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Publications

by alumni of

Wayne State University → Department of Economics

These are publications listed in RePEc written by alumni of the above institution who are registered with the RePEc Author Service and listed in the RePEc Genealogy. List of alumni. For a list of publications by current members of the department, see here. Register yourself.

This page is updated in the first days of each month.

| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Mehmet Balcilar & Kenny Kutu & Sonali Das & Rangan Gupta, 2025, "Predicting the Conditional Distributions of Inflation and Inflation Uncertainty in South Africa: The Role of Climate Risks," Working Papers, University of Pretoria, Department of Economics, number 202529, Aug.

2023

  1. 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, University of Pretoria, Department of Economics, number 202322, Jul.

2022

  1. Mehmet Balcilar & Shawkat Hammoudeh, 2022, "Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis," Working Papers, Economic Research Forum, number 1605, Nov, revised 20 Nov 2022.
  2. 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, IZA Network @ LISER, number 15296, May.
  3. 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, University of Pretoria, Department of Economics, number 202217, Mar.
  4. Mehmet Balcilar & Rangan Gupta & Jacobus Nel, 2022, "Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions," Working Papers, University of Pretoria, Department of Economics, number 202231, Jun.
  5. 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, University of Pretoria, Department of Economics, number 202239, Sep.

2021

  1. 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, IZA Network @ LISER, number 14420, May.
  2. 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, University of Pretoria, Department of Economics, number 202111, Feb.
  3. 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, University of Pretoria, Department of Economics, number 202113, Feb.
  4. 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, University of Pretoria, Department of Economics, number 202138, Jun.
  5. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2021, "Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century," Working Papers, University of Pretoria, Department of Economics, number 202183, Nov.
  6. Devkota, Satis & Subedi, Dipak & Todd, Jessica E. & Adhikari, Shyam, 2021, "Heterogeneity in Farm Exit and Level of Government Payments: A Comparison between the Corn-Belt States and the US," 2021 Annual Meeting, August 1-3, Austin, Texas, Agricultural and Applied Economics Association, number 313372, Aug, DOI: 10.22004/ag.econ.313372.

2020

  1. 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, IZA Network @ LISER, number 13274, May.
  2. Mehmet Balcilar & Rangan Gupta & Theshne Kisten, 2020, "The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes," Working Papers, University of Pretoria, Department of Economics, number 202046, May.
  3. 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, University of Pretoria, Department of Economics, number 202054, Jun.
  4. Rangan Gupta & Xin Sheng & Mehmet Balcilar & Qiang Ji, 2020, "Time-Varying Impact of Pandemics on Global Output Growth," Working Papers, University of Pretoria, Department of Economics, number 202062, Jul.
  5. 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, University of Pretoria, Department of Economics, number 202066, Jul.
  6. 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, University of Pretoria, Department of Economics, number 202094, Oct.

2019

  1. 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, Eastern Mediterranean University, Department of Economics, number 15-47.
  2. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-48.
  3. 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, Eastern Mediterranean University, Department of Economics, number 15-49, Jul.
  4. 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, University of Pretoria, Department of Economics, number 201915, Feb.
  5. Mehmet Balcilar & Rangan Gupta & Shixuan Wang & Mark E. Wohar, 2019, "Oil Price Uncertainty and Movements in the US Government Bond Risk Premia," Working Papers, University of Pretoria, Department of Economics, number 201919, Mar.
  6. 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, University of Pretoria, Department of Economics, number 201965, Aug.
  7. 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, University of Pretoria, Department of Economics, number 201974, Sep.
  8. 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, University of Pretoria, Department of Economics, number 201975, Oct.
  9. 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, University of Pretoria, Department of Economics, number 201981, Nov.

2018

  1. 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, Eastern Mediterranean University, Department of Economics, number 15-34.
  2. 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, Eastern Mediterranean University, Department of Economics, number 15-35.
  3. Mehmet Balcilar & Jeffrey B. Nugent, 2018, "The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-36.
  4. Mehmet Balcilar & Firat Emir, 2018, "The Dynamics of Energy Intensity Convergence in the EU-28 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-37.
  5. Firat Emir & Mehmet Balcilar & Muhammad Shahbaz, 2018, "Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-38.
  6. 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, Eastern Mediterranean University, Department of Economics, number 15-39.
  7. 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, Eastern Mediterranean University, Department of Economics, number 15-40.
  8. 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, Eastern Mediterranean University, Department of Economics, number 15-41.
  9. Mehmet Balcilar & Festus Victor Bekun, 2018, "Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-42.
  10. 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, Eastern Mediterranean University, Department of Economics, number 15-43.
  11. Godwin Olasehinde-Williams & Mehmet Balcilar, 2018, "The Long-run Effect of Geopolitical Risks on Insurance Premiums," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-44.
  12. 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, Eastern Mediterranean University, Department of Economics, number 15-45.
  13. Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir, 2018, "Dynamic return and volatility spillovers among S&P 500, crude oil and gold," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-46.
  14. 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, University Library of Munich, Germany, number 85473, Mar, revised 05 Mar 2018.
  15. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2018, "Insurance-Growth Nexus in Africa," Working Papers, University of Pretoria, Department of Economics, number 201801, Jan.
  16. 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, University of Pretoria, Department of Economics, number 201818, Mar.
  17. 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, University of Pretoria, Department of Economics, number 201820, Mar.
  18. Aviral Kumar Tiwari & Zinnia Mukherjee & Rangan Gupta & Mehmet Balcilar, 2018, "A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices," Working Papers, University of Pretoria, Department of Economics, number 201831, May.
  19. Mehmet Balcilar & Rangan Gupta & Wei Ma & Philton Makena, 2018, "Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence," Working Papers, University of Pretoria, Department of Economics, number 201844, Jul.
  20. 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, University of Pretoria, Department of Economics, number 201850, Aug.
  21. Goodness C. Aye & Mehmet Balcilar & Riza Demirer & Rangan Gupta, 2018, "Firm-Level Political Risk and Asymmetric Volatility," Working Papers, University of Pretoria, Department of Economics, number 201861, Sep.
  22. 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, University of Pretoria, Department of Economics, number 201875, Nov.

