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 0 2 7 220
A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry 1 2 2 24 1 2 4 39
A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices 0 0 0 21 1 3 12 68
A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters 0 0 4 33 1 5 26 67
An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa 0 0 0 39 0 1 3 335
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 0 33 0 0 0 66
Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter 0 0 4 40 1 9 21 114
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 38 2 3 7 107
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 22 0 0 6 68
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 35 0 0 3 169
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 11 2 5 17 156
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 5 1 2 4 79
Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries 0 0 0 19 1 1 1 91
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 6 0 0 0 69
Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index? 0 0 0 14 0 5 13 153
Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan 0 2 10 51 1 12 46 143
Asymmetric Effects of Inequality on Per Capita Real GDP of the United States 0 0 0 28 0 0 31 168
Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach 0 0 0 0 2 2 6 126
Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach 0 0 0 37 2 8 18 455
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 0 0 0 1 5 11 30 64
Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries 0 1 7 46 2 12 58 251
Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach 0 0 0 14 4 6 16 100
Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test 0 0 0 31 1 2 8 249
Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests 0 0 0 89 4 8 49 600
Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model 0 0 0 26 0 3 9 173
Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 2 3 5 189
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 0 0 15 2 3 9 71
Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? 0 1 2 25 1 7 26 144
Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data 0 0 0 10 0 0 3 86
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 1 7 34 3 12 48 225
Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa 0 0 0 33 0 3 12 103
Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach 0 0 0 50 1 1 18 398
Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 46 0 1 12 130
Date-stamping US housing market explosivity 0 0 1 31 3 3 11 52
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test 0 0 0 9 1 1 2 108
Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach 0 0 0 20 0 0 2 74
Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? 0 0 1 4 0 1 6 28
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 7 2 6 24 132
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 35 0 1 4 84
Do Precious Metal Prices Help in Forecasting South African Inflation? 0 0 0 40 1 1 8 88
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 0 15 1 2 7 83
Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis 0 0 0 17 1 1 7 133
Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach 0 0 0 11 0 0 3 76
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 57 1 1 13 227
Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance 0 0 0 13 0 0 4 39
Does Inflation Cause Gold Prices? Evidence from G7 Countries 0 1 2 78 0 13 26 155
Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach 0 0 0 39 2 5 20 122
Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test 0 0 0 25 0 0 5 119
Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 17 3 4 8 103
Does speculation in the oil market drive investor herding in net exporting nations? 0 0 1 33 2 5 20 134
Dynamic Relationship between Oil Price and Inflation in South Africa 0 0 0 0 0 0 9 488
Dynamic return and volatility spillovers among S&P 500, crude oil and gold 0 0 4 51 3 11 30 155
Economic Policy Uncertainty and Insurance 0 0 0 29 4 7 32 234
Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty 0 0 0 91 5 13 29 202
Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies 1 12 12 12 2 11 11 11
El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 1 10 10 10
Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies 2 6 21 21 5 15 42 42
Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality 0 1 1 32 0 8 19 86
Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa 0 1 2 28 1 12 38 119
Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 2 6 43 1 9 32 165
Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets 0 2 9 55 2 9 41 178
Firm-Level Political Risk and Asymmetric Volatility 0 0 0 10 0 0 8 43
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 4 37 0 9 26 178
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 23 2 3 5 176
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 0 0 0 38 0 0 7 213
Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience 1 1 1 27 1 1 3 122
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 1 40 3 12 44 194
Forecasting Aggregate Retail Sales: The Case of South Africa 0 0 0 35 0 4 9 321
Forecasting Core Inflation: The Case of South Africa 0 0 0 29 2 2 6 88
Forecasting Core Inflation: The Case of South Africa 0 2 7 63 4 19 41 243
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 28 0 1 2 162
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 16 1 1 2 162
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 0 35 3 3 4 202
Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes 0 0 1 20 1 7 26 197
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 0 0 0 66 0 0 7 161
Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation 1 1 6 40 6 18 48 232
Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model 0 0 0 69 0 2 12 231
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 2 31 1 2 9 77
Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model 0 0 0 60 1 1 10 143
Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors 0 1 1 47 0 1 21 142
Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors 0 0 0 38 2 2 9 228
Geopolitical Risks and Stock Market Dynamics of the BRICS 0 0 0 31 2 2 11 225
High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment 0 0 3 4 2 4 19 23
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 2 4 24 1 11 26 117
House Values and Proximity to a Landfill: A Quantile Regression Framework 0 0 0 17 0 0 1 85
Housing and the Business Cycle in South Africa 0 0 0 31 1 2 9 178
Housing and the Business Cycle in South Africa 0 0 0 45 4 13 40 255
Housing and the Great Depression 0 0 1 55 1 1 10 107
Housing and the Great Depression 0 0 0 69 0 2 13 530
Housing and the Great Depression 0 0 0 13 2 3 12 136
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 1 1 2 242
Identifying Periods of US Housing Market Explosivity 0 0 0 18 1 2 3 63
Identifying Periods of US Housing Market Explosivity 0 0 0 7 1 3 10 67
Identifying Periods of US Housing Market Explosivity 0 1 1 17 1 8 20 104
Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence 0 1 1 72 3 7 43 258
Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence 0 1 5 19 0 6 19 56
Insurance-Growth Nexus in Africa 0 0 0 57 2 3 16 219
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 0 92 2 2 13 329
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 1 12 2 7 31 181
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 1 8 1 1 6 85
International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks? 0 0 1 27 0 0 9 111
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 3 27 2 8 24 135
International Stock Return Predictability: Is the Role of U.S. Time-Varying? 0 0 0 21 3 6 11 87
Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test 0 0 0 22 0 0 10 106
Is the Rand Really Decoupled from Economic Fundamentals? 0 0 0 13 0 0 5 99
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 1 19 1 8 29 212
Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode 0 0 0 77 2 2 4 278
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 0 46 1 2 9 129
LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index 0 0 0 0 1 2 23 177
Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio 0 0 0 0 1 2 12 12
Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach 0 0 0 13 2 3 18 240
Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa 0 0 0 12 1 1 9 210
Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration 0 0 0 22 0 3 11 51
Oil Price Uncertainty and Movements in the US Government Bond Risk Premia 0 0 0 15 0 1 8 77
On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test 0 0 0 12 3 3 5 76
On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 1 2 52 1 7 18 134
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 1 33 2 3 12 79
Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach 0 0 0 12 1 2 4 52
Periodically Collapsing Bubbles in the South African Stock Market 0 0 0 26 2 3 15 122
Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks 0 0 0 9 0 0 4 109
Persistence of precious metal prices: a fractional integration approach with structural breaks 0 0 1 6 0 0 5 57
Point Optimal Invariant Tests of a Unit Root in Models with Structural Change 0 0 2 6 2 6 17 61
Predicting BRICS Stock Returns Using ARFIMA Models 0 0 0 62 0 0 12 323
Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model 0 0 0 16 1 1 5 72
Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test 0 0 1 40 0 1 22 108
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 2 41 7 11 33 133
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 0 0 0 2 4 5 187
Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013 0 2 4 157 2 5 20 280
Revisiting Herding Behavior in REITs: A Regime-Switching Approach 0 0 0 22 3 3 18 150
Revisiting Herding Behavior in REITs: A RegimeSwitching Approach 1 1 4 31 1 7 26 182
Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach 0 0 0 0 2 2 7 145
Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach 0 0 0 1 0 1 16 232
Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk 1 3 5 35 7 15 37 221
Sources of Macroeconomic Fluctuations in MENA Countries 0 0 1 35 0 0 5 126
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 5 15 92
Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices 1 1 2 17 3 6 15 57
Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States 0 0 0 11 0 1 3 80
THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD 0 0 1 44 4 12 44 258
Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach 0 0 0 15 2 3 11 178
Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach 0 0 2 46 2 4 22 247
Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries 0 0 0 9 2 4 13 118
Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter? 0 3 8 55 8 18 40 138
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 29 1 6 20 168
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 23 0 7 20 166
Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach 0 0 0 76 3 4 23 341
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 7 38 1,209
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 40 0 0 5 213
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 61 0 0 8 186
The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains 0 0 0 53 1 1 5 102
The Dynamics of Energy Intensity Convergence in the EU-28 Countries 0 0 1 46 3 12 32 135
The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective 0 0 0 5 1 1 9 134
