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 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

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2020-07-04