45 2 4 20 117
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 0 0 7 216
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 6 31 0 0 30 209
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 1 20 0 0 17 90
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 3 17 82
Housing and the Business Cycle in South Africa 1 2 4 45 2 17 80 191
Housing and the Business Cycle in South Africa 0 0 0 31 3 5 22 164
Housing and the Great Depression 0 0 0 54 1 1 12 96
Housing and the Great Depression 0 0 0 13 1 1 10 123
Housing and the Great Depression 0 0 0 69 2 5 18 516
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 2 4 14 236
Identifying Periods of US Housing Market Explosivity 0 0 0 18 1 2 10 57
Identifying Periods of US Housing Market Explosivity 0 0 1 7 1 3 13 53
Identifying Periods of US Housing Market Explosivity 0 1 1 16 1 5 15 81
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 0 12 71 5 68 138 209
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 0 2 14 0 1 10 35
Insurance-Growth Nexus in Africa 0 0 0 57 6 9 33 198
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 1 1 7 315
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 26 1 1 7 102
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 11 1 34 58 120
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 7 1 1 8 78
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 24 0 2 16 110
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 0 1 4 74
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 3 4 19 96
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 1 10 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 2 20 70 154
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 1 1 1 77 1 1 11 272
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 0 5 24 119
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 4 7 26 146
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 0 2 14 220
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 3 4 12 197
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 1 22 0 3 15 34
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 1 6 53 67
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 8 71
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 2 5 50 2 18 44 101
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 1 3 5 31 2 5 15 60
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 0 0 6 46
Periodically Collapsing Bubbles in the South African Stock Market 0 1 1 26 0 5 22 105
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 1 2 13 105
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 1 1 5 0 3 12 52
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 2 4 3 15 37 39
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 2 3 20 306
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 0 2 18 65
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 0 39 2 6 16 83
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 1 3 14 39 6 14 66 97
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 2 2 14 180
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 1 4 7 151 2 9 24 256
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 1 2 12 127
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 0 0 1 23 1 11 44 142
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 9 138
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 2 4 27 210
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 1 1 4 29 2 11 44 171
Sources of Macroeconomic Fluctuations in MENA Countries 0 1 4 33 0 3 16 119
South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 14 0 2 8 70
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 0 1 9 15 0 1 26 41
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 2 22 77
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 2 6 9 42 4 13 71 178
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 2 3 21 165
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 1 1 3 42 4 9 35 218
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 1 5 17 104
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 4 16 45 3 18 60 80
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 1 76 2 5 28 316
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 1 23 0 10 40 138
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 7 29 1 8 59 140
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 3 10 30 1,165
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 1 52 1 2 12 96
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 5 14 206
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 2 60 1 2 16 177
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 1 2 13 45 2 9 48 98
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 1 1 13 123
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 1 7 138
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 7 68 174
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 1 27 0 2 12 86
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 0 0 4 72
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 7 7 7 7 8 8 8 8
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 3 18 122
The Long-run Effect of Geopolitical Risks on Insurance Premiums 7 14 25 39 22 50 114 142
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 1 5 14 89 4 22 68 241
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 39 1 3 9 77
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 55 3 13 41 112
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 0 0 9 152
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 0 3 13 212
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 1 4 15 87
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 1 2 17 17 2 6 26 26
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 0 24 178
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 2 2 2 23 4 5 16 63
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 1 3 27 129
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 1 8 2 3 26 32
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 1 24 0 0 6 97
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 1 5 10 79
