Mehmet Balcilar
Personal Details
First Name: | Mehmet |
Middle Name: | |
Last Name: | Balcilar |
Suffix: | |
RePEc Short-ID: | pba722 |
[This author has chosen not to make the email address public] | |
http://www.mbalcilar.net | |
Twitter: | @balcilar_mehmet |
Terminal Degree: | 1996 Department of Economics; Wayne State University (from RePEc Genealogy) |
Affiliation
(90%) Department of Economics
Pompea College of Business
University of New Haven
West Haven, Connecticut (United States)http://www.newhaven.edu/business/academic-departments/economics/
RePEc:edi:denhaus (more details at EDIRC)
(10%) Economic Research Forum (ERF)
Cairo, Egypthttp://www.erf.org.eg/
RePEc:edi:erfaceg (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Mehmet Balcilar & Zinnia Mukherjee & Rangan Gupta & Sonali Das, 2023. "Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data," Working Papers 202322, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022.
"Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions,"
Working Papers
202231, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022. "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, vol. 79(C).
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022.
"On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal,"
Working Papers
202239, University of Pretoria, Department of Economics.
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023. "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, vol. 85(PB).
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022.
"Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data,"
Working Papers
202217, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Energies, MDPI, vol. 15(22), pages 1-26, November.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?," IZA Discussion Papers 15296, Institute of Labor Economics (IZA).
- Mehmet Balcilar & Shawkat Hammoudeh, 2022. "Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis," Working Papers 1605, Economic Research Forum, revised 20 Nov 2022.
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021.
"Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies,"
Working Papers
202113, University of Pretoria, Department of Economics.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022. "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2021. "Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies," IZA Discussion Papers 14420, Institute of Labor Economics (IZA).
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021.
"Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century,"
Working Papers
202183, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023. "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, vol. 11(9), pages 1-21, April.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021.
"El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements,"
Working Papers
202138, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021. "El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Sustainability, MDPI, vol. 13(14), pages 1-23, July.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning," Working Papers 202111, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020.
"Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio,"
Working Papers
202094, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021. "Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
- Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020.
"Time-Varying Impact of Pandemics on Global Output Growth,"
Working Papers
202062, University of Pretoria, Department of Economics.
- Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021. "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, vol. 41(C).
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
- Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020.
"Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality,"
Working Papers
202054, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021. "Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality," Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 87-92.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020.
"High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment,"
Working Papers
202066, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021. "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 490-498, October.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020.
"The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes,"
Working Papers
202046, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2021. "The impact of uncertainty shocks in South Africa: The role of financial regimes," Review of Financial Economics, John Wiley & Sons, vol. 39(4), pages 442-454, October.
- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019.
"Oil Price Uncertainty and Movements in the US Government Bond Risk Premia,"
Working Papers
201919, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020. "Oil price uncertainty and movements in the US government bond risk premia," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019.
"Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets,"
Working Papers
15-47, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Fed’s unconventional monetary policy and risk spillover in the US financial markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019.
"Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets,"
Working Papers
15-48, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, vol. 134(C).
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019.
"The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis,"
Working Papers
201981, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022. "The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2019. "The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach," Working Papers 201915, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2019. "Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?," Working Papers 15-49, Eastern Mediterranean University, Department of Economics.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019.
"Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains,"
Working Papers
201965, University of Pretoria, Department of Economics.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021. "Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains," Empirical Economics, Springer, vol. 61(6), pages 2963-2983, December.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019.
"What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data,"
Working Papers
201974, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021. "What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 81-107, January.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019.
"The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,"
Working Papers
201975, University of Pretoria, Department of Economics.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2022. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 1008-1026, March.
- Mehmet Balcilar & Festus Victor Bekun, 2018.
"Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices,"
Working Papers
15-42, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Festus Victor Bekun, 2020. "Spillover dynamics across price inflation and selected agricultural commodity prices," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-17, December.
- Godwin Olasehinde-Williams & Mehmet Balcilar, 2018. "Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality," Working Papers 15-40, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Firat Emir, 2018. "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers 15-37, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Usman Ojonugwa, 2018. "Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis," Working Papers 15-45, Eastern Mediterranean University, Department of Economics.
- Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018.
"A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices,"
Working Papers
201831, University of Pretoria, Department of Economics.
- Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019. "A wavelet analysis of the relationship between oil and natural gas prices," Resources Policy, Elsevier, vol. 60(C), pages 118-124.
- Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018.
"Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States,"
Working Papers
201850, University of Pretoria, Department of Economics.
- Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019. "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018.
"Dynamic return and volatility spillovers among S&P 500, crude oil and gold,"
Working Papers
15-46, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021. "Dynamic return and volatility spillovers among S&P 500, crude oil, and gold," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018. "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-34, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018.
"Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence,"
Working Papers
201844, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021. "Income inequality and economic growth: A re‐examination of theory and evidence," Review of Development Economics, Wiley Blackwell, vol. 25(2), pages 737-757, May.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Muhammad Shahbaz, 2018. "Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries," Working Papers 15-41, Eastern Mediterranean University, Department of Economics.
- Firat Emir & Mehmet Balcilar & Muhammad Shahbaz, 2018. "Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence," Working Papers 15-38, Eastern Mediterranean University, Department of Economics.
- Godwin Olasehinde-Williams & Mehmet Balcilar, 2018. "The Long-run Effect of Geopolitical Risks on Insurance Premiums," Working Papers 15-44, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018.
"Firm-Level Political Risk and Asymmetric Volatility,"
Working Papers
201861, University of Pretoria, Department of Economics.
- Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018. "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
- Mehmet Balcilar & Berkan Tokar & Godwin Olasehinde-Williams, 2018.
"Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa,"
Working Papers
15-43, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Berkan Tokar & Olasehinde-Williams Godwin, 2020. "Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa," Journal of Development Effectiveness, Taylor & Francis Journals, vol. 12(4), pages 361-376, October.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018.
"Insurance-Growth Nexus in Africa,"
Working Papers
201801, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020. "Insurance-growth nexus in Africa," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 335-360, April.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2018.
"Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration,"
Working Papers
201875, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Mark E. Wohar, 2020. "Mortgage Default Risks and High-Frequency Predictability of the U.S. Housing Market: A Reconsideration," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, vol. 26(2), pages 111-117, December.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018.
"The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa,"
Working Papers
201818, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018. "The synergistic effect of insurance and banking sector activities on economic growth in Africa," Economic Systems, Elsevier, vol. 42(4), pages 637-648.
- Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018.
"Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan,"
Working Papers
15-39, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019. "Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 233-247.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Shahbaz, Muhammad, 2018.
"The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method,"
MPRA Paper
85473, University Library of Munich, Germany, revised 05 Mar 2018.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Shahbaz, Muhammad, 2018. "The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method," Renewable Energy, Elsevier, vol. 126(C), pages 594-604.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2018.
"On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches,"
Working Papers
15-35, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2019. "On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1047-1065, July.
- Mehmet Balcilar & Jeffrey B. Nugent, 2018.
"The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees,"
Working Papers
15-36, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Nugent, Jeffrey B., 2019. "The migration of fear: An analysis of migration choices of Syrian refugees," The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 95-110.
- Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2018. "Asymmetric Effects of Inequality on Per Capita Real GDP of the United States," Working Papers 201820, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017. "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers 15-31, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017.
"Date-stamping US housing market explosivity,"
Economics Discussion Papers
2017-44, Kiel Institute for the World Economy (IfW Kiel).
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018. "Date-stamping US housing market explosivity," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-33.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017.
"Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test,"
Working Papers
201731, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018. "Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
- Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017.
"Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach,"
Working Papers
201741, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2017. "Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach," Working papers 2017-11, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Deven Bathia & Riza Demirer & Rangan Gupta, 2017. "Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201719, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017.
"Can volume predict Bitcoin returns and volatility? A quantiles-based approach,"
Post-Print
hal-02008551, HAL.
- Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
- Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017.
"The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201725, University of Pretoria, Department of Economics.
- Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018. "The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test," Journal of Multinational Financial Management, Elsevier, vol. 45(C), pages 52-71.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-33, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017.
"A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters,"
Working Papers
15-32, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2020. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 611-641, August.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Shahbaz, Muhammad & Gunes, Serkan, 2017.
"Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance,"
MPRA Paper
81372, University Library of Munich, Germany, revised 13 Sep 2017.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2018. "Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance," Applied Economics, Taylor & Francis Journals, vol. 50(17), pages 1891-1909, April.
- Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2017.
"Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach,"
MPRA Paper
77324, University Library of Munich, Germany, revised 05 Mar 2017.
- Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017. "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 52(C), pages 257-265.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017. "Economic Policy Uncertainty and Insurance," Working Papers 201776, University of Pretoria, Department of Economics.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017.
"Kuznets Curve for the US: A Reconsideration Using Cosummability,"
Working Papers
201763, University of Pretoria, Department of Economics.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(2), pages 827-843, April.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017.
"Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201708, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018. "Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test," Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Reneé van Eyden, 2016. "Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty," Working Papers 201620, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016.
"Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries,"
Working Papers
201608, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018. "Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries," The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
- Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel Abidin Ozdemir & I. Hakan Yetkiner, 2016. "A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry," Swiss Finance Institute Research Paper Series 16-05, Swiss Finance Institute.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016.