2017

  1. Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes, 2017, "Does Inflation Cause Gold Prices? Evidence from G7 Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-31.
  2. 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, Eastern Mediterranean University, Department of Economics, number 15-32.
  3. 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, Eastern Mediterranean University, Department of Economics, number 15-33.
  4. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Post-Print, HAL, number hal-02008551, DOI: 10.1016/j.econmod.2017.03.019.
  5. Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2017, "Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach," MPRA Paper, University Library of Munich, Germany, number 77324, Mar, revised 05 Mar 2017.
  6. 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, University Library of Munich, Germany, number 81372, Sep, revised 13 Sep 2017.
  7. Nikolaos Antonakakis & Mehmet Balcilar & Elie Bouri & Rangan Gupta, 2017, "Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201708, Feb.
  8. 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, University of Pretoria, Department of Economics, number 201719, Mar.
  9. 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, University of Pretoria, Department of Economics, number 201725, Apr.
  10. 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, University of Pretoria, Department of Economics, number 201731, May.
  11. 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, University of Pretoria, Department of Economics, number 201741, Jun.
  12. Adnen Ben Nasr & Mehmet Balcilar & Seyi Saint Akadiri & Rangan Gupta, 2017, "Kuznets Curve for the US: A Reconsideration Using Cosummability," Working Papers, University of Pretoria, Department of Economics, number 201763, Aug.
  13. Mehmet Balcilar & Rangan Gupta & Chien-Chiang Lee & Godwin Olasehinde-Williams, 2017, "Economic Policy Uncertainty and Insurance," Working Papers, University of Pretoria, Department of Economics, number 201776, Nov.
  14. Balcilar, Mehmet & Katzke, Nico & Gupta, Rangan, 2017, "Date-stamping US housing market explosivity," Economics Discussion Papers, Kiel Institute for the World Economy, number 2017-44.
  15. Karaki, Mohamad, 2017, "Asymmetries in the Responses of Regional Job Flows to Oil Price Shocks," MPRA Paper, University Library of Munich, Germany, number 89796, Feb, revised 11 Aug 2017.

2016

  1. 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, Swiss Finance Institute, number 16-05, Feb.
  2. 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, School of Economics, University of Cape Town, number 2016-05.
  3. Mehmet Balcilar & Riza Demirer & Talat Ulussever, 2016, "Does speculation in the oil market drive investor herding in net exporting nations?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-29.
  4. 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, Eastern Mediterranean University, Department of Economics, number 15-30, Jun.
  5. 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, University of Pretoria, Department of Economics, number 201606, Feb.
  6. 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, University of Pretoria, Department of Economics, number 201608, Feb.
  7. 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, University of Pretoria, Department of Economics, number 201609, Feb.
  8. 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, University of Pretoria, Department of Economics, number 201615, Mar.
  9. 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, University of Pretoria, Department of Economics, number 201620, Mar.
  10. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Mark E. Wohar, 2016, "Periodically Collapsing Bubbles in the South African Stock Market," Working Papers, University of Pretoria, Department of Economics, number 201624, Mar.
  11. Mehmet Balcilar & Esin Cakan & Rangan Gupta, 2016, "Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201631, Apr.
  12. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "The Effect of Investor Sentiment on Gold Market Dynamics," Working Papers, University of Pretoria, Department of Economics, number 201638, May.
  13. 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, University of Pretoria, Department of Economics, number 201639, May.
  14. 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, University of Pretoria, Department of Economics, number 201643, Jun.
  15. Mehmet Balcilar & Matteo Bonato & Riza Demirer & Rangan Gupta, 2016, "Geopolitical Risks and Stock Market Dynamics of the BRICS," Working Papers, University of Pretoria, Department of Economics, number 201648, Jun.
  16. 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, University of Pretoria, Department of Economics, number 201653.
  17. Mehmet Balcilar & Elie Bouri & Rangan Gupta & David Roubaud, 2016, "Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201662, Aug.
  18. 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, University of Pretoria, Department of Economics, number 201668, Sep.
  19. Tahir Suleman & Rangan Gupta & Mehmet Balcilar, 2016, "Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach," Working Papers, University of Pretoria, Department of Economics, number 201675, Oct.
  20. 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, University of Pretoria, Department of Economics, number 201682, Nov.

2015

  1. Shahbaz, Muhammad & Sbia, Rashid & Nanthakumar, Loganathan & Afza, Talat, 2015, "The Effect of Urbanization, Affluence and Trade Openness on Energy Consumption: A Time Series Analysis in Malaysia," MPRA Paper, University Library of Munich, Germany, number 62743, Mar, revised 11 Mar 2015.
  2. 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, Eastern Mediterranean University, Department of Economics, number 15-02.
  3. Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke, 2015, "Identifying Periods of US Housing Market Explosivity," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-03.
  4. 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, Eastern Mediterranean University, Department of Economics, number 15-04.
  5. Mehmet Balcilar & NICO KATZKE & Rangan Gupta, 2015, "Do Precious Metal Prices Help in Forecasting South African Inflation?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-05.
  6. 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, Eastern Mediterranean University, Department of Economics, number 15-06.
  7. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta, 2015, "International Stock Return Predictability: Is the Role of U.S. Time-Varying?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-07.
  8. Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta, 2015, "Forecasting Core Inflation: The Case of South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-08.
  9. 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, Navarra Center for International Development, University of Navarra, number 06/2015, Apr.
  10. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2015, "The South African Economic Response to Monetary Policy Uncertainty," Working Papers, University of Pretoria, Department of Economics, number 201551, Jul.
  11. 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, University of Pretoria, Department of Economics, number 201558, Aug.
  12. 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, University of Pretoria, Department of Economics, number 201570, Oct.
  13. 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, University of Pretoria, Department of Economics, number 201572, Oct.
  14. 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, University of Pretoria, Department of Economics, number 201575, Oct.
  15. 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, University of Pretoria, Department of Economics, number 201577, Oct.
  16. 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-Quantiles Approach," Working Papers, University of Pretoria, Department of Economics, number 201586, Nov.
  17. Mehmet Balcilar & Rangan Gupta & Christian Pierdzioch, 2015, "Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test," Working Papers, University of Pretoria, Department of Economics, number 201592, Dec.
  18. 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, University of Pretoria, Department of Economics, number 201595, Dec.
  19. 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, University of Pretoria, Department of Economics, number 201596, Dec.
  20. 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, University of Pretoria, Department of Economics, number 201598, Dec.
  21. 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, University of Pretoria, Department of Economics, number 201599, Dec.