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 2 5 39 0 7 34 105
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 19 19 3 12 34 34
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 18 94
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 2 3 10 103
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 3 19 0 5 22 136
The South African Economic Response to Monetary Policy Uncertainty 0 0 6 61 0 3 18 73
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 5 10 38 116
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 2 4 11 78 6 33 85 250
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 0 2 14 124
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 1 4 52 1 14 42 115
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters 0 0 1 55 0 7 28 65
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 8 136
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 1 3 5 51 3 6 21 59
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 1 1 2 63 1 1 11 56
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 2 5 15 53 8 22 104 176
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 0 8 110
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 2 2 2 2 3 3 3 3
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 0 5 120
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 1 29 29 0 9 48 48
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 11 11 11 11 3 9 9 9
Was the Recent Downturn in US GDP Predictable? 0 0 0 80 1 1 10 148
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 7 177
Was the Recent Downturn in US GDP Predictable? 0 0 0 45 0 0 3 69
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 1 1 8 57
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 6 25 25
Total Working Papers 58 129 465 6,530 302 1,206 5,011 25,798


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 2 3 8 296
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters 0 1 1 1 1 4 4 4
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 1 3 14 0 1 8 78
A wavelet analysis of the relationship between oil and natural gas prices 0 0 7 9 1 4 31 38
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 0 7 228
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 2 2 3 15 3 3 13 62
Are there long-run diversification gains from the Dow Jones Islamic finance index? 0 0 0 7 1 1 10 50
Are there really bubbles in oil prices? 0 0 0 16 2 2 10 68
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 1 29 0 2 7 88
Asymmetric effects of inequality on real output levels of the United States 0 0 0 0 2 5 5 5
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 4 16 0 4 30 104
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 2 8 24 1 8 60 168
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 5 10 41 120 11 25 114 350
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 4 16
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 2 5 1 1 10 27
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 3 26 3 5 20 96
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 0 4 13 144 2 13 55 408
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 1 35 1 2 13 142
Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching? 0 0 0 6 0 0 14 91
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 1 1 16 1 7 16 73
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 1 2 5 1 4 24 44
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 2 5 1 5 21 36
Date-stamping US housing market explosivity 0 0 1 3 0 1 16 32
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 2 4 14 48
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 1 2 4 0 2 14 30
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 7 0 1 15 37
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 2 6 16 0 4 27 63
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 0 4 0 0 7 37
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 2 10 36
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 4 13 47 5 12 52 188
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 4 8 0 1 14 44
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 4 2 2 12 36
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 1 3 0 1 7 18
Does oil predict gold? A nonparametric causality-in-quantiles approach 0 3 5 10 1 8 30 60
Does speculation in the oil market drive investor herding in emerging stock markets? 0 0 1 6 0 4 18 53
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 4 7 23 2 10 25 73
Dynamic Relationship Between Oil Price And Inflation In South Africa 1 4 14 46 2 6 38 125
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 2 5 17 130 9 19 45 398
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 0 0 0 0 1 2 6 10
Effectiveness of Inflation Targeting in Turkey 1 2 3 66 1 2 8 169
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 0 6 0 0 4 33
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 1 13 1 3 11 67
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 1 1 1 1 2 2 2 2
Financial integration in small Islands: The case of Cyprus 0 0 2 16 0 1 14 42
Firm-level political risk and asymmetric volatility 1 2 3 3 1 2 12 12
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 1 2 11 1 2 6 22
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 0 0 5 107
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 2 9 0 0 12 45
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 1 10 27 0 8 39 109
Forecasting US real private residential fixed investment using a large number of predictors 0 0 3 9 0 3 19 65
Forecasting aggregate retail sales: The case of South Africa 0 0 0 14 0 0 8 81
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 0 0 3 46 1 5 33 163
Geopolitical risks and stock market dynamics of the BRICS 1 4 32 38 7 30 142 174
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 0 0 10 1 1 14 59
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 0 2 5 12 0 4 12 41
Housing and the Great Depression 0 0 0 9 2 2 15 76
Housing and the business cycle in South Africa 0 0 2 18 1 4 19 105
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 1 1 3 62