The Effect of Investor Sentiment on Gold Market Dynamics 0 0 0 31 0 2 15 153
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 4 5 27 210
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 0 0 56 1 1 1 74
The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach 0 1 1 28 0 6 13 100
The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes 0 0 0 9 2 6 42 58
The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests 0 0 0 28 0 1 4 128
The Long-run Effect of Geopolitical Risks on Insurance Premiums 0 2 13 52 3 18 91 237
The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees 0 1 3 94 1 10 28 276
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 39 3 3 9 89
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 57 2 2 5 158
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 0 0 43 3 3 4 217
The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US 0 1 1 56 7 13 31 150
The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test 0 0 0 23 0 0 5 94
The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis 0 0 0 17 2 2 7 36
The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach 0 0 0 38 0 5 13 197
The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach 0 1 1 25 2 3 10 78
The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach 0 0 0 24 1 1 6 138
The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach 0 0 0 8 3 3 13 45
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 1 1 7 106
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 4 43 1 7 20 135
The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model 0 0 0 56 1 1 7 87
The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach 0 0 0 19 3 6 32 69
The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach 0 0 0 21 3 8 27 125
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 3 8 113
The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method 0 0 0 19 2 2 8 149
The South African Economic Response to Monetary Policy Uncertainty 0 0 0 61 1 1 7 81
The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa 0 0 0 41 0 0 12 131
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 1 4 10 91 5 22 82 354
The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis 0 0 0 38 1 2 5 132
The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests 0 0 1 53 1 8 19 141
The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters 0 0 0 55 1 5 12 82
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 0 31 1 1 5 142
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 0 0 51 1 1 6 68
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 0 2 65 2 2 6 65
The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters 0 1 11 64 3 9 56 239
Time-Varying Causality between Research Output and Economic Growth in the US 0 0 0 0 0 1 4 117
Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality 0 0 3 5 1 1 21 27
Time-Varying Impact of Pandemics on Global Output Growth 0 0 6 11 2 6 46 56
Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa 0 0 0 16 0 1 2 123
Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains 0 1 1 31 0 4 22 78
Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times 1 2 8 23 2 6 42 67
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning 1 2 35 35 5 12 49 49
Was the Recent Downturn in US GDP Predictable? 0 0 0 45 1 1 7 76
Was the Recent Downturn in US GDP Predictable? 0 0 0 71 0 0 2 181
Was the Recent Downturn in US GDP Predictable? 0 0 0 80 0 1 4 152
Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 0 0 0 0 3 60
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 2 8 35
Total Working Papers 12 69 279 6,861 293 848 3,238 29,971


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 3 122 2 4 15 311
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 0 0 11 12
A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates 0 0 2 16 1 4 14 95
A wavelet analysis of the relationship between oil and natural gas prices 0 0 5 16 1 2 16 58
An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa 0 0 0 35 0 0 2 230
Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter 0 0 0 15 0 0 5 70
Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries 0 0 0 0 6 6 6 6
Are there long-run diversification gains from the Dow Jones Islamic finance index? 1 1 2 9 2 3 9 61
Are there really bubbles in oil prices? 0 0 1 17 0 0 1 70
Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries 0 0 0 29 0 1 1 89
Asymmetric effects of inequality on real output levels of the United States 0 1 4 4 0 3 16 25
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 0 0 5 111
Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? 0 2 4 28 2 6 25 193
Can volume predict Bitcoin returns and volatility? A quantiles-based approach 4 16 50 173 15 49 163 529
Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test 0 0 0 6 1 1 6 22
Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach 0 0 0 5 1 5 15 48
Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests 0 0 0 0 1 1 1 1
Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests 0 0 2 28 0 1 8 105
Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests 1 1 12 159 3 4 30 441
Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model 0 0 1 36 1 2 8 151
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 1 10 102
Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data 0 0 2 18 3 3 10 85
Comparing the forecasting ability of financial conditions indices: The case of South Africa 0 1 1 6 2 6 13 58
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach 0 0 0 0 0 1 4 4
Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks 0 0 5 11 1 2 22 62
Date-stamping US housing market explosivity 0 0 0 3 0 0 7 40
Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test 0 0 0 5 0 1 3 52
Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach 0 0 0 4 0 0 3 34
Distribution specific dependence and causality between industry-level U.S. credit and stock markets 0 0 0 7 1 1 7 44
Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations 0 0 1 17 0 1 10 79
Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test 0 0 2 6 2 3 9 48
Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index 1 2 3 3 1 3 10 10
Do precious metal prices help in forecasting South African inflation? 0 0 0 2 0 1 6 43
Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test 1 2 13 62 9 11 49 245
Does country risks predict stock returns and volatility? Evidence from a nonparametric approach 0 0 0 8 2 2 7 54
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 5 1 1 8 47
Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test 0 0 3 6 1 3 9 28
Does oil predict gold? A nonparametric causality-in-quantiles approach 0 1 2 12 1 3 16 76
Does speculation in the oil market drive investor herding in emerging stock markets? 0 2 6 13 3 7 33 92
Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 0 1 7 33 1 5 26 104
Dynamic Relationship Between Oil Price And Inflation In South Africa 0 0 3 50 0 2 25 156
Dynamic return and volatility spillovers among S&P 500, crude oil, and gold 1 2 4 4 1 4 11 11
Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window 3 4 25 158 3 9 56 460
Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul 0 2 2 2 3 6 9 20
Effectiveness of Inflation Targeting in Turkey 0 0 1 67 0 0 3 172
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements 0 0 0 0 2 3 3 3
EuroConference 2013 Symposium: International Conference on Business, Economics and Finance 0 0 0 6 0 6 8 41
Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns 0 0 0 13 1 3 10 77
Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies 0 2 7 9 2 5 19 27
Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa 0 1 4 4 3 7 13 13
Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis 0 0 0 0 4 6 6 6
Fed’s unconventional monetary policy and risk spillover in the US financial markets 0 0 1 1 3 10 20 20
Financial integration in small Islands: The case of Cyprus 0 0 1 17 1 2 8 52
Firm-level political risk and asymmetric volatility 0 0 1 4 1 2 11 25
Fiscal Policy Shocks and the Dynamics of Asset Prices 0 1 2 13 2 3 7 29
Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes 0 0 0 11 1 1 5 112
Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation 0 0 0 9 0 0 3 49
Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model 0 0 6 34 1 1 21 136
Forecasting US real private residential fixed investment using a large number of predictors 1 2 3 12 3 4 11 78
Forecasting aggregate retail sales: The case of South Africa 0 0 2 17 1 4 17 100
Forecasting core inflation: the case of South Africa 0 0 3 3 0 1 14 19
Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model 1 2 9 56 1 3 26 192
Geopolitical risks and stock market dynamics of the BRICS 1 2 14 56 4 10 72 260
Global risk exposures and industry diversification with Shariah-compliant equity sectors 0 0 0 11 1 2 5 65
Herding behavior in real estate markets: Novel evidence from a Markov-switching model 1 1 3 15 3 5 12 57
Housing and the Great Depression 0 0 0 9 2 2 10 87
Housing and the business cycle in South Africa 0 0 1 19 3 3 8 116
INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? 0 0 0 18 1 1 5 67
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 1 1 4 10 4 5 19 42
IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST 0 0 2 3 1 1 12 16
Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching 0 0 2 14 1 3 9 46
Income inequality and economic growth: A re‐examination of theory and evidence 1 2 2 2 1 6 6 6
Insurance and economic policy uncertainty 1 3 8 8 8 20 38 38
Insurance-growth nexus in Africa 0 0 4 7 4 6 25 40
Interactions between real economic and financial sides of the US economy in a regime-switching environment 0 1 2 5 2 4 8 35
International stock return predictability: Is the role of U.S. time-varying? 0 0 1 9 1 1 3 53
Investor herds and regime-switching: Evidence from Gulf Arab stock markets 0 2 9 60 4 10 30 215
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 1 1 4 61 5 8 19 228
Is there a role for Islamic bonds in global diversification strategies? 0 2 4 10 3 6 18 48
Kuznets Curve for the US: A Reconsideration Using Cosummability 0 0 3 10 0 0 12 54
LPPLS bubble indicators over two centuries of the S&P 500 index 0 0 0 15 0 0 8 67
Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio 0 1 3 3 1 5 16 16
Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach 2 2 5 7 2 3 12 35
Military expenditure, economic growth and structural instability: a case study of South Africa 0 0 1 25 2 2 6 111
Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries 0 0 0 0 2 4 4 4
Multifractality of the Istanbul and Moscow Stock Market Returns 0 0 0 45 1 1 3 191
Oil price uncertainty and movements in the US government bond risk premia 0 0 2 3 1 2 23 72
On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test 0 0 0 7 2 4 9 49
On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries 0 0 0 0 4 5 5 5
On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach 0 0 4 4 2 7 29 29
On the nonlinear causality between inflation and inflation uncertainty in the G3 countries 0 0 1 83 0 1 4 215
On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach 0 0 6 14 4 5 34 93
On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches 0 0 0 11 0 1 7 46
Openness and financial development: time series evidence for Turkey 0 0 2 44 1 1 10 130
PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST 1 1 2 3 2 2 4 21
Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach 1 2 18 26 8 20 67 100
Periodically collapsing bubbles in the South African stock market 1 2 3 14 1 4 12 75
Persistence in Inflation: Does Aggregation Cause Long Memory? 0 0 0 42 1 1 3 133
Persistence of precious metal prices: A fractional integration approach with structural breaks 1 1 2 15 1 1 6 88
Predicting BRICS stock returns using ARFIMA models 0 0 0 53 2 2 6 155
Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets 0 0 1 4 0 2 14 27
Regime switching model of US crude oil and stock market prices: 1859 to 2013 0 1 5 80 1 3 26 263
Regional and global spillovers and diversification opportunities in the GCC equity sectors 0 0 0 12 1 1 5 70
Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa 0 1 2 6 1 3 18 27
Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach 0 0 6 27 1 2 18 99
Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk 1 2 3 19 5 8 21 97
South Africa’s economic response to monetary policy uncertainty 1 1 3 12 3 3 6 39
Spillover dynamics across price inflation and selected agricultural commodity prices 0 0 1 1 0 1 9 10
Spillover effects in oil-related CDS markets during and after the sub-prime crisis 0 1 2 2 0 2 6 6
Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states 0 0 1 2 1 2 8 11
Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets 1 2 2 55 3 7 13 196
THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY 0 0 1 9 0 0 5 34
Temporal causality between house prices and output in the US: A bootstrap rolling-window approach 0 0 0 15 0 3 18 109
Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma 0 1 1 14 0 1 3 60
Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries 0 0 0 3 1 1 5 29
Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter? 0 1 4 4 1 2 14 14
Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach 2 2 2 17 5 5 18 86
Testing the dependency theory on small island economies: The case of Cyprus 0 0 13 62 1 8 61 245
The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach 0 2 6 73 2 6 20 230
The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul 0 0 0 27 3 4 19 116
The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model 1 8 28 49 7 35 197 269
The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach 0 0 0 0 2 3 3 3
The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe 0 3 9 35 1 6 39 104
The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis 0 0 1 10 1 3 10 68
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 11 21 4 14 63 97
The causal nexus between oil prices and equity market in the U.S.: A regime switching model 0 1 4 86 0 2 15 332
The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains 0 1 2 30 0 3 12 111
The dynamic response of the rand real exchange rate to fundamental shocks 1 1 1 4 1 1 3 27
The effect of global and regional stock market shocks on safe haven assets 0 0 2 2 1 1 8 8
The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective 0 1 2 4 1 2 11 40
The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach 1 1 5 35 2 3 12 108
The export-output growth nexus in Japan: a bootstrap rolling window approach 0 0 2 51 3 7 17 241
The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach 0 0 2 18 2 2 11 62
The impact of US policy uncertainty on the monetary effectiveness in the Euro area 2 4 7 21 9 16 28 100
The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach 1 4 18 24 3 9 60 73
The migration of fear: An analysis of migration choices of Syrian refugees 2 2 2 8 3 5 16 47
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 4 13 27
The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand 0 0 1 30 1 1 9 121
The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach 0 0 1 6 2 2 5 24
The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach 0 0 2 10 1 3 8 65
The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach 0 1 4 7 2 6 24 65
The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method 0 1 2 12 0 1 16 59
The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test 0 0 4 10 3 6 30 65
The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea 1 2 9 20 3 8 36 112
The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach 0 1 2 16 1 4 12 86
The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method 0 1 8 22 3 6 21 86
The synergistic effect of insurance and banking sector activities on economic growth in Africa 1 1 4 14 4 10 46 109
The time-varying causality between spot and futures crude oil prices: A regime switching approach 0 0 2 24 1 3 11 129
The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters 0 0 1 3 0 1 20 27
Time-varying causality between research output and economic growth in US 0 0 1 4 0 1 6 31
Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality 0 1 1 1 4 6 6 6
Time-varying impact of pandemics on global output growth 1 1 1 1 2 4 4 4
Time-varying linkages between tourism receipts and economic growth in South Africa 0 0 1 16 2 3 9 91
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 6 65 3 15 39 258
Time-varying linkages between tourism receipts and economic growth in a small open economy 0 0 2 41 1 5 16 171
Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) 0 0 0 27 0 1 5 141
Was the recent downturn in US real GDP predictable? 0 0 0 16 1 2 4 97
Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test 0 0 1 5 0 1 5 22
What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data 1 1 2 2 2 2 9 9
What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors 0 1 4 22 1 4 13 99
‘Ripple’ Effects in South African House Prices 0 0 0 2 0 0 1 22
Total Journal Articles 45 126 525 3,391 291 668 2,684 14,225


Statistics updated 2021-09-05