2014

  1. 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, Eastern Mediterranean University, Department of Economics, number 15-09.
  2. 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, Eastern Mediterranean University, Department of Economics, number 15-10.
  3. 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, Eastern Mediterranean University, Department of Economics, number 15-11.
  4. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-12.
  5. 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, Eastern Mediterranean University, Department of Economics, number 15-13.
  6. Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas, 2014, "Revisiting Herding Behavior in REITs: A RegimeSwitching Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-15.
  7. 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, Eastern Mediterranean University, Department of Economics, number 15-16.
  8. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-17.
  9. 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, Eastern Mediterranean University, Department of Economics, number 15-19.
  10. 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, Eastern Mediterranean University, Department of Economics, number 15-20.
  11. 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, Eastern Mediterranean University, Department of Economics, number 15-21.
  12. Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta, 2014, "Housing and the Business Cycle in South Africa," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-22.
  13. 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, Eastern Mediterranean University, Department of Economics, number 15-24.
  14. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2014, "Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-25.
  15. 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, University of Nevada, Las Vegas , Department of Economics, number 1402, Dec.
  16. 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, University of Pretoria, Department of Economics, number 201411, Mar.
  17. 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, University of Pretoria, Department of Economics, number 201426, Jun.
  18. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013," Working Papers, University of Pretoria, Department of Economics, number 201429, Jun.
  19. Mehmet Balcilar & Josine Uwilingiye & Rangan Gupta, 2014, "Dynamic Relationship between Oil Price and Inflation in South Africa," Working Papers, University of Pretoria, Department of Economics, number 201430, Jun.
  20. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2014, "Is the Rand Really Decoupled from Economic Fundamentals?," Working Papers, University of Pretoria, Department of Economics, number 201439, Aug.
  21. 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, University of Pretoria, Department of Economics, number 201453, Oct.
  22. 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, University of Pretoria, Department of Economics, number 201468, Nov.
  23. 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, University of Pretoria, Department of Economics, number 201471, Nov.

2013

  1. Shahbaz, Muhammad & Ozturk, Ilhan & Afza, Talat & Ali, Amjad, 2013, "Revisiting the Environmental Kuznets Curve in a Global Economy," MPRA Paper, University Library of Munich, Germany, number 46610, Apr, revised 23 Apr 2013.
  2. Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Ahmed Khalifa, 2013, "Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?," Working Papers, Economic Research Forum, number 819, Dec, revised Dec 2013.
  3. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2013, "Housing and the Great Depression," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1301, Apr.
  4. 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, University of Pretoria, Department of Economics, number 201304, Jan.
  5. Mehmet Balcilar & Rangan Gupta & Kevin Kotze, 2013, "Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model," Working Papers, University of Pretoria, Department of Economics, number 201313, Mar.
  6. 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, University of Pretoria, Department of Economics, number 201329, Jul.
  7. 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, University of Pretoria, Department of Economics, number 201330, Jul.
  8. 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, University of Pretoria, Department of Economics, number 201339, Aug.
  9. 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, University of Pretoria, Department of Economics, number 201341, Aug.
  10. 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, University of Pretoria, Department of Economics, number 201344, Aug.
  11. 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, University of Pretoria, Department of Economics, number 201345, Aug.
  12. 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, University of Pretoria, Department of Economics, number 201348, Aug.
  13. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2013, "Time-Varying Causality between Research Output and Economic Growth in the US," Working Papers, University of Pretoria, Department of Economics, number 201350, Aug.
  14. 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, University of Pretoria, Department of Economics, number 201358, Sep.
  15. 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, University of Pretoria, Department of Economics, number 201363, Oct.

2012

  1. Muhammad, Shahbaz & Muhammad, Zeshan & Talat, Afza, 2012, "Is energy consumption effective to spur economic growth in Pakistan? new evidence from bounds test to level relationships and Granger causality tests," MPRA Paper, University Library of Munich, Germany, number 39734, Jun, revised 29 Jun 2012.
  2. 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, Eastern Mediterranean University, Department of Economics, number 15-26.
  3. 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, Eastern Mediterranean University, Department of Economics, number 15-27.
  4. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2012, "Was the Recent Downturn in US GDP Predictable?," Working Papers, University of Nevada, Las Vegas , Department of Economics, number 1210, Dec.
  5. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2012, "Predicting BRICS Stock Returns Using ARFIMA Models," Working Papers, University of Pretoria, Department of Economics, number 201235, Dec.

2011

  1. Shahbaz, Muhammad & Afza, Talat & Shabbir, Shahbaz Muhammad, 2011, "Does defence spending impede economic growth? cointegration and causality analysis for Pakistan," MPRA Paper, University Library of Munich, Germany, number 30887, Jan, revised 27 Mar 2011.
  2. Muhammad, Shahbaz & Samia, Nasreen & Talat, Afza, 2011, "Environmental consequences of economic growth and foreign direct investment: evidence from panel data analysis," MPRA Paper, University Library of Munich, Germany, number 32547, Aug, revised 03 Aug 2011.
  3. Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel, 2011, "International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-28.
  4. Mehmet Balcilar & Abebe D. Beyene & Rangan Gupta & Monaheng Seleteng, 2011, ""Ripple" Effects in South African House Prices," Working Papers, University of Pretoria, Department of Economics, number 201102, Feb.
  5. 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, University of Pretoria, Department of Economics, number 201136, Dec.

2010

  1. 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, Eastern Mediterranean University, Department of Economics, number 15-01.
  2. Balcilar, Mehmet & Bagzibagli, Kemal, 2010, "Sources of Macroeconomic Fluctuations in MENA Countries," MPRA Paper, University Library of Munich, Germany, number 44351, Jan.
  3. 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, University of Pretoria, Department of Economics, number 201008, Mar.

2009

  1. Subhani, Muhammad Imtiaz & Afza, Sarwat, 2009, "To estimate an equation explaining the determinants of Dowry," MPRA Paper, University Library of Munich, Germany, number 21365, revised 2009.

2007

  1. Mehmet Balcilar, 2007, "Point Optimal Invariant Tests of a Unit Root in Models with Structural Change," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-50, Aug.

2004

  1. Satis Chandra Devkota, 2004, "Causes of Export Instability in Nepal," International Trade, University Library of Munich, Germany, number 0410002, Oct.
  2. Satis Chandra Devkota, 2004, "Impact of Exchange Rate Change on Foreign Trade Balance in Nepal," International Trade, University Library of Munich, Germany, number 0410003, Oct.

Journal articles

2026

  1. Karaki, Mohamad B. & El Chaar, Jana, 2026, "Fuel price shocks and inflation dynamics in Lebanon," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109029.

2025

  1. Ozlem Sayilir & Ahmet Semih Ozkul & Mehmet Balcilar & Ronald Kuntze, 2025, "Blockchain Adoption and Corporate Sustainability Performance: An Analysis of the World’s Top Public Companies," Sustainability, MDPI, volume 17, issue 7, pages 1-25, March.
  2. Sera Şanlı & Mehmet Balcılar & Mehmet Özmen, 2025, "Predicting the volatility of Bitcoin returns based on kernel regression," Annals of Operations Research, Springer, volume 352, issue 3, pages 505-542, September, DOI: 10.1007/s10479-023-05490-4.

2024

  1. Mehmet Balcilar & Ojonugwa Usman & Busra Agan, 2024, "On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis," Journal of Economic Surveys, Wiley Blackwell, volume 38, issue 1, pages 97-136, February, DOI: 10.1111/joes.12541.
  2. Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024, "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101186.
  3. Mehmet Balcilar & Busra Agan, 2024, "Identifying the Key Drivers in Energy Technology Fields: The Role of Spillovers and Public Policies," Sustainability, MDPI, volume 16, issue 20, pages 1-28, October.
  4. Mehmet Balcilar & Ojonugwa Usman & Mark Wohar & David Roubaud & Hasan Gungor, 2024, "Global liquidity effect of quantitative easing on emerging markets," Empirical Economics, Springer, volume 67, issue 6, pages 2449-2461, December, DOI: 10.1007/s00181-024-02625-9.
  5. Mehmet Balcilar & Ojonugwa Usman & Oktay Özkan, 2024, "Tourism development and U.S energy security risks: a KRLS machine learning approach," Current Issues in Tourism, Taylor & Francis Journals, volume 27, issue 1, pages 37-44, January, DOI: 10.1080/13683500.2023.2245109.
  6. Mohamad B. Karaki & Andrios Neaimeh, 2024, "Do higher global oil and wheat prices matter for the wheat flour price in Lebanon?," Agricultural Economics, International Association of Agricultural Economists, volume 55, issue 4, pages 559-571, July, DOI: 10.1111/agec.12832.

2023

  1. Asadi, Mehrad & Balcilar, Mehmet & Sheikh, Umaid A. & Roubaud, David & Ghasemi, Hamid Reza, 2023, "Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107176.
  2. 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, volume 82, issue C, DOI: 10.1016/j.intfin.2022.101656.
  3. 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, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103344.
  4. 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, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
  5. 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, volume 47, issue 6, DOI: 10.1016/j.telpol.2023.102568.
  6. 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, volume 16, issue 1, pages 1-15, January.
  7. Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
  8. 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, volume 15, issue 11, pages 1-20, May.
  9. 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, volume 15, issue 12, pages 1-23, June.
  10. Mehmet Balcilar & Gizem Uzuner & Chinazaekpere Nwani & Festus Victor Bekun, 2023, "Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment," Sustainability, MDPI, volume 15, issue 3, pages 1-16, January.
  11. 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, volume 50, issue 2, pages 523-549, May, DOI: 10.1007/s10663-023-09567-y.
  12. 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, volume 64, issue 3, pages 1219-1246, March, DOI: 10.1007/s00181-022-02281-x.
  13. 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., volume 28, issue 2, pages 1939-1964, April, DOI: 10.1002/ijfe.2519.
  14. 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, volume 47, issue 3, pages 393-412, August, DOI: 10.1111/1477-8947.12292.
  15. Mehmet Balcilar & Ojonugwa Usman & George N. Ike, 2023, "Investing green for sustainable development without ditching economic growth," Sustainable Development, John Wiley & Sons, Ltd., volume 31, issue 2, pages 728-743, April, DOI: 10.1002/sd.2415.
  16. Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023, "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106557.
  17. Karaki, Mohamad B. & Safieddine, Hadi, 2023, "Do defense news crowd out private investment?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111421.
  18. Diab, Sara & Karaki, Mohamad B., 2023, "Do increases in gasoline prices cause higher food prices?," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107066.

2022

  1. Balcilar, Mehmet & Sertoglu, Kamil & Agan, Busra, 2022, "The COVID-19 effects on agricultural commodity markets," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 61, issue 3, July, DOI: 10.22004/ag.econ.348167.
  2. 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, volume 69, issue 1, pages 37-59, February, DOI: 10.1111/sjpe.12295.
  3. 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, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
  4. 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, volume 63, issue C, DOI: 10.1016/j.najef.2022.101801.
  5. Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
  6. 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, volume 604, issue C, DOI: 10.1016/j.physa.2022.127885.
  7. 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, volume 15, issue 22, pages 1-26, November.
  8. Amirreza Attarzadeh & Mehmet Balcilar, 2022, "On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets," Energies, MDPI, volume 15, issue 5, pages 1-18, March.
  9. 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, volume 10, issue 10, pages 1-21, May.
  10. Busra Agan & Mehmet Balcilar, 2022, "On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors," Sustainability, MDPI, volume 14, issue 4, pages 1-23, February.
  11. 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, volume 58, issue 4, pages 1008-1026, March, DOI: 10.1080/1540496X.2020.1860747.
  12. 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, volume 63, issue 4, pages 1741-1769, October, DOI: 10.1007/s00181-021-02198-x.
  13. 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, volume 46, issue 3, pages 473-492, July, DOI: 10.1007/s12197-022-09577-9.
  14. 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, volume 31, issue 5, pages 798-809, July, DOI: 10.1080/09638199.2022.2030392.
  15. 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., volume 27, issue 2, pages 1979-1988, April, DOI: 10.1002/ijfe.2254.
  16. 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., volume 41, issue 6, pages 1049-1064, September, DOI: 10.1002/for.2851.
  17. Maricruz Rivera-Hernandez & Amit Kumar & Lin-Na Chou & Tamra Keeney & Nasim Ferdows & Amol Karmarkar & Kyriakos S Markides & Kenneth Ottenbacher, 2022, "Healthcare utilization and costs among high-need and frail Mexican American Medicare beneficiaries," PLOS ONE, Public Library of Science, volume 17, issue 1, pages 1-15, January, DOI: 10.1371/journal.pone.0262079.

2021

  1. 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, volume 25, issue 2, pages 737-757, May, DOI: 10.1111/rode.12754.
  2. 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, volume 44, issue 1, pages 188-233, January, DOI: 10.1111/twec.12990.
  3. 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, volume 102, issue C, DOI: 10.1016/j.econmod.2021.105576.
  4. 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, volume 98, issue C, DOI: 10.1016/j.eneco.2021.105249.
  5. 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, volume 229, issue C, DOI: 10.1016/j.energy.2021.120666.
  6. 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, volume 229, issue C, DOI: 10.1016/j.energy.2021.120710.
  7. Gupta, Rangan & Sheng, Xin & Balcilar, Mehmet & Ji, Qiang, 2021, "Time-varying impact of pandemics on global output growth," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101823.
  8. 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, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102219.
  9. 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, volume 79, issue C, pages 290-302, DOI: 10.1016/j.qref.2020.07.005.
  10. 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, volume 71, issue C, pages 779-810, DOI: 10.1016/j.iref.2020.10.011.
  11. 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, volume 76, issue C, pages 114-126, DOI: 10.1016/j.iref.2021.05.011.
  12. 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, volume 57, issue C, pages 87-92, DOI: 10.1016/j.strueco.2021.02.002.
  13. Mehmet Balcilar & Riza Demirer & Festus V. Bekun, 2021, "Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold," Mathematics, MDPI, volume 9, issue 8, pages 1-20, April.
  14. 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, volume 13, issue 14, pages 1-23, July.
  15. Mehmet Balcilar & Evrim Toren, 2021, "The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy," Sustainability, MDPI, volume 13, issue 22, pages 1-16, November.
  16. 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, volume 62, issue 1, pages 81-107, January, DOI: 10.1007/s11146-019-09733-9.
  17. Mehmet Balcilar & Sahar Aghazadeh & George N Ike, 2021, "Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries," Tourism Economics, , volume 27, issue 5, pages 971-990, August, DOI: 10.1177/1354816620910929.
  18. 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, volume 61, issue 6, pages 2963-2983, December, DOI: 10.1007/s00181-020-02004-0.
  19. 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, volume 22, issue 4, pages 490-498, October, DOI: 10.1080/15427560.2020.1822359.
  20. 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., volume 26, issue 1, pages 153-170, January, DOI: 10.1002/ijfe.1782.
  21. 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, volume 39, issue 4, pages 442-454, October, DOI: 10.1002/rfe.1120.
  22. Satis Devkota & Shankar Ghimire & Mukti Upadhyay, 2021, "What Factors in Nepal Account for the Rural–Urban Discrepancy in Human Capital? Evidence from Household Survey Data," Economies, MDPI, volume 9, issue 2, pages 1-14, May.
  23. Hem C. Basnet & Satis C. Devkota & Mukti P. Upadhyay, 2021, "Terms of trade and real domestic income: New evidence from South and Southeast Asia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 26, issue 3, pages 4315-4331, July, DOI: 10.1002/ijfe.2016.
  24. Maricruz Rivera-Hernandez & Nasim B Ferdows & Amit Kumar & Deborah Carr, 2021, "The Impact of the COVID-19 Epidemic on Older Adults in Rural and Urban Areas in Mexico," The Journals of Gerontology: Series B, The Gerontological Society of America, volume 76, issue 7, pages 268-274.

2020

  1. Balcilar, Mehmet & Bekun, Festus Victor, 2020, "Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index," Agrekon, Agricultural Economics Association of South Africa (AEASA), volume 59, issue 3, April, DOI: 10.22004/ag.econ.347987.
  2. 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, volume 52, issue C, DOI: 10.1016/j.najef.2020.101147.
  3. 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, volume 54, issue C, DOI: 10.1016/j.najef.2020.101249.
  4. 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, volume 78, issue C, pages 42-52, DOI: 10.1016/j.qref.2020.01.004.
  5. 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, volume 53, issue C, DOI: 10.1016/j.ribaf.2020.101228.
  6. Balcilar, Mehmet & Gupta, Rangan & Lee, Chien-Chiang & Olasehinde-Williams, Godwin, 2020, "Insurance and economic policy uncertainty," Research in International Business and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.ribaf.2020.101253.
  7. 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, volume 54, issue C, pages 297-308, DOI: 10.1016/j.strueco.2020.04.004.
  8. 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, volume 54, issue 4, pages 55-73, October-D.
  9. 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, volume 47, issue 3, pages 611-641, August, DOI: 10.1007/s10663-019-09445-6.
  10. 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, volume 45, issue 2, pages 335-360, April, DOI: 10.1057/s41288-019-00145-7.
  11. 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, volume 0, issue 1, pages 151-172, March.
  12. 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, volume 22, issue 8, pages 8097-8134, December, DOI: 10.1007/s10668-019-00563-6.
  13. 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, volume 10, issue 1, pages 47-69, March, DOI: 10.1007/s40822-019-00129-x.
  14. 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), volume 9, issue 1, pages 1-17, December, DOI: 10.1186/s40008-020-0180-0.
  15. Franz Ruch & Mehmet Balcilar & Rangan Gupta & Mampho P. Modise, 2020, "Forecasting core inflation: the case of South Africa," Applied Economics, Taylor & Francis Journals, volume 52, issue 28, pages 3004-3022, June, DOI: 10.1080/00036846.2019.1701181.
  16. 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, volume 12, issue 4, pages 361-376, October, DOI: 10.1080/19439342.2020.1796759.
  17. 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, volume 26, issue 2, pages 111-117, December, DOI: 10.1080/10835547.2020.1854606.
  18. Mohamad B. Karaki, 2020, "Monetary shocks and job flows: evidence from disaggregated data," Empirical Economics, Springer, volume 58, issue 6, pages 2911-2936, June, DOI: 10.1007/s00181-018-1617-2.

2019

  1. Naveed Ahmed & Talat Afza, 2019, "Capital structure, competitive intensity and firm performance: evidence from Pakistan," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 16, issue 5, pages 796-813, June, DOI: 10.1108/JAMR-02-2019-0018.
  2. 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, volume 31, issue 2, pages 245-257, June, DOI: 10.1111/1467-8268.12381.
  3. Balcilar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2019, "Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets," Energy Policy, Elsevier, volume 134, issue C, DOI: 10.1016/j.enpol.2019.110931.
  4. 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, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
  5. 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, volume 60, issue C, pages 118-124, DOI: 10.1016/j.resourpol.2018.11.020.
  6. 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, volume 61, issue C, pages 572-584, DOI: 10.1016/j.resourpol.2018.07.001.
  7. 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, volume 534, issue C, DOI: 10.1016/j.physa.2019.122329.
  8. 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, volume 535, issue C, DOI: 10.1016/j.physa.2019.122392.
  9. 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, volume 73, issue C, pages 95-110, DOI: 10.1016/j.qref.2018.09.007.
  10. 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, volume 59, issue C, pages 150-163, DOI: 10.1016/j.iref.2018.08.016.
  11. 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, volume 12, issue 3, pages 233-247.
  12. Mehmet Balcilar & David Roubaud & Muhammad Shahbaz, 2019, "The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe," The Energy Journal, , volume 40, issue 1_suppl, pages 55-80, June, DOI: 10.5547/01956574.40.SI1.mbal.
  13. 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, volume 142, issue 1, pages 65-82, February, DOI: 10.1007/s11205-018-1906-3.
  14. 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, volume 142, issue 2, pages 827-843, April, DOI: 10.1007/s11205-018-1940-1.
  15. 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., volume 24, issue 3, pages 1047-1065, July, DOI: 10.1002/ijfe.1704.
  16. Koirala, Bishwa S. & Bohara, Alok K. & Devkota, Satis & Upadhyaya, Kamal P., 2019, "Community managed hydropower, spillover effect and agricultural productivity: The case of rural Nepal," World Development Perspectives, Elsevier, volume 13, issue C, pages 67-74, DOI: 10.1016/j.wdp.2019.02.003.
  17. Zeina N. Alsalman & Mohamad B. Karaki, 2019, "Oil Prices and Personal Consumption Expenditures: Does the Source of the Shock Matter?," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 2, pages 250-270, April, DOI: 10.1111/obes.12276.
  18. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019, "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, volume 129, issue C, pages 89-99, DOI: 10.1016/j.enpol.2019.02.011.

2018

  1. 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, volume 22, issue 1, pages 95-114, December.
  2. 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, volume 70, issue 1, pages 74-87, January, DOI: 10.1111/boer.12119.
  3. 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., volume 18, issue 3, pages 495-506, September, DOI: 10.1111/irfi.12136.
  4. Balcilar, Mehmet & Bonato, Matteo & Demirer, Riza & Gupta, Rangan, 2018, "Geopolitical risks and stock market dynamics of the BRICS," Economic Systems, Elsevier, volume 42, issue 2, pages 295-306, DOI: 10.1016/j.ecosys.2017.05.008.
  5. 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, volume 42, issue 4, pages 637-648, DOI: 10.1016/j.ecosys.2018.08.002.
  6. 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, volume 74, issue C, pages 813-827, DOI: 10.1016/j.eneco.2018.07.027.
  7. 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, volume 52, issue C, pages 114-133, DOI: 10.1016/j.intfin.2017.09.025.
  8. Aye, Goodness C. & Balcilar, Mehmet & Demirer, Riza & Gupta, Rangan, 2018, "Firm-level political risk and asymmetric volatility," The Journal of Economic Asymmetries, Elsevier, volume 18, issue C, pages 1-1, DOI: 10.1016/j.jeca.2018.e00110.
  9. 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, volume 45, issue C, pages 52-71, DOI: 10.1016/j.mulfin.2018.04.002.
  10. 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, volume 69, issue C, pages 245-259, DOI: 10.1016/j.qref.2018.03.012.
  11. 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, volume 126, issue C, pages 594-604, DOI: 10.1016/j.renene.2018.03.066.
  12. 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, volume 52, issue 2, pages 73-93, April-Jun.
  13. 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, volume 45, issue 1, pages 29-47, February, DOI: 10.1007/s10663-016-9344-4.
  14. 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, volume 42, issue 2, pages 339-351, April, DOI: 10.1007/s12197-017-9404-z.
  15. 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, volume 52, issue 5, pages 2413-2425, September, DOI: 10.1007/s11135-017-0676-3.
  16. 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, volume 50, issue 17, pages 1891-1909, April, DOI: 10.1080/00036846.2017.1380290.
  17. 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, volume 50, issue 53, pages 5712-5727, November, DOI: 10.1080/00036846.2018.1488062.
  18. 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, volume 24, issue 4, pages 333-346, March, DOI: 10.1080/1351847X.2016.1239586.
  19. 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, volume 27, issue 6, pages 638-654, August, DOI: 10.1080/09638199.2017.1410853.
  20. 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, volume 12, pages 1-33, DOI: 10.5018/economics-ejournal.ja.2018-.
  21. Wagle, Udaya R. & Devkota, Satis, 2018, "The impact of foreign remittances on poverty in Nepal: A panel study of household survey data, 1996–2011," World Development, Elsevier, volume 110, issue C, pages 38-50, DOI: 10.1016/j.worlddev.2018.05.019.
  22. Mohamad B. Karaki, 2018, "Asymmetries In The Responses Of Regional Job Flows To Oil Price Shocks," Economic Inquiry, Western Economic Association International, volume 56, issue 3, pages 1827-1845, July, DOI: 10.1111/ecin.12502.
  23. Mohamad B. Karaki, 2018, "Oil Prices and State Unemployment Rates," The Energy Journal, , volume 39, issue 3, pages 25-50, May, DOI: 10.5547/01956574.39.3.mkar.

2017

  1. Nisar Ahmad & Talat Afza & Bilal Nafees, 2017, "Determinants of Trade Credit Extended by Manufacturing Firms Listed in Pakistan," Business & Economic Review, Institute of Management Sciences, Peshawar, Pakistan, volume 9, issue 4, pages 287-314, December, DOI: dx.doi.org/10.22547/BER/9.4.13.
  2. Muhammad Ahad & Talat Afza & Muhammad Shahbaz, 2017, "Financial Development and Estimation of Import Demand Function in Pakistan: Evidence from Combined Cointegration and Causality Tests," Global Business Review, International Management Institute, volume 18, issue 1, pages 118-131, February, DOI: 10.1177/0972150916666909.
  3. 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, volume 29, issue 2, pages 319-336, June.
  4. 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, volume 20, pages 105-120, May.
  5. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Testing the dependency theory on small island economies: The case of Cyprus," Economic Modelling, Elsevier, volume 61, issue C, pages 1-11, DOI: 10.1016/j.econmod.2016.11.011.
  6. Balcilar, Mehmet & Bouri, Elie & Gupta, Rangan & Roubaud, David, 2017, "Can volume predict Bitcoin returns and volatility? A quantiles-based approach," Economic Modelling, Elsevier, volume 64, issue C, pages 74-81, DOI: 10.1016/j.econmod.2017.03.019.
  7. 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, volume 40, issue C, pages 63-72, DOI: 10.1016/j.najef.2017.01.007.
  8. 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, volume 61, issue C, pages 72-86, DOI: 10.1016/j.eneco.2016.11.003.
  9. Balcılar, Mehmet & Demirer, Rıza & Ulussever, Talat, 2017, "Does speculation in the oil market drive investor herding in emerging stock markets?," Energy Economics, Elsevier, volume 65, issue C, pages 50-63, DOI: 10.1016/j.eneco.2017.04.031.
  10. 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, volume 21, issue C, pages 126-131, DOI: 10.1016/j.frl.2016.11.017.
  11. 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, volume 39, issue 6, pages 1052-1064, DOI: 10.1016/j.jpolmod.2017.09.002.
  12. 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, volume 51, issue C, pages 77-84, DOI: 10.1016/j.resourpol.2016.11.009.
  13. Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017, "Does oil predict gold? A nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, volume 52, issue C, pages 257-265, DOI: 10.1016/j.resourpol.2017.03.004.
  14. 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, volume 53, issue C, pages 208-218, DOI: 10.1016/j.resourpol.2017.06.010.
  15. Balcilar, Mehmet & Kutan, Ali M. & Yaya, Mehmet E., 2017, "Financial integration in small Islands: The case of Cyprus," International Review of Economics & Finance, Elsevier, volume 47, issue C, pages 201-219, DOI: 10.1016/j.iref.2016.10.014.
  16. 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, volume 48, issue C, pages 269-279, DOI: 10.1016/j.iref.2016.12.007.
  17. 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, volume 42, issue C, pages 1173-1195, DOI: 10.1016/j.ribaf.2017.07.055.
  18. 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, volume 17, issue 1, pages 147-160, DOI: 10.21121/eab.2017123473.
  19. Mehmet Balcilar & Rangan Gupta & Charl Jooste, 2017, "South Africa’s economic response to monetary policy uncertainty," Journal of Economic Studies, Emerald Group Publishing Limited, volume 44, issue 2, pages 282-293, May, DOI: 10.1108/JES-07-2015-0131.
  20. 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, volume 9, issue 10, pages 1-18, October.
  21. 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, volume 44, issue 1, pages 121-146, February, DOI: 10.1007/s10663-015-9313-3.
  22. 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, volume 14, issue 4, pages 691-700, October, DOI: 10.1007/s10368-016-0357-z.
  23. 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, volume 53, issue 1, pages 117-135, August, DOI: 10.1007/s00181-016-1157-6.
  24. 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, volume 53, issue 3, pages 879-889, November, DOI: 10.1007/s00181-016-1150-0.
  25. 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, volume 41, issue 4, pages 774-793, October, DOI: 10.1007/s12197-016-9381-7.
  26. 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, volume 49, issue 11, pages 1047-1054, March, DOI: 10.1080/00036846.2016.1210777.
  27. 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, volume 49, issue 13, pages 1255-1272, March, DOI: 10.1080/00036846.2016.1217305.
  28. Regmi, Ram K & Devkota, Satis C & Upadhyay, Mukti P, 2017, "Impact of SAFTA on South Asian Trade," Asian Economic and Financial Review, Asian Economic and Social Society, volume 7, issue 3, pages 232-247, DOI: 10.18488/journal.aefr/2017.7.3/102..
  29. Satis C. Devkota & Bishwa Koirala & Kamal P. Upadhyaya, 2017, "Calculation and decomposition of income inequality in low- and middle-income countries: a survey data analysis," Applied Economics, Taylor & Francis Journals, volume 49, issue 43, pages 4310-4320, September, DOI: 10.1080/00036846.2017.1282141.
  30. Karaki, Mohamad B., 2017, "Nonlinearities in the response of real GDP to oil price shocks," Economics Letters, Elsevier, volume 161, issue C, pages 146-148, DOI: 10.1016/j.econlet.2017.09.034.
  31. Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2017, "Where do jobs go when oil prices drop?," Energy Economics, Elsevier, volume 64, issue C, pages 469-482, DOI: 10.1016/j.eneco.2016.02.006.