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 5 5 4 5 19 19
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 10 0 0 8 33
Insurance-growth nexus in Africa 1 2 2 2 4 7 11 11
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 0 0 3 0 1 4 25
International stock return predictability: Is the role of U.S. time-varying? 0 0 0 8 1 3 10 49
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 4 12 51 3 11 29 180
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 56 3 5 17 206
Is there a role for Islamic bonds in global diversification strategies? 0 1 2 3 3 5 15 24
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 5 7 1 4 36 40
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 0 15 1 2 9 59
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 0 0 0 2 0 1 9 20
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 0 24 0 0 7 104
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 0 0 6 186
Oil price uncertainty and movements in the US government bond risk premia 0 0 0 0 1 3 3 3
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 1 7 1 2 9 39
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 3 82 0 2 14 210
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 0 1 5 8 2 8 38 54
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 10 10 6 6 38 38
Openness and financial development: time series evidence for Turkey 0 0 1 42 1 2 9 120
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 0 0 0 1 1 2 9 15
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 3 7 0 0 20 30
Periodically collapsing bubbles in the South African stock market 0 1 2 11 1 4 12 63
Persistence in Inflation: Does Aggregation Cause Long Memory? 0 0 2 42 0 0 4 130
Persistence of precious metal prices: A fractional integration approach with structural breaks 0 0 1 13 1 3 12 82
Predicting BRICS stock returns using ARFIMA models 0 1 3 53 0 3 11 146
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 1 2 2 2 4 10 12 12
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 1 8 74 5 12 43 232
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 1 12 1 2 10 65
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 1 4 4 1 2 7 7
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 3 20 1 2 14 77
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 0 0 2 16 0 2 13 73
South Africa’s economic response to monetary policy uncertainty 0 0 1 9 1 1 9 33
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 0 0 0 0 0 0
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 1 1 1 1 1 1 3 3
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 0 2 4 53 0 3 18 180
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 1 1 1 7 3 3 8 27
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 15 2 3 17 90
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 0 1 13 0 0 12 56
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 1 3 1 1 10 24
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 1 1 2 15 1 1 12 68
Testing the dependency theory on small island economies: The case of Cyprus 0 0 3 48 0 3 40 181
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 0 3 67 3 7 21 207
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 27 1 1 10 95
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 3 6 18 18 10 23 46 46
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 4 8 23 23 5 13 59 59
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 1 2 2 9 2 5 19 55
The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete? 2 5 5 5 17 24 24 24
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 0 2 81 0 4 19 311
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 1 4 10 28 3 8 24 98
The dynamic response of the rand real exchange rate to fundamental shocks 0 0 0 3 0 0 5 24
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 0 0 2 1 3 8 27
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 0 1 5 30 0 2 21 95
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 1 2 49 1 5 23 224
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 5 16 0 0 9 51
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 0 0 1 14 1 2 15 70
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 0 1 2 2 4 6 8 8
The migration of fear: An analysis of migration choices of Syrian refugees 1 4 6 6 4 12 29 29
The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters 0 0 1 1 0 0 10 10
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 1 1 2 29 2 2 10 112
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 0 5 0 0 3 18
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 0 8 1 2 8 54
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 0 0 3 2 3 24 39
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 4 9 2 2 22 42
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 1 3 6 1 3 18 33
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 0 2 9 10 1 6 52 66
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 3 13 0 1 21 69
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 0 4 14 0 3 23 63
The synergistic effect of insurance and banking sector activities on economic growth in Africa 1 1 5 10 2 5 37 57
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 1 2 21 2 5 20 115
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 1 1 1 1 4 5 5
Time-varying causality between research output and economic growth in US 0 1 1 3 1 5 16 25
Time-varying linkages between tourism receipts and economic growth in South Africa 1 1 2 15 1 2 7 80
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 1 4 39 2 5 26 154
Time-varying linkages between tourism receipts and economic growth in a small open economy 1 1 5 56 1 4 25 212
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 2 27 1 2 11 135
Was the recent downturn in US real GDP predictable? 0 0 0 16 1 2 15 92
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 2 4 0 0 4 16
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 0 5 18 1 4 20 84
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 4 21
Total Journal Articles 36 120 469 2,797 206 548 2,520 11,133


Statistics updated 2020-07-04