"The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach,"
Working Papers
201682, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018. "The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach," Quality & Quantity: International Journal of Methodology, Springer, vol. 52(5), pages 2413-2425, September.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017. "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers 2017-14, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016. "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers 201631, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb, 2016.
"The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests,"
Working Papers
15-30, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & İsmail H. Genç & Rangan Gupta, 2016. "The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests," Working Papers 201644, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016.
"The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model,"
Working Papers
201653, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020. "The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016.
"Periodically Collapsing Bubbles in the South African Stock Market,"
Working Papers
201624, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016. "Periodically collapsing bubbles in the South African stock market," Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016.
"Geopolitical Risks and Stock Market Dynamics of the BRICS,"
Working Papers
201648, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018. "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, vol. 42(2), pages 295-306.
- Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016.
"The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective,"
Working Papers
201643, University of Pretoria, Department of Economics.
- Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017. "The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 774-793, October.
- Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016. "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers 15-29, Eastern Mediterranean University, Department of Economics.
- Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016.
"LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index,"
Working Papers
201606, University of Pretoria, Department of Economics.
- Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016. "LPPLS bubble indicators over two centuries of the S&P 500 index," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 126-139.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers 201638, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis," Working Papers 201615, University of Pretoria, Department of Economics.
- Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016.
"Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach,"
Working Papers
201675, University of Pretoria, Department of Economics.
- Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017. "Does country risks predict stock returns and volatility? Evidence from a nonparametric approach," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1173-1195.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016.
"Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model,"
School of Economics Macroeconomic Discussion Paper Series
2016-05, School of Economics, University of Cape Town.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017. "Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model," Empirical Economics, Springer, vol. 53(1), pages 117-135, August.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers 201603, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016.
"Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach,"
Working Papers
201668, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018. "Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 339-351, April.
- Nikolaos Antonakakis & Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2016. "Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach," Working Papers 201639, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016.
"Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations,"
Working Papers
201609, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017. "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Sustainability, MDPI, vol. 9(10), pages 1-18, October.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016. "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers 201662, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015.
"Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data,"
Working Papers
201572, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017. "Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data," Energy Economics, Elsevier, vol. 61(C), pages 72-86.
- Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015.
"The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method,"
Working Papers
15-02, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017. "The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method," Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
- Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015.
"On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201598, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017. "On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test," International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015.
"Do Precious Metal Prices Help in Forecasting South African Inflation?,"
Working Papers
15-05, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Do precious metal prices help in forecasting South African inflation?," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015. "Predicting Stock Returns and Volatility with Investor Sentiment Indices: A Reconsideration using a Nonparametric Causality-in-Quantiles Test," Working Papers 201575, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015.
"Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach,"
Working Papers
201595, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018. "Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach," Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015.
"International Stock Return Predictability: Is the Role of U.S. Time-Varying?,"
Working Papers
15-07, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017. "International stock return predictability: Is the role of U.S. time-varying?," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 121-146, February.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 201524, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015.
"Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201592, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016. "Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test," Resources Policy, Elsevier, vol. 49(C), pages 74-80.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Working Papers
201599, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015.
"Forecasting Core Inflation: The Case of South Africa,"
Working Papers
15-08, Eastern Mediterranean University, Department of Economics.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020. "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Mampho P. Modise & John W. Muteba Mwamba, 2015. "Predicting South African Equity Premium using Domestic and Global Economic Policy Uncertainty Indices: Evidence from a Bayesian Graphical Model," Working Papers 201596, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Won Joong Kim & Clement Kyei, 2015. "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-Quant," Working Papers 201586, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015.
"The South African Economic Response to Monetary Policy Uncertainty,"
Working Papers
201551, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017. "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(2), pages 282-293, May.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015.
"The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach,"
Working Papers
201558, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-20.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers 2016-14, Kiel Institute for the World Economy (IfW Kiel).
- Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015.
"Identifying Periods of US Housing Market Explosivity,"
Working Papers
15-03, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 201544, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Identifying Periods of US Housing Market Explosivity," Working Papers 08/2015, Stellenbosch University, Department of Economics.
- Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015.
"Persistence of precious metal prices: a fractional integration approach with structural breaks,"
NCID Working Papers
06/2015, Navarra Center for International Development, University of Navarra.
- Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015. "Persistence of precious metal prices: A fractional integration approach with structural breaks," Resources Policy, Elsevier, vol. 44(C), pages 57-64.
- Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014. "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers 201458, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015.
"Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa,"
Working Papers
15-06, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018. "Comparing the forecasting ability of financial conditions indices: The case of South Africa," The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2015. "South African Stock Returns Predictability using Domestic and Global Economic Policy Uncertainty: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201570, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2015. "The Predictability of cay and cayMS for Stock and Housing Returns: A Nonparametric Causality in Quantile Test," Working Papers 201577, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015.
"Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?,"
Working Papers
15-04, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 2015. "Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?," Working Papers 201529, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014.
"Housing and the Business Cycle in South Africa,"
Working Papers
15-22, Eastern Mediterranean University, Department of Economics.
- Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014. "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
- Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013. "Housing and the Business Cycle in South Africa," Working Papers 201323, University of Pretoria, Department of Economics.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2014.
"Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries,"
Working Papers
15-25, Eastern Mediterranean University, Department of Economics.
- Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," IZA Discussion Papers 6776, Institute of Labor Economics (IZA).
- Özdemir, Zeynel Abidin & Balcılar, Mehmet & Tansel, Aysıt, 2013. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey 308, Ekonomik Yaklasim Association.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," ERC Working Papers 1206, ERC - Economic Research Center, Middle East Technical University, revised Aug 2012.
- Ozdemir, Zeynel / A. & Balcilar, Mehmet & Tansel, Aysit, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," MPRA Paper 40572, University Library of Munich, Germany.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2012. "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," Koç University-TUSIAD Economic Research Forum Working Papers 1223, Koc University-TUSIAD Economic Research Forum.
- Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014.
"House Values and Proximity to a Landfill: A Quantile Regression Framework,"
Working Papers
15-16, Eastern Mediterranean University, Department of Economics.
- Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2014. "House Values and Proximity to a Landfill: A Quantile Regression Framework," Working Papers 201442, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014.
"Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk,"
Working Papers
15-10, Eastern Mediterranean University, Department of Economics.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016. "Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk," Energy Economics, Elsevier, vol. 54(C), pages 159-172.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014.
"Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter,"
Working Papers
15-09, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016. "Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(1), pages 47-57, January-M.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 201440, University of Pretoria, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014.
"Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test,"
Working Papers
201471, University of Pretoria, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 29-47, February.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014.
"Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013,"
Working Papers
201429, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015. "Regime switching model of US crude oil and stock market prices: 1859 to 2013," Energy Economics, Elsevier, vol. 49(C), pages 317-327.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjezi, 2014. "Can Debt Ceiling and Government Shutdown Predict US Real Stock Returns? A Boot-strap Rolling-Window Approach," Working Papers 201426, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers 201439, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014.
"The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis,"
Working Papers
15-13, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017. "The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis," African Development Review, African Development Bank, vol. 29(2), pages 319-336, June.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 201470, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2014. "The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach," Working Papers 201468, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014.
"The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model,"
Working Papers
15-12, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers 201460, University of Pretoria, Department of Economics.
- Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2014.
"The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains,"
Working Papers
1402, University of Nevada, Las Vegas , Department of Economics.
- Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working papers 2013-34, University of Connecticut, Department of Economics.
- Tsangyao Chang & Xiao-lin Li & Stephen M. Miller & Mehmet Balcilar & Rangan Gupta, 2013. "The Co-Movement and Causality between the U.S. Real Estate and Stock Markets in the Time and Frequency Domains," Working Papers 201365, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014.
"Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach,"
Working Papers
15-11, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016. "Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 30-43.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-18, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014.
"Dynamic Relationship between Oil Price and Inflation in South Africa,"
Working Papers
201430, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018. "Dynamic Relationship Between Oil Price And Inflation In South Africa," Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 73-93, April-Jun.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014.
"Revisiting Herding Behavior in REITs: A RegimeSwitching Approach,"
Working Papers
15-15, Eastern Mediterranean University, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Rangan Gupta, 2014. "Revisiting Herding Behavior in REITs: A Regime-Switching Approach," Working Papers 201448, University of Pretoria, Department of Economics.
- Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014.
"Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation,"
Working Papers
15-19, Eastern Mediterranean University, Department of Economics.
- Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016. "Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation," Applied Economics, Taylor & Francis Journals, vol. 48(26), pages 2412-2427, June.
- Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014.
"Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience,"
Working Papers
15-24, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel A. Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 201228, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working papers 2012-27, University of Connecticut, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014.
"The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach,"
Working Papers
15-17, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers 201447, University of Pretoria, Department of Economics.
- Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014.
"Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model,"
Working Papers
201453, University of Pretoria, Department of Economics.
- Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015. "Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model," Emerging Markets Review, Elsevier, vol. 24(C), pages 46-68.
- Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014.
"Forecasting Aggregate Retail Sales: The Case of South Africa,"
Working Papers
15-21, Eastern Mediterranean University, Department of Economics.
- Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015. "Forecasting aggregate retail sales: The case of South Africa," International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
- Furkan Emirmahmutoglu & Mehmet Balcilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2014. "Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test," Working Papers 201411, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014.
"Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?,"
Working Papers
15-20, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015. "Are there long-run diversification gains from the Dow Jones Islamic finance index?," Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 945-950, August.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 201433, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013. "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers 819, Economic Research Forum, revised Dec 2013.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013.
"Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa,"
Working Papers
201344, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014. "Military expenditure, economic growth and structural instability: a case study of South Africa," Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 619-633, December.
- Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013.
"Time-Varying Causality between Research Output and Economic Growth in the US,"
Working Papers
201350, University of Pretoria, Department of Economics.
- Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014. "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, vol. 100(1), pages 203-216, July.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013.
"Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors,"
Working Papers
201348, University of Pretoria, Department of Economics.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016. "Forecasting US real private residential fixed investment using a large number of predictors," Empirical Economics, Springer, vol. 51(4), pages 1557-1580, December.
- Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014. "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers 2014-10, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013.
"Housing and the Great Depression,"
Working Papers
1301, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2966-2981, August.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "Housing and the Great Depression," Working papers 2012-47, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
- Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013.
"The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach,"
Working Papers
201345, University of Pretoria, Department of Economics.
- Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016. "The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 674-689, March.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013. "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers 201313, University of Pretoria, Department of Economics.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013.
"Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach,"
Working Papers
201329, University of Pretoria, Department of Economics.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015. "Temporal causality between house prices and output in the US: A bootstrap rolling-window approach," The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013.
"Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa,"
Working Papers
201363, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014. "Time-varying linkages between tourism receipts and economic growth in South Africa," Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4381-4398, December.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013.
"Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests,"
Working Papers
201339, University of Pretoria, Department of Economics.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests," Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(2), pages 163-181, April-Jun.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013.
"Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests,"
Working Papers
201358, University of Pretoria, Department of Economics.
- Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015. "Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests," Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 225-246, November.
- Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015. "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 225-246, November.
- Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causal Relationship between Energy Consumption and Economic Growth in South Africa: Evidence from a Bootstrap Rolling Window Approach," Working Papers 201341, University of Pretoria, Department of Economics.
- Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013.
"Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach,"
Working Papers
201330, University of Pretoria, Department of Economics.
- Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015. "Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach," International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 8(2), pages 169-190.
- Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013.
"The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand,"
Working Papers
201304, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012.
"Was the Recent Downturn in US GDP Predictable?,"
Working Papers
1210, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working papers 2012-38, University of Connecticut, Department of Economics, revised Dec 2013.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012. "Was the Recent Downturn in US GDP Predictable?," Working Papers 201230, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012. "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers 201235, University of Pretoria, Department of Economics.
- Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012.
"Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode,"
Working Papers
15-26, Eastern Mediterranean University, Department of Economics.
- Beatrice D. Simo-Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is The Relationship Between Monetary Policy And House Prices Asymmetric In South Africa? Evidence From A Markov-Switching Vector Autoregressive Model," Working Papers 201222, University of Pretoria, Department of Economics.
- Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012. "Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode," Working Papers 14/2012, Stellenbosch University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012.
"The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US,"
Working Papers
15-27, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015. "The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US," Applied Economics, Taylor & Francis Journals, vol. 47(22), pages 2259-2277, May.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 1209, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011. ""Ripple" Effects in South African House Prices," Working Papers 201102, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2011.
"Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach,"
Working Papers
201136, University of Pretoria, Department of Economics.
- Goodness Aye & Mehmet Balcilar & Rangan Gupta, 2013. "Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach," Journal of Housing Research, Taylor & Francis Journals, vol. 22(2), pages 203-219, January.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011.
"International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?,"
Working Papers
15-28, Eastern Mediterranean University, Department of Economics.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2013. "International Labour Force Participation Rates By Gender: Unit Root Or Structural Breaks?," Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages 142-164, May.
- Aysit Tansel & Zeynel Abidin Ozdemir & Mehmet Balcilar, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Koç University-TUSIAD Economic Research Forum Working Papers 1130, Koc University-TUSIAD Economic Research Forum.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," ERC Working Papers 1105, ERC - Economic Research Center, Middle East Technical University, revised Oct 2011.
- Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," IZA Discussion Papers 6063, Institute of Labor Economics (IZA).
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010.
"An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa,"
Working Papers
201008, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011. "An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa," Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
- Balcilar, Mehmet & Bagzibagli, Kemal, 2010. "Sources of Macroeconomic Fluctuations in MENA Countries," MPRA Paper 44351, University Library of Munich, Germany.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010.
"Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes,"
Working Papers
15-01, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013. "Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes," Empirical Economics, Springer, vol. 44(2), pages 387-417, April.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working papers 2010-21, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 201018, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 1103, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar, 2007. "Point Optimal Invariant Tests of a Unit Root in Models with Structural Change," Working Papers 15-50, Eastern Mediterranean University, Department of Economics.
Articles
- Busra Agan & Mehmet Balcilar, 2023. "Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development," Sustainability, MDPI, vol. 15(11), pages 1-20, May.
- Balcilar, Mehmet & Usman, Ojonugwa & Ike, George N., 2023. "Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter?," Resources Policy, Elsevier, vol. 81(C).
- Mehmet Balcilar & Gizem Uzuner & Chinazaekpere Nwani & Festus Victor Bekun, 2023. "Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment," Sustainability, MDPI, vol. 15(3), pages 1-16, January.
- Balcilar, Mehmet & Elsayed, Ahmed H. & Hammoudeh, Shawkat, 2023. "Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023.
"On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal,"
Resources Policy, Elsevier, vol. 85(PB).
- Xolani Sibande & Riza Demirer & Mehmet Balcilar & Rangan Gupta, 2022. "On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal," Working Papers 202239, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Gizem Uzuner & Festus Victor Bekun & Mark E. Wohar, 2023. "Housing price uncertainty and housing prices in the UK in a time-varying environment," Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 50(2), pages 523-549, May.
- Karlilar, Selin & Balcilar, Mehmet & Emir, Firat, 2023. "Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development," Telecommunications Policy, Elsevier, vol. 47(6).
- Muhammad Shahbaz & Mehmet Balcilar & Mantu Kumar Mahalik & Seyi Saint Akadiri, 2023. "Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1939-1964, April.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023.
"Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century,"
Mathematics, MDPI, vol. 11(9), pages 1-21, April.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021. "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers 202183, University of Pretoria, Department of Economics.
- Marei Elbadri & Salah Bsikre & Osama Alamari & Mehmet Balcilar, 2023. "Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach," Natural Resources Forum, Blackwell Publishing, vol. 47(3), pages 393-412, August.
- Mehmet Balcilar & Ojonugwa Usman & George N. Ike, 2023. "Investing green for sustainable development without ditching economic growth," Sustainable Development, John Wiley & Sons, Ltd., vol. 31(2), pages 728-743, April.
- Mehmet Balcilar & Huseyin Ozdemir, 2023. "On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects," JRFM, MDPI, vol. 16(1), pages 1-15, January.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Mehmet Balcilar & Rangan Gupta, 2023.
"Productivity and GDP: international evidence of persistence and trends over 130 years of data,"
Empirical Economics, Springer, vol. 64(3), pages 1219-1246, March.
- Luis A. Gil-Alana & Sakiru Adebola Solarin & Rangan Gupta, 2021. "Productivity and GDP: International Evidence of Persistence and Trends Over 130 Years of Data," Working Papers 202170, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Daberechi Chikezie Ekwueme & Hakki Ciftci, 2023. "Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach," Sustainability, MDPI, vol. 15(12), pages 1-23, June.
- Amirreza Attarzadeh & Mehmet Balcilar, 2022. "On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets," Energies, MDPI, vol. 15(5), pages 1-18, March.
- Mehmet Balcilar & Edmond Berisha & Oğuzhan Çepni & Rangan Gupta, 2022.
"The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 1979-1988, April.
- Mehmet Balcilar & Edmond Berisha & Oguzhan Cepni & Rangan Gupta, 2019. "The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis," Working Papers 201981, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Gurcan Aygun & Mark E. Wohar, 2022. "Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies," Empirical Economics, Springer, vol. 63(4), pages 1741-1769, October.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2022.
"The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 58(4), pages 1008-1026, March.
- Mehmet Balcilar & George Ike & Rangan Gupta, 2019. "The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach," Working Papers 201975, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Godwin Olasehinde-Williams & Berkan Tokar, 2022. "The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 31(5), pages 798-809, July.
- Mehmet Balcilar & Kamil Sertoglu & Busra Agan, 2022. "The COVID-19 effects on agricultural commodity markets," Agrekon, Taylor & Francis Journals, vol. 61(3), pages 239-265, July.
- Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022.
"Evolving United States stock market volatility: The role of conventional and unconventional monetary policies,"
The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
- Vasilios Plakandaras & Rangan Gupta & Mehmet Balcilar & Qiang Ji, 2021. "Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies," Working Papers 202113, University of Pretoria, Department of Economics.
- Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2022. "Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 41(6), pages 1049-1064, September.
- Mehmet Balcilar & Riza Demirer, 2022. "U.S. monetary policy and the predictability of global economic synchronization patterns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(3), pages 473-492, July.
- Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022.
"Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions,"
Resources Policy, Elsevier, vol. 79(C).
- Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022. "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers 202231, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Jeffrey B. Nugent & Jiahui Xu, 2022. "Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey," Scottish Journal of Political Economy, Scottish Economic Society, vol. 69(1), pages 37-59, February.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Aygun, Gurcan & Wohar, Mark E., 2022. "The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022.
"Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data,"
Energies, MDPI, vol. 15(22), pages 1-26, November.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2022. "Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data," Working Papers 202217, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
- Rasool Dehghanzadeh Shahabad & Mehmet Balcilar, 2022. "Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach," Mathematics, MDPI, vol. 10(10), pages 1-21, May.
- Busra Agan & Mehmet Balcilar, 2022. "On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors," Sustainability, MDPI, vol. 14(4), pages 1-23, February.
- Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021.
"Time-varying impact of pandemics on global output growth,"
Finance Research Letters, Elsevier, vol. 41(C).
- Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020. "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers 202062, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2021.
"Income inequality and economic growth: A re‐examination of theory and evidence,"
Review of Development Economics, Wiley Blackwell, vol. 25(2), pages 737-757, May.
- Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018. "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers 201844, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021.
"El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements,"
Sustainability, MDPI, vol. 13(14), pages 1-23, July.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2021. "El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements," Working Papers 202138, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Usman, Ojonugwa & Gungor, Hasan & Roubaud, David & Wohar, Mark E., 2021. "Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets," Economic Modelling, Elsevier, vol. 102(C).
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2021.
"Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains,"
Empirical Economics, Springer, vol. 61(6), pages 2963-2983, December.
- Besma Hkiri & Juncal Cunado & Mehmet Balcilar & Rangan Gupta, 2019. "Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains," Working Papers 201965, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Sahar Aghazadeh & George N Ike, 2021. "Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries," Tourism Economics, , vol. 27(5), pages 971-990, August.
- Balcilar, Mehmet & Roubaud, David & Usman, Ojonugwa & Wohar, Mark E., 2021. "Moving out of the linear rut: A period-specific and regime-dependent exchange rate and oil price pass-through in the BRICS countries," Energy Economics, Elsevier, vol. 98(C).
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2021.
"Dynamic return and volatility spillovers among S&P 500, crude oil, and gold,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 153-170, January.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018. "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers 15-46, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Usman, Ojonugwa, 2021. "Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis," Energy, Elsevier, vol. 229(C).
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2021.
"Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio,"
International Review of Economics & Finance, Elsevier, vol. 71(C), pages 779-810.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2020. "Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio," Working Papers 202094, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Roubaud, David & Uzuner, Gizem & Wohar, Mark E., 2021. "Housing sector and economic policy uncertainty: A GMM panel VAR approach," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 114-126.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2021.
"What Can Fifty-Two Collateralizable Wealth Measures Tell Us About Future Housing Market Returns? Evidence from U.S. State-Level Data,"
The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 81-107, January.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2019. "What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data," Working Papers 201974, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer & Festus V. Bekun, 2021. "Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold," Mathematics, MDPI, vol. 9(8), pages 1-20, April.
- Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar, 2021. "Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?," The World Economy, Wiley Blackwell, vol. 44(1), pages 188-233, January.
- Eleyan, Mohammed I.Abu & Çatık, Abdurrahman Nazif & Balcılar, Mehmet & Ballı, Esra, 2021. "Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries," Energy, Elsevier, vol. 229(C).
- Mehmet Balcilar & Evrim Toren, 2021. "The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy," Sustainability, MDPI, vol. 13(22), pages 1-16, November.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2021.
"High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment,"
Journal of Behavioral Finance, Taylor & Francis Journals, vol. 22(4), pages 490-498, October.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & Clement Kweku Kyei, 2020. "High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment," Working Papers 202066, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Berisha, Edmond & Gupta, Rangan & Pierdzioch, Christian, 2021.
"Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality,"
Structural Change and Economic Dynamics, Elsevier, vol. 57(C), pages 87-92.
- Mehmet Balcilar & Edmond Berisha & Rangan Gupta & Christian Pierdzioch, 2020. "Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality," Working Papers 202054, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bathia, Deven & Demirer, Riza & Gupta, Rangan, 2021. "Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach," The Quarterly Review of Economics and Finance, Elsevier, vol. 79(C), pages 290-302.
- Balcilar, Mehmet & Gabauer, David & Umar, Zaghum, 2021. "Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 73(C).
- Mehmet Balcilar & Berkan Tokar & Olasehinde-Williams Godwin, 2020.
"Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa,"
Journal of Development Effectiveness, Taylor & Francis Journals, vol. 12(4), pages 361-376, October.
- Mehmet Balcilar & Berkan Tokar & Godwin Olasehinde-Williams, 2018. "Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa," Working Papers 15-43, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Festus Victor Bekun, 2020. "Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index," Agrekon, Taylor & Francis Journals, vol. 59(3), pages 366-385, July.
- Adnen Ben Nasr & Mehmet Balcilar & Rangan Gupta & Seyi Saint Akadiri, 2020. "Asymmetric effects of inequality on real output levels of the United States," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(1), pages 47-69, March.
- Olasehinde-Williams, Godwin & Balcilar, Mehmet, 2020. "Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies," Research in International Business and Finance, Elsevier, vol. 53(C).
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Bedriye Tunçsiper & Huseyin Ozdemir & Muhammad Shahbaz, 2020. "On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach," Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development, Springer, vol. 22(8), pages 8097-8134, December.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2020.
"Insurance-growth nexus in Africa,"
The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 45(2), pages 335-360, April.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "Insurance-Growth Nexus in Africa," Working Papers 201801, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2020.
"A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 47(3), pages 611-641, August.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2017. "A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-32, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2020.
"The Effectiveness Of Monetary Policy In South Africa Under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 54(4), pages 55-73, October-D.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2016. "The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model," Working Papers 201653, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Spillover effects in oil-related CDS markets during and after the sub-prime crisis," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
- Balcilar, Mehmet & Gupta, Rangan & Wang, Shixuan & Wohar, Mark E., 2020.
"Oil price uncertainty and movements in the US government bond risk premia,"
The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019. "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers 201919, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2020. "Insurance and economic policy uncertainty," Research in International Business and Finance, Elsevier, vol. 54(C).
- Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2020. "The effect of global and regional stock market shocks on safe haven assets," Structural Change and Economic Dynamics, Elsevier, vol. 54(C), pages 297-308.
- Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020.
"Forecasting core inflation: the case of South Africa,"
Applied Economics, Taylor & Francis Journals, vol. 52(28), pages 3004-3022, June.
- Franz Ruch & Mehmet Balcilar & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 201543, University of Pretoria, Department of Economics.
- Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015. "Forecasting Core Inflation: The Case of South Africa," Working Papers 15-08, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020.
"Fed’s unconventional monetary policy and risk spillover in the US financial markets,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 78(C), pages 42-52.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar, 2019. "Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets," Working Papers 15-47, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Festus Victor Bekun, 2020.
"Spillover dynamics across price inflation and selected agricultural commodity prices,"
Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-17, December.
- Mehmet Balcilar & Festus Victor Bekun, 2018. "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers 15-42, Eastern Mediterranean University, Department of Economics.
- Mehmet BALCILAR & Ojonugwa USMAN & Muhammad Sani MUSA, 2020. "The Long-Run and Short-Run Exchange Rate Pass-Through during the Period of Economic Reforms in Nigeria: Is it Complete or Incomplete?," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 151-172, March.
- Mehmet Balcilar & Ojonugwa Usman & Esther Abdul Agbede, 2019. "Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa," African Development Review, African Development Bank, vol. 31(2), pages 245-257, June.
- Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019.
"Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets,"
Energy Policy, Elsevier, vol. 134(C).
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019. "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers 15-48, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Kim, Won Joong & Kyei, Clement, 2019. "The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 150-163.
- Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019.
"Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states,"
The Journal of Economic Asymmetries, Elsevier, vol. 19(C), pages 1-1.
- Qiang Ji & Rangan Gupta & Festus Victor Bekun & Mehmet Balcilar, 2018. "Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States," Working Papers 201850, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
- Toparlı, Elif Akay & Çatık, Abdurrahman Nazif & Balcılar, Mehmet, 2019. "The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 535(C).
- Tiwari, Aviral Kumar & Mukherjee, Zinnia & Gupta, Rangan & Balcilar, Mehmet, 2019.
"A wavelet analysis of the relationship between oil and natural gas prices,"
Resources Policy, Elsevier, vol. 60(C), pages 118-124.
- Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018. "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers 201831, University of Pretoria, Department of Economics.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2019.
"Kuznets Curve for the US: A Reconsideration Using Cosummability,"
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(2), pages 827-843, April.
- Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017. "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers 201763, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2019.
"On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches,"
International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(3), pages 1047-1065, July.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz, 2018. "On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches," Working Papers 15-35, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta & Stephen M. Miller, 2019. "Partisan Conflict and Income Inequality in the United States: A Nonparametric Causality-in-Quantiles Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 142(1), pages 65-82, February.
- Mehmet Balcilar & Godwin Oluseye Olasehinde-Williams & Muhammad Shahbaz, 2019.
"Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan,"
International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 12(3), pages 233-247.
- Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz, 2018. "Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan," Working Papers 15-39, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar, David Roubaud, and Muhammad Shahbaz, 2019.
"The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe,"
The Energy Journal, International Association for Energy Economics, vol. 0(The New E).