2016

  1. Qamar Uz Zaman Malik & Talat Afza, 2016, "Do group affiliated firms specialize in debt? Evidence from Pakistan," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 32, issue 1, pages 46-62, May, DOI: 10.1108/JEAS-07-2015-0020.
  2. Talat Afza & Khalid Ahmed & Muhammad Shahbaz, 2016, "Does Harberger–Laursen–Metzler (HLM) Exist in Pakistan? Cointegration, Causality and Forecast Error Variance Decomposition Tests," Global Business Review, International Management Institute, volume 17, issue 4, pages 759-778, August, DOI: 10.1177/0972150916645674.
  3. Muhammad Shahbaz & Ijaz Ur Rehman & Talat Afza, 2016, "Macroeconomic determinants of stock market capitalization in an emerging market: fresh evidence from cointegration with unknown structural breaks," Macroeconomics and Finance in Emerging Market Economies, Taylor & Francis Journals, volume 9, issue 1, pages 75-99, March, DOI: 10.1080/17520843.2015.1053820.
  4. 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, volume 54, issue C, pages 159-172, DOI: 10.1016/j.eneco.2015.11.003.
  5. 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, volume 43, issue C, pages 30-43, DOI: 10.1016/j.intfin.2016.03.005.
  6. 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, volume 49, issue C, pages 74-80, DOI: 10.1016/j.resourpol.2016.04.004.
  7. 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, volume 458, issue C, pages 126-139, DOI: 10.1016/j.physa.2016.03.103.
  8. 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, volume 38, issue C, pages 191-201, DOI: 10.1016/j.ribaf.2016.04.010.
  9. 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, volume 43, issue 1, pages 108-121, January, DOI: 10.1108/JES-08-2014-0148.
  10. 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, volume 50, issue 1, pages 47-57, January-M.
  11. 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, volume 50, issue 2, pages 137-152, April-Jun.
  12. 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, volume 52, issue 3, pages 226-243, April, DOI: 10.1007/s11146-015-9512-5.
  13. 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, volume 27, issue 2, pages 229-250, April, DOI: 10.1007/s11079-016-9388-x.
  14. 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, volume 52, issue 3, pages 674-689, March, DOI: 10.1080/1540496X.2014.998564.
  15. Goodness C. Aye & Mehmet Balcilar & Ghassen El Montasser & Rangan Gupta & Nangamso C. Manjez, 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, volume 69, issue 1, pages 11-32.
  16. Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar, 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, volume 69, issue 1, pages 33-44.
  17. 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, volume 51, issue 4, pages 1557-1580, December, DOI: 10.1007/s00181-015-1059-z.
  18. 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, volume 48, issue 26, pages 2412-2427, June, DOI: 10.1080/00036846.2015.1122731.
  19. 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, volume 50, issue 10, pages 1728-1741, October, DOI: 10.1080/00343404.2015.1055462.
  20. Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta, 2016, "House Values and Proximity to a Landfill in South Africa," Journal of Real Estate Literature, Taylor & Francis Journals, volume 24, issue 1, pages 133-149, January, DOI: 10.1080/10835547.2016.12090417.
  21. 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., volume 61, issue 04, pages 1-21, September, DOI: 10.1142/S0217590816500028.
  22. 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, volume 10, pages 1-20, DOI: 10.5018/economics-ejournal.ja.2016-.
  23. Satis C. Devkota & Mukti P. Upadhyay, 2016, "How does education inequality respond to policy? A method and application to survey data from Albania and Nepal," Journal of Economic Studies, Emerald Group Publishing Limited, volume 43, issue 2, pages 166-177, May, DOI: 10.1108/JES-09-2014-0156.
  24. Satis Devkota & Christopher Butler, 2016, "Caste-ethnic disparity in vaccine use among 0- to 5-year-old children in Nepal: a decomposition analysis," International Journal of Public Health, Springer;Swiss School of Public Health (SSPH+), volume 61, issue 6, pages 693-699, July, DOI: 10.1007/s00038-016-0789-9.

2015

  1. Shahbaz, Muhammad & Loganathan, Nanthakumar & Sbia, Rashid & Afza, Talat, 2015, "The effect of urbanization, affluence and trade openness on energy consumption: A time series analysis in Malaysia," Renewable and Sustainable Energy Reviews, Elsevier, volume 47, issue C, pages 683-693, DOI: 10.1016/j.rser.2015.03.044.
  2. Talat Afza & Mian Sajid Nazir, 2015, "Role of Institutional Shareholders’ Activism in Enhancing Firm Performance: The Case of Pakistan," Global Business Review, International Management Institute, volume 16, issue 4, pages 557-570, August, DOI: 10.1177/0972150915581100.
  3. 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, volume 18, pages 225-246, November.
  4. 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, volume 8, issue C, pages 40-43, DOI: 10.1016/j.jbef.2015.10.004.
  5. Balcilar, Mehmet & Gupta, Rangan & Kotzé, Kevin, 2015, "Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model," Economic Modelling, Elsevier, volume 44, issue C, pages 215-228, DOI: 10.1016/j.econmod.2014.10.008.
  6. 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, volume 33, issue C, pages 55-73, DOI: 10.1016/j.najef.2015.03.001.
  7. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Regional and global spillovers and diversification opportunities in the GCC equity sectors," Emerging Markets Review, Elsevier, volume 24, issue C, pages 160-187, DOI: 10.1016/j.ememar.2015.06.002.
  8. 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, volume 24, issue C, pages 46-68, DOI: 10.1016/j.ememar.2015.05.003.
  9. 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, volume 49, issue C, pages 317-327, DOI: 10.1016/j.eneco.2015.01.026.
  10. 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, volume 44, issue C, pages 57-64, DOI: 10.1016/j.resourpol.2014.12.004.
  11. Balcılar, Mehmet & Demirer, Rıza & Hammoudeh, Shawkat, 2015, "Global risk exposures and industry diversification with Shariah-compliant equity sectors," Pacific-Basin Finance Journal, Elsevier, volume 35, issue PB, pages 499-520, DOI: 10.1016/j.pacfin.2015.09.002.
  12. 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, volume 160, issue C, pages 66-79, DOI: 10.1016/j.ijpe.2014.09.033.
  13. 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, volume 38, issue C, pages 220-233, DOI: 10.1016/j.iref.2015.02.028.
  14. 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, volume 40, issue C, pages 51-71, DOI: 10.1016/j.iref.2015.02.008.
  15. 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, volume 40, issue C, pages 72-89, DOI: 10.1016/j.iref.2015.02.005.
  16. 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), Economic Research Association, volume 7, issue 1, pages 13-33, April.
  17. 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, volume 8, issue 2, pages 169-190.
  18. 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, volume 49, issue 2, pages 163-181, April-Jun.
  19. 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, volume 51, issue 1, pages 140-159, January, DOI: 10.1080/1540496X.2015.1011520.
  20. 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, volume 22, issue 12, pages 945-950, August, DOI: 10.1080/13504851.2014.990613.
  21. 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, volume 47, issue 22, pages 2259-2277, May, DOI: 10.1080/00036846.2015.1005814.
  22. Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen M. Miller, 2015, "Was the recent downturn in US real GDP predictable?," Applied Economics, Taylor & Francis Journals, volume 47, issue 28, pages 2985-3007, June, DOI: 10.1080/00036846.2015.1011317.
  23. 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, volume 47, issue 60, pages 6493-6518, December, DOI: 10.1080/00036846.2015.1080806.
  24. Satis Devkota & Mukti Upadhyay, 2015, "How do income and education affect health inequality: evidence from four developing countries," Applied Economics, Taylor & Francis Journals, volume 47, issue 52, pages 5583-5599, November, DOI: 10.1080/00036846.2015.1054069.
  25. Satis C. Devkota & Mukti P. Upadhyay, 2015, "What Factors Change Education Inequality in Nepal?," Journal of Human Development and Capabilities, Taylor & Francis Journals, volume 16, issue 2, pages 287-308, May, DOI: 10.1080/19452829.2015.1029882.
  26. Herrera, Ana María & Karaki, Mohamad B., 2015, "The effects of oil price shocks on job reallocation," Journal of Economic Dynamics and Control, Elsevier, volume 61, issue C, pages 95-113, DOI: 10.1016/j.jedc.2015.08.006.

2014

  1. Muhammad Shahbaz & Samia Nasreen & Talat Afza, 2014, "Environmental Consequences of Economic Growth and Foreign Direct Investment: Evidence from Panel Data Analysis," Bulletin of Energy Economics (BEE), The Economics and Social Development Organization (TESDO), volume 2, issue 2, pages 14-27, June.
  2. 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, volume 1, issue 2, pages 142-172, March.
  3. Mary Oluwatoyin AGBOOLA & Mehmet BALCILAR, 2014, "Can food availability influence economic growth - the case of African countries," Agricultural Economics, Czech Academy of Agricultural Sciences, volume 60, issue 5, pages 232-245, DOI: 10.17221/95/2013-AGRICECON.
  4. 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, volume 29, issue C, pages 418-440, DOI: 10.1016/j.najef.2014.06.009.
  5. Balcilar, Mehmet & Kutan, Ali M., 2014, "EuroConference 2013 Symposium: International Conference on Business, Economics and Finance," Economic Systems, Elsevier, volume 38, issue 4, pages 469-469, DOI: 10.1016/j.ecosys.2014.11.001.
  6. Aye, Goodness C. & Balcilar, Mehmet & Bosch, Adél & Gupta, Rangan, 2014, "Housing and the business cycle in South Africa," Journal of Policy Modeling, Elsevier, volume 36, issue 3, pages 471-491, DOI: 10.1016/j.jpolmod.2014.03.001.
  7. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Yetkiner, Hakan, 2014, "Are there really bubbles in oil prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 416, issue C, pages 631-638, DOI: 10.1016/j.physa.2014.09.020.
  8. 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, volume 14, issue 3, pages 451-462.
  9. 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, , volume 42, issue 4, pages 511-531, July, DOI: 10.1177/1091142113501713.
  10. Roula Inglesi-Lotz & Mehmet Balcilar & Rangan Gupta, 2014, "Time-varying causality between research output and economic growth in US," Scientometrics, Springer;Akadémiai Kiadó, volume 100, issue 1, pages 203-216, July, DOI: 10.1007/s11192-014-1257-z.
  11. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Nicholas Kilimani & Amandine Nakumuryango & Siobhan Redford, 2014, "Predicting BRICS stock returns using ARFIMA models," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 17, pages 1159-1166, September, DOI: 10.1080/09603107.2014.924297.
  12. Mehmet Balcilar & Rangan Gupta & Stephen M. Miller, 2014, "Housing and the Great Depression," Applied Economics, Taylor & Francis Journals, volume 46, issue 24, pages 2966-2981, August, DOI: 10.1080/00036846.2014.916393.
  13. 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, volume 46, issue 36, pages 4381-4398, December, DOI: 10.1080/00036846.2014.957445.
  14. 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, volume 25, issue 6, pages 619-633, December, DOI: 10.1080/10242694.2014.886432.

2013

  1. Shahbaz, Muhammad & Ozturk, Ilhan & Afza, Talat & Ali, Amjad, 2013, "Revisiting the environmental Kuznets curve in a global economy," Renewable and Sustainable Energy Reviews, Elsevier, volume 25, issue C, pages 494-502, DOI: 10.1016/j.rser.2013