- Mehmet Balcilar & David Roubaud & Muhammad Shahbaz, 2019. "The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe," The Energy Journal, , vol. 40(1_suppl), pages 55-80, June.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters," Resources Policy, Elsevier, vol. 61(C), pages 572-584.
- Balcilar, Mehmet & Nugent, Jeffrey B., 2019.
"The migration of fear: An analysis of migration choices of Syrian refugees,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 73(C), pages 95-110.
- Mehmet Balcilar & Jeffrey B. Nugent, 2018. "The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees," Working Papers 15-36, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2018.
"The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach,"
Quality & Quantity: International Journal of Methodology, Springer, vol. 52(5), pages 2413-2425, September.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2016. "The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach," Working Papers 201682, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Stephen M. Miller, 2017. "The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach," Working papers 2017-14, University of Connecticut, Department of Economics.
- Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018.
"Firm-level political risk and asymmetric volatility,"
The Journal of Economic Asymmetries, Elsevier, vol. 18(C), pages 1-1.
- Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018. "Firm-Level Political Risk and Asymmetric Volatility," Working Papers 201861, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2018.
"Date-stamping US housing market explosivity,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 12, pages 1-33.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017. "Date-stamping US housing market explosivity," Economics Discussion Papers 2017-44, Kiel Institute for the World Economy (IfW Kiel).
- Mehmet Balcilar & Rangan Gupta & Duc Khuong Nguyen & Mark E. Wohar, 2018.
"Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach,"
Applied Economics, Taylor & Francis Journals, vol. 50(53), pages 5712-5727, November.
- Mehmet Balcilar & Rangan Gupta & Duc K. Nguyen & Mark E. Wohar, 2015. "Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach," Working Papers 201595, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei, 2018. "Predicting Stock Returns And Volatility With Investor Sentiment Indices: A Reconsideration Using A Nonparametric Causality†In†Quantiles Test," Bulletin of Economic Research, Wiley Blackwell, vol. 70(1), pages 74-87, January.
- Bahloul, Walid & Balcilar, Mehmet & Cunado, Juncal & Gupta, Rangan, 2018.
"The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test,"
Journal of Multinational Financial Management, Elsevier, vol. 45(C), pages 52-71.
- Walid Bahloul & Mehmet Balcilar & Juncal Cunado & Rangan Gupta, 2017. "The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201725, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018.
"Geopolitical risks and stock market dynamics of the BRICS,"
Economic Systems, Elsevier, vol. 42(2), pages 295-306.
- Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016. "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers 201648, University of Pretoria, Department of Economics.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2018.
"Is Wine A Safe-Haven? Evidence From A Nonparametric Causality-In-Quantiles Test,"
Advances in Decision Sciences, Asia University, Taiwan, vol. 22(1), pages 95-114, December.
- Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017. "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201708, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & van Eyden, Reneé & Thompson, Kirsten & Majumdar, Anandamayee, 2018.
"Comparing the forecasting ability of financial conditions indices: The case of South Africa,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 69(C), pages 245-259.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 15-06, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson & Anandamayee Majumdar, 2015. "Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa," Working Papers 201517, University of Pretoria, Department of Economics.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2018.
"Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 45(1), pages 29-47, February.
- Vassilios Babalos & Mehmet Balcilar & Tumisang B. Loate & Shingie Chisoro, 2014. "Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test," Working Papers 201471, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark E. Wohar, 2018.
"Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries,"
The European Journal of Finance, Taylor & Francis Journals, vol. 24(4), pages 333-346, March.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch & Mark Wohar, 2016. "Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries," Working Papers 201608, University of Pretoria, Department of Economics.
- Christophe Andre & Mehmet Balcilar & Tsangyao Chang & Luis Alberiko Gil-Alana & Rangan Gupta, 2018.
"Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks,"
The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 27(6), pages 638-654, August.
- Christophe André & Tsangyao Chang & Luis A. Gil-Alana & Rangan Gupta, 2017. "Current Account Sustainability in G7 and BRICS: Evidence from a Long Memory Model with Structural Breaks," Working Papers 201705, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2018.
"The synergistic effect of insurance and banking sector activities on economic growth in Africa,"
Economic Systems, Elsevier, vol. 42(4), pages 637-648.
- Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018. "The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa," Working Papers 201818, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Shahbaz, Muhammad, 2018.
"The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method,"
Renewable Energy, Elsevier, vol. 126(C), pages 594-604.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Shahbaz, Muhammad, 2018. "The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method," MPRA Paper 85473, University Library of Munich, Germany, revised 05 Mar 2018.
- Shahzad, Syed Jawad Hussain & Mensi, Walid & Hammoudeh, Shawkat & Balcilar, Mehmet & Shahbaz, Muhammad, 2018. "Distribution specific dependence and causality between industry-level U.S. credit and stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 52(C), pages 114-133.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2018.
"Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test,"
International Review of Finance, International Review of Finance Ltd., vol. 18(3), pages 495-506, September.
- Mehmet Balcilar & Rangan Gupta & Ricardo M. Sousa & Mark E. Wohar, 2017. "Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test," Working Papers 201731, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2018.
"Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance,"
Applied Economics, Taylor & Francis Journals, vol. 50(17), pages 1891-1909, April.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Shahbaz, Muhammad & Gunes, Serkan, 2017. "Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance," MPRA Paper 81372, University Library of Munich, Germany, revised 13 Sep 2017.
- Balcilar, Mehmet & Hammoudeh, Shawkat & Toparli, Elif Akay, 2018. "On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach," Energy Economics, Elsevier, vol. 74(C), pages 813-827.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2018.
"Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(2), pages 339-351, April.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta & Mark E. Wohar, 2016. "Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach," Working Papers 201668, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2018.
"Dynamic Relationship Between Oil Price And Inflation In South Africa,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 52(2), pages 73-93, April-Jun.
- Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014. "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers 201430, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Sousa, Ricardo M. & Wohar, Mark E., 2017. "Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test," International Review of Economics & Finance, Elsevier, vol. 48(C), pages 269-279.
- Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2017.
"The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method,"
Empirical Economics, Springer, vol. 53(3), pages 879-889, November.
- Mehmet Balcilar & Stelios Bekiros & Rangan Gupta, 2015. "The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 201522, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS, 2015. "The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method," Working Papers 15-02, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2017.
"On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test,"
International Economics and Economic Policy, Springer, vol. 14(4), pages 691-700, October.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test," Working Papers 201598, University of Pretoria, Department of Economics.
- Walid Mensi & Shawkat Hammoudeh & Seong-Min Yoon & Mehmet Balcilar, 2017. "Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching," Applied Economics, Taylor & Francis Journals, vol. 49(13), pages 1255-1272, March.
- Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017.
"Does oil predict gold? A nonparametric causality-in-quantiles approach,"
Resources Policy, Elsevier, vol. 52(C), pages 257-265.
- Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2017. "Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach," MPRA Paper 77324, University Library of Munich, Germany, revised 05 Mar 2017.
- Omokolade Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2017.
"The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective,"
Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 41(4), pages 774-793, October.
- Kola Akinsomi & Mehmet Balcilar & Rıza Demirer & Rangan Gupta, 2016. "The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective," Working Papers 201643, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017.
"South Africa’s economic response to monetary policy uncertainty,"
Journal of Economic Studies, Emerald Group Publishing Limited, vol. 44(2), pages 282-293, May.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015. "The South African Economic Response to Monetary Policy Uncertainty," Working Papers 201551, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017. "Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach," Applied Economics, Taylor & Francis Journals, vol. 49(11), pages 1047-1054, March.
- Nese ALGAN & Mehmet BALCILAR & Harun BAL & Muge MANGA, 2017. "Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 17(1), pages 147-160.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2017.
"The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis,"
African Development Review, African Development Bank, vol. 29(2), pages 319-336, June.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 201470, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta, 2014. "The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis," Working Papers 15-13, Eastern Mediterranean University, Department of Economics.
- Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017. "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, vol. 65(C), pages 50-63.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotzé, 2017.
"Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model,"
Empirical Economics, Springer, vol. 53(1), pages 117-135, August.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," School of Economics Macroeconomic Discussion Paper Series 2016-05, School of Economics, University of Cape Town.
- Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2016. "Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model," Working Papers 201603, University of Pretoria, Department of Economics.
- Suleman, Tahir & Gupta, Rangan & Balcilar, Mehmet, 2017.
"Does country risks predict stock returns and volatility? Evidence from a nonparametric approach,"
Research in International Business and Finance, Elsevier, vol. 42(C), pages 1173-1195.
- Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016. "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers 201675, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, vol. 47(C), pages 201-219.
- Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan & van Eyden, Reneé, 2017. "The impact of US policy uncertainty on the monetary effectiveness in the Euro area," Journal of Policy Modeling, Elsevier, vol. 39(6), pages 1052-1064.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017.
"The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach,"
Journal of Applied Economics, Universidad del CEMA, vol. 20, pages 105-120, May.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017. "The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach," Journal of Applied Economics, Taylor & Francis Journals, vol. 20(1), pages 105-120, May.
- Balcilar, Mehmet & Gupta, Rangan & Wohar, Mark E., 2017.
"Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data,"
Energy Economics, Elsevier, vol. 61(C), pages 72-86.
- Mehmet Balcilar & Rangan Gupta & Mark E. Wohar, 2015. "Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data," Working Papers 201572, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017.
"Do precious metal prices help in forecasting South African inflation?,"
The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 63-72.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 201510, University of Pretoria, Department of Economics.
- Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 15-05, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Nico Katzke & Rangan Gupta, 2015. "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers 03/2015, Stellenbosch University, Department of Economics.
- Babalos, Vassilios & Balcilar, Mehmet, 2017. "Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, vol. 21(C), pages 126-131.
- Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2017. "The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 51(C), pages 77-84.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2017.
"International stock return predictability: Is the role of U.S. time-varying?,"
Empirica, Springer;Austrian Institute for Economic Research;Austrian Economic Association, vol. 44(1), pages 121-146, February.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 15-07, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015. "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers 201524, University of Pretoria, Department of Economics.
- Shahzad, Syed Jawad Hussain & Raza, Naveed & Balcilar, Mehmet & Ali, Sajid & Shahbaz, Muhammad, 2017. "Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?," Resources Policy, Elsevier, vol. 53(C), pages 208-218.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2017.
"Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations,"
Sustainability, MDPI, vol. 9(10), pages 1-18, October.
- Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2016. "Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations," Working Papers 201609, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017.
"Can volume predict Bitcoin returns and volatility? A quantiles-based approach,"
Economic Modelling, Elsevier, vol. 64(C), pages 74-81.
- Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017. "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print hal-02008551, HAL.
- Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017. "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, vol. 61(C), pages 1-11.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Wohar, Mark E., 2016.
"Periodically collapsing bubbles in the South African stock market,"
Research in International Business and Finance, Elsevier, vol. 38(C), pages 191-201.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016. "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers 201624, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark E. Wohar, 2016.
"Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test,"
Open Economies Review, Springer, vol. 27(2), pages 229-250, April.
- Mehmet Balcilar & Rangan Gupta & Clement Kyei & Mark Wohar, 2015. "Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201599, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Jooste, Charl & Ranjbar, Omid, 2016. "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 differenz," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 33-44.
- Balcilar, Mehmet & Thompson, Kirsten & Gupta, Rangan & van Eyden, Reneé, 2016.
"Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 43(C), pages 30-43.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-11, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 201414, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden, 2014. "Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach," Working Papers 15-18, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016. "The dynamic response of the rand real exchange rate to fundamental shocks," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 43(1), pages 108-121, January.
- Patrick T. Kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2016.
"Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation,"
Applied Economics, Taylor & Francis Journals, vol. 48(26), pages 2412-2427, June.
- Patrick T. kanda & Mehmet Balcilar & Pejman Bahramian & Rangan Gupta, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 201416, University of Pretoria, Department of Economics.
- Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda, 2014. "Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation," Working Papers 15-19, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Pierdzioch, Christian, 2016.
"Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test,"
Resources Policy, Elsevier, vol. 49(C), pages 74-80.
- Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015. "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers 201592, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2016.
"Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(1), pages 47-57, January-M.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 15-09, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014. "Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter," Working Papers 201440, University of Pretoria, Department of Economics.
- Aye, Goodness C. & Balcilar, Mehmet & El Montasser, Ghassen & Gupta, Rangan & Manjez, Nangamso C., 2016. "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 b," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(1), pages 11-32.
- Furkan Emirmahmutoglu & Mehmet Bacilar & Nicholas Apergis & Beatrice D. Simo-Kengne & Tsangyao Chang & Rangan Gupta, 2016. "Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test," Regional Studies, Taylor & Francis Journals, vol. 50(10), pages 1728-1741, October.
- Mehmet Balcilar & Serhan Çiftçioğlu & Hasan Güngör, 2016. "The Effects Of Financial Development On Investment In Turkey," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., vol. 61(04), pages 1-21, September.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2016.
"Forecasting US real private residential fixed investment using a large number of predictors,"
Empirical Economics, Springer, vol. 51(4), pages 1557-1580, December.
- Goodness C. Aye & Rangan Gupta & Stephen M. Miller & Mehmet Balcilar, 2014. "Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors," Working papers 2014-10, University of Connecticut, Department of Economics.
- Goodness C. Aye & Stephen M. Miller & Rangan Gupta & Mehmet Balcilar, 2013. "Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors," Working Papers 201348, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016.
"The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach,"
Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 10, pages 1-20.
- Mehmet Balcilar & Rangan Gupta & Mawuli Segnon, 2015. "The Role of Economic Policy Uncertainty in Predicting U.S. Recessions: A Mixed-Frequency Markov-Switching Vector Autoregressive Approach," Working Papers 201558, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Gupta, Rangan & Segnon, Mawuli, 2016. "The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach," Economics Discussion Papers 2016-14, Kiel Institute for the World Economy (IfW Kiel).
- Beatrice Simo-Kengne & Stephen Miller & Rangan Gupta & Mehmet Balcilar, 2016.
"Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns,"
The Journal of Real Estate Finance and Economics, Springer, vol. 52(3), pages 226-243, April.
- Beatrice D. Simo-Kengne & Stephen M. Miller & Rangan Gupta, 2014. "Evolution of the Monetary Transmission Mechanism in the US: The Role of Asset Returns," Working Papers 1405, University of Nevada, Las Vegas , Department of Economics.
- Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2016.
"The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(3), pages 674-689, March.
- Xiao-lin Li & Mehmet Balcilar & Rangan Gupta & Tsangyao Chang, 2013. "The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach," Working Papers 201345, University of Pretoria, Department of Economics.
- Zhang, Qunzhi & Sornette, Didier & Balcilar, Mehmet & Gupta, Rangan & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2016.
"LPPLS bubble indicators over two centuries of the S&P 500 index,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 126-139.
- Qunzhi Zhang & Didier Sornette & Mehmet Balcilar & Rangan Gupta & Zeynel A. Ozdemir & Hakan Yetkiner, 2016. "LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index," Working Papers 201606, University of Pretoria, Department of Economics.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat & Nguyen, Duc Khuong, 2016.
"Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk,"
Energy Economics, Elsevier, vol. 54(C), pages 159-172.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014. "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers 15-10, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016.
"The relationship between oil and agricultural commodity prices in south africa: a quantile causality approach,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(2), pages 137-152, April-Jun.
- Mehmet Balcilar & Shinhye Chang & Rangan Gupta & Vanessa Kasongo & Clement Kyei, 2016. "The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach," Journal of Developing Areas, Tennessee State University, College of Business, vol. 50(3), pages 93-107, July-Sept.
- Balcilar, Mehmet & Gungor, Hasan & Hammoudeh, Shawkat, 2015. "The time-varying causality between spot and futures crude oil prices: A regime switching approach," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 51-71.
- Nasr, Adnen Ben & Balcilar, Mehmet & Ajmi, Ahdi N. & Aye, Goodness C. & Gupta, Rangan & van Eyden, Reneé, 2015.
"Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model,"
Emerging Markets Review, Elsevier, vol. 24(C), pages 46-68.
- Adnen Ben Nasr & Mehmet Balcilar & Ahdi N. Ajmi & Goodness C. Aye & Rangan Gupta & Reneé van Eyden, 2014. "Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model," Working Papers 201453, University of Pretoria, Department of Economics.
- Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2015.
"Revisiting the causality between electricity consumption and economic growth in South Africa: a bootstrap rolling-window approach,"
International Journal of Economic Policy in Emerging Economies, Inderscience Enterprises Ltd, vol. 8(2), pages 169-190.
- Janneke Dlamini & Mehmet Balcilar & Rangan Gupta & Roula Inglesi-Lotz, 2013. "Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach," Working Papers 201330, University of Pretoria, Department of Economics.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, vol. 24(C), pages 160-187.
- Balcilar, Mehmet & Hammoudeh, Shawkat & Asaba, Nwin-Anefo Fru, 2015. "A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 72-89.
- Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015. "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, vol. 44(C), pages 215-228.
- Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015.
"Persistence of precious metal prices: A fractional integration approach with structural breaks,"
Resources Policy, Elsevier, vol. 44(C), pages 57-64.
- Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015. "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers 06/2015, Navarra Center for International Development, University of Navarra.
- Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014. "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers 201458, University of Pretoria, Department of Economics.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015.
"Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests,"
Journal of Developing Areas, Tennessee State University, College of Business, vol. 49(2), pages 163-181, April-Jun.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2013. "Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests," Working Papers 201339, University of Pretoria, Department of Economics.
- Soodabeh Sarafrazi & Shawkat Hammoudeh & Mehmet Balcilar, 2015. "Interactions between real economic and financial sides of the US economy in a regime-switching environment," Applied Economics, Taylor & Francis Journals, vol. 47(60), pages 6493-6518, December.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015. "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, vol. 47(28), pages 2985-3007, June.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2015.
"The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US,"
Applied Economics, Taylor & Francis Journals, vol. 47(22), pages 2259-2277, May.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 201226, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 1209, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working papers 2012-12, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US," Working Papers 15-27, Eastern Mediterranean University, Department of Economics.
- Li, Xiao-Lin & Chang, Tsangyao & Miller, Stephen M. & Balcilar, Mehmet & Gupta, Rangan, 2015. "The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains," International Review of Economics & Finance, Elsevier, vol. 38(C), pages 220-233.
- Aye, Goodness C. & Balcilar, Mehmet & Gupta, Rangan & Majumdar, Anandamayee, 2015.
"Forecasting aggregate retail sales: The case of South Africa,"
International Journal of Production Economics, Elsevier, vol. 160(C), pages 66-79.
- Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar, 2014. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 15-21, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar, 2013. "Forecasting Aggregate Retail Sales: The Case of South Africa," Working Papers 201312, University of Pretoria, Department of Economics.
- Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015.
"Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests,"
Journal of Applied Economics, Universidad del CEMA, vol. 18, pages 225-246, November.
- Ahdi Noomen Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2015. "Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Journal of Applied Economics, Taylor & Francis Journals, vol. 18(2), pages 225-246, November.
- Ahdi N. Ajmi & Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta, 2013. "Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests," Working Papers 201358, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2015. "Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets," International Econometric Review (IER), Econometric Research Association, vol. 7(1), pages 13-33, April.
- Balcilar, Mehmet & Gupta, Rangan & Miller, Stephen M., 2015.
"Regime switching model of US crude oil and stock market prices: 1859 to 2013,"
Energy Economics, Elsevier, vol. 49(C), pages 317-327.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working papers 2014-26, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014. "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers 201429, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2015.
"Are there long-run diversification gains from the Dow Jones Islamic finance index?,"
Applied Economics Letters, Taylor & Francis Journals, vol. 22(12), pages 945-950, August.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 15-20, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos, 2014. "Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?," Working Papers 201433, University of Pretoria, Department of Economics.
- Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015. "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, vol. 35(PB), pages 499-520.
- Mehmet Balcilar & Riza Demirer, 2015. "Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 51(1), pages 140-159, January.
- Babalos, Vassilios & Balcilar, Mehmet & Gupta, Rangan, 2015. "Herding behavior in real estate markets: Novel evidence from a Markov-switching model," Journal of Behavioral and Experimental Finance, Elsevier, vol. 8(C), pages 40-43.
- Nyakabawo, Wendy & Miller, Stephen M. & Balcilar, Mehmet & Das, Sonali & Gupta, Rangan, 2015.
"Temporal causality between house prices and output in the US: A bootstrap rolling-window approach,"
The North American Journal of Economics and Finance, Elsevier, vol. 33(C), pages 55-73.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach," Working papers 2013-14, University of Connecticut, Department of Economics.
- Wendy Nyakabawo & Stephen M. Miller & Mehmet Balcilar & Sonali Das & Rangan Gupta, 2013. "Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach," Working Papers 201329, University of Pretoria, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Rene� van Eyden, 2014.
"Military expenditure, economic growth and structural instability: a case study of South Africa,"
Defence and Peace Economics, Taylor & Francis Journals, vol. 25(6), pages 619-633, December.
- Goodness C. Aye & Mehmet Balcilar & John P. Dunne & Rangan Gupta & Renee van Eyden, 2013. "Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa," Working Papers 201344, University of Pretoria, Department of Economics.
- Mehmet BALCILAR & Harun BAL & Nese ALGAN & Mehmet DEMIRAL, 2014. "Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 14(3), pages 451-462.
- Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014.
"Housing and the business cycle in South Africa,"
Journal of Policy Modeling, Elsevier, vol. 36(3), pages 471-491.
- Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014. "Housing and the Business Cycle in South Africa," Working Papers 15-22, Eastern Mediterranean University, Department of Economics.
- Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta, 2013. "Housing and the Business Cycle in South Africa," Working Papers 201323, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2014. "What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors," The North American Journal of Economics and Finance, Elsevier, vol. 29(C), pages 418-440.
- Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014.
"Time-varying causality between research output and economic growth in US,"
Scientometrics, Springer;Akadémiai Kiadó, vol. 100(1), pages 203-216, July.
- Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013. "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers 201350, University of Pretoria, Department of Economics.
- Mary Oluwatoyin AGBOOLA & Mehmet BALCILAR, 2014. "Can food availability influence economic growth - the case of African countries," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 60(5), pages 232-245.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014.
"Housing and the Great Depression,"
Applied Economics, Taylor & Francis Journals, vol. 46(24), pages 2966-2981, August.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2012. "Housing and the Great Depression," Working papers 2012-47, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 1301, University of Nevada, Las Vegas , Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013. "Housing and the Great Depression," Working Papers 201308, University of Pretoria, Department of Economics.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014. "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 416(C), pages 631-638.
- Mehmet Balcilar & Rene頶an Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2014.
"Time-varying linkages between tourism receipts and economic growth in South Africa,"
Applied Economics, Taylor & Francis Journals, vol. 46(36), pages 4381-4398, December.
- Mehmet Balcilar & Renee van Eyden & Roula Inglesi-Lotz & Rangan Gupta, 2013. "Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa," Working Papers 201363, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Riza Demirer, 2014. "The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul," BIFEC Book of Abstracts & Proceedings, Research and Business Development Department, Borsa Istanbul, vol. 1(2), pages 142-172, March.
- Balcilar, Mehmet & Kutan, Ali M., 2014. "EuroConference 2013 Symposium: International Conference on Business, Economics and Finance," Economic Systems, Elsevier, vol. 38(4), pages 469-469.
- Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2014. "Fiscal Policy Shocks and the Dynamics of Asset Prices," Public Finance Review, , vol. 42(4), pages 511-531, July.
- Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013. "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, vol. 50(5), pages 876-894, April.
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2013. "Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries," Scottish Journal of Political Economy, Scottish Economic Society, vol. 60(1), pages 1-42, February.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2013. "The causal nexus between oil prices and equity market in the U.S.: A regime switching model," Energy Economics, Elsevier, vol. 39(C), pages 271-282.
- Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013. "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," Economic Modelling, Elsevier, vol. 32(C), pages 161-171.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2013.
"Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes,"
Empirical Economics, Springer, vol. 44(2), pages 387-417, April.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working papers 2010-21, University of Connecticut, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 201018, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller, 2010. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 15-01, Eastern Mediterranean University, Department of Economics.
- Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2011. "Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes," Working Papers 1103, University of Nevada, Las Vegas , Department of Economics.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2013.
"International Labour Force Participation Rates By Gender: Unit Root Or Structural Breaks?,"
Bulletin of Economic Research, Wiley Blackwell, vol. 65, pages 142-164, May.
- Aysit Tansel & Zeynel Abidin Ozdemir & Mehmet Balcilar, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Koç University-TUSIAD Economic Research Forum Working Papers 1130, Koc University-TUSIAD Economic Research Forum.
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," ERC Working Papers 1105, ERC - Economic Research Center, Middle East Technical University, revised Oct 2011.
- Ozdemir, Zeynel Abidin & Balcilar, Mehmet & Tansel, Aysit, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," IZA Discussion Papers 6063, Institute of Labor Economics (IZA).
- Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011. "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Working Papers 15-28, Eastern Mediterranean University, Department of Economics.
- Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2013. "Investor herds and regime-switching: Evidence from Gulf Arab stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 23(C), pages 295-321.
- Mehmet Balcilar & Zeynel Ozdemir, 2013. "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, vol. 44(2), pages 639-660, April.
- Goodness C. Aye & Mehmet Balcilar & Adél Bosch & Rangan Gupta & Francois Stofberg, 2013.
"The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand,"
European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 10(1), pages 121-148, April.
- Goodness C. Aye & Mehmet Balcilar & Adel Bosch & Rangan Gupta & Francois Stofberg, 2013. "The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand," Working Papers 201304, University of Pretoria, Department of Economics.
- Ismail H. Genc & Mehmet Balcilar, 2012. "Effectiveness of Inflation Targeting in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 48(S5), pages 35-47, November.
- Senay Acikgoz & Mehmet Balcilar & Bedriye Saracoglu, 2012. "Openness and financial development: time series evidence for Turkey," International Journal of Banking, Accounting and Finance, Inderscience Enterprises Ltd, vol. 4(2), pages 172-201.
- Balcilar, Mehmet & Gupta, Rangan & Shah, Zahra B., 2011.
"An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa,"
Economic Modelling, Elsevier, vol. 28(3), pages 891-899, May.
- Mehmet Balcilar & Rangan Gupta & Zahra Shah, 2010. "An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa," Working Papers 201008, University of Pretoria, Department of Economics.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2011.
"On the nonlinear causality between inflation and inflation uncertainty in the G3 countries :,"
Journal of Applied Economics, Universidad del CEMA, vol. 14, pages 269-296, November.
- Mehmet Balcilar & Zeynel Abidin Ozdemir & Esin Cakan, 2011. "On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries," Journal of Applied Economics, Taylor & Francis Journals, vol. 14(2), pages 269-296, November.
- Arslanturk, Yalcin & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2011.
"Time-varying linkages between tourism receipts and economic growth in a small open economy,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 664-671, January.
- Arslanturk, Yalcin & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2011. "Time-varying linkages between tourism receipts and economic growth in a small open economy," Economic Modelling, Elsevier, vol. 28(1), pages 664-671.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Arslanturk, Yalcin, 2010. "Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window," Energy Economics, Elsevier, vol. 32(6), pages 1398-1410, November.
- Ertugrul Deliktas & Mehmet Balcilar, 2005. "A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 41(1), pages 6-28, January.
- Mehmet Balcilar, 2004. "Persistence in Inflation: Does Aggregation Cause Long Memory?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 40(5), pages 25-56, September.
- Mehmet Balcilar, 2003.
"Multifractality of the Istanbul and Moscow Stock Market Returns,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 39(2), pages 5-46, March.
RePEc:eme:jes000:jes-08-2014-0148 is not listed on IDEAS
RePEc:eme:mf0000:mf-07-2015-0189 is not listed on IDEAS
RePEc:taf:apfiec:v:24:y:2014:i:17:p:1159-1166 is not listed on IDEAS
RePEc:eme:jes000:jes-07-2015-0131 is not listed on IDEAS
Chapters
- Mehmet Balcilar & Ojonugwa Usman & David Roubaud, 2022. "How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions?," Springer Books, in: Christos Floros & Ioannis Chatziantoniou (ed.), Applications in Energy Finance, chapter 0, pages 85-114, Springer.
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 166 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MAC: Macroeconomics (69) 2012-08-23 2012-11-03 2012-12-15 2013-03-16 2013-04-27 2014-04-18 2014-05-04 2014-06-14 2014-08-25 2014-08-28 2014-09-29 2014-11-01 2014-11-07 2014-11-22 2014-12-29 2015-03-05 2015-03-22 2015-03-27 2015-04-02 2015-06-05 2015-06-27 2015-07-25 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-09-05 2015-09-05 2015-09-05 2015-09-05 2015-09-11 2015-09-11 2015-09-11 2015-09-11 2015-10-10 2015-12-28 2015-12-28 2015-12-28 2016-01-03 2016-01-29 2016-04-04 2016-04-09 2016-04-09 2016-04-16 2016-07-09 2016-10-16 2016-11-20 2016-12-04 2017-06-18 2017-06-18 2017-06-18 2017-07-02 2017-09-17 2018-01-15 2018-01-15 2019-01-14 2019-02-25 2019-06-10 2019-10-14 2019-12-02 2020-06-15 2020-06-22 2020-08-24 2021-02-22 2021-03-08 2021-06-28 2022-06-13. Author is listed
- NEP-FOR: Forecasting (40) 2010-03-28 2010-08-06 2010-08-14 2012-09-09 2012-09-22 2012-11-03 2012-12-15 2013-02-03 2013-02-03 2013-03-09 2013-03-16 2013-04-27 2013-04-27 2013-09-06 2014-05-04 2014-06-14 2014-11-22 2015-03-05 2015-03-27 2015-04-02 2015-05-02 2015-06-27 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-09-05 2015-09-05 2015-09-11 2015-09-18 2015-09-26 2015-10-25 2015-10-25 2015-12-28 2015-12-28 2016-04-09 2016-04-16 2021-02-22 2022-04-11. Author is listed
- NEP-URE: Urban and Real Estate Economics (33) 2010-03-28 2011-02-19 2012-07-14 2012-08-23 2012-09-09 2012-09-22 2012-09-22 2012-09-30 2013-02-03 2013-04-27 2013-04-27 2013-04-27 2013-06-04 2013-07-15 2013-09-06 2014-04-11 2014-06-14 2014-09-08 2015-03-22 2015-06-27 2015-07-25 2015-09-05 2015-09-11 2015-09-11 2015-09-18 2015-09-26 2015-10-25 2016-03-06 2017-07-23 2018-08-27 2018-12-03 2020-08-24 2021-02-22. Author is listed
- NEP-AFR: Africa (26) 2010-03-28 2011-02-19 2012-01-10 2012-07-14 2012-08-23 2012-09-22 2012-09-30 2013-02-03 2013-02-03 2013-03-09 2013-04-27 2013-06-04 2013-08-05 2013-08-31 2013-11-16 2014-04-18 2014-05-04 2014-11-17 2014-12-29 2015-03-05 2015-03-27 2015-08-30 2016-04-16 2018-01-08 2018-03-26 2019-01-14. Author is listed
- NEP-ENE: Energy Economics (25) 2014-11-01 2014-11-17 2014-12-29 2015-05-02 2015-08-30 2015-09-05 2016-03-06 2016-04-09 2016-06-25 2016-10-16 2017-03-26 2017-06-18 2018-01-15 2018-04-23 2018-05-28 2018-12-10 2018-12-10 2018-12-10 2019-01-14 2019-02-25 2019-03-25 2019-06-10 2019-09-02 2022-04-11 2022-10-10. Author is listed
- NEP-RMG: Risk Management (21) 2015-08-30 2016-06-14 2016-07-30 2016-09-25 2016-10-30 2017-03-26 2017-04-16 2017-06-18 2017-06-18 2018-01-15 2018-10-08 2018-12-03 2019-01-14 2019-02-25 2019-03-11 2019-03-25 2019-09-02 2020-08-24 2021-03-08 2022-04-11 2023-01-16. Author is listed
- NEP-CBA: Central Banking (19) 2014-05-04 2014-08-28 2014-08-28 2014-09-29 2014-11-22 2015-03-27 2015-06-27 2015-07-25 2015-08-30 2015-08-30 2015-08-30 2016-04-04 2016-07-09 2017-06-18 2017-09-17 2019-02-25 2020-06-22 2021-03-08 2021-06-28. Author is listed
- NEP-MON: Monetary Economics (18) 2012-07-14 2012-08-23 2013-02-03 2014-05-04 2014-11-22 2015-03-27 2015-06-27 2015-07-25 2015-08-30 2015-08-30 2015-08-30 2015-09-05 2016-04-04 2016-07-09 2019-01-14 2019-02-25 2019-06-10 2021-06-28. Author is listed
- NEP-ORE: Operations Research (14) 2010-08-06 2015-07-25 2015-08-30 2015-09-05 2015-09-05 2015-10-25 2016-01-29 2016-04-09 2016-04-16 2016-05-21 2017-06-18 2019-12-02 2020-06-15 2021-02-22. Author is listed
- NEP-GER: German Papers (12) 2014-04-11 2014-09-29 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30 2015-08-30. Author is listed
- NEP-FMK: Financial Markets (8) 2013-11-16 2015-03-22 2015-08-30 2015-10-25 2016-04-16 2017-03-26 2019-01-14 2019-03-11. Author is listed
- NEP-CIS: Confederation of Independent States (7) 2011-02-19 2013-02-03 2016-07-02 2017-03-26 2019-01-14 2019-06-10 2019-10-14. Author is listed
- NEP-FDG: Financial Development and Growth (7) 2013-08-05 2014-04-18 2014-09-29 2018-01-08 2018-03-26 2020-06-15 2022-06-13. Author is listed
- NEP-ENV: Environmental Economics (6) 2015-08-30 2018-12-10 2018-12-10 2019-01-14 2022-10-10 2023-08-21. Author is listed
- NEP-HIS: Business, Economic and Financial History (6) 2013-02-03 2013-04-27 2014-11-01 2017-07-23 2017-09-17 2018-04-23. Author is listed
- NEP-IAS: Insurance Economics (6) 2017-11-19 2018-01-08 2018-03-26 2018-12-10 2018-12-10 2019-01-14. Author is listed
- NEP-LAB: Labour Economics (6) 2011-11-14 2011-12-13 2012-08-23 2012-08-23 2012-09-30 2012-11-17. Author is listed
- NEP-ARA: MENA - Middle East and North Africa (5) 2016-04-09 2016-06-25 2016-10-16 2018-01-15 2023-01-16. Author is listed
- NEP-AGR: Agricultural Economics (4) 2014-11-17 2017-02-19 2017-04-16 2019-01-14
- NEP-DGE: Dynamic General Equilibrium (4) 2013-03-16 2015-07-25 2016-01-29 2016-12-04
- NEP-GRO: Economic Growth (4) 2014-09-29 2015-08-30 2018-03-26 2018-08-13
- NEP-PBE: Public Economics (4) 2012-09-22 2013-04-27 2015-09-11 2018-08-13
- NEP-SEA: South East Asia (4) 2015-12-28 2016-04-30 2020-06-22 2021-06-28
- NEP-CMP: Computational Economics (3) 2010-08-06 2010-08-14 2021-02-22
- NEP-PAY: Payment Systems and Financial Technology (3) 2016-08-21 2019-09-02 2022-10-10
- NEP-POL: Positive Political Economics (3) 2017-06-11 2017-07-02 2018-10-08
- NEP-CWA: Central and Western Asia (2) 2018-01-15 2021-03-08
- NEP-INT: International Trade (2) 2018-01-15 2018-12-10
- NEP-NET: Network Economics (2) 2016-06-25 2023-01-16
- NEP-REG: Regulation (2) 2018-04-23 2018-12-10
- NEP-BAN: Banking (1) 2022-04-11
- NEP-BIG: Big Data (1) 2021-02-22
- NEP-DCM: Discrete Choice Models (1) 2017-11-19
- NEP-DEV: Development (1) 2019-01-14
- NEP-EDU: Education (1) 2013-08-31
- NEP-EEC: European Economics (1) 2016-04-04
- NEP-ETS: Econometric Time Series (1) 2014-01-10
- NEP-GEO: Economic Geography (1) 2021-02-22
- NEP-HEA: Health Economics (1) 2023-08-21
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2011-11-14
- NEP-MFD: Microfinance (1) 2015-03-05
- NEP-MIG: Economics of Human Migration (1) 2018-01-15
- NEP-MST: Market Microstructure (1) 2016-06-14
- NEP-PUB: Public Finance (1) 2018-08-13
- NEP-TRA: Transition Economics (1) 2018-12-10
- NEP-TUR: Tourism Economics (1) 2013-11-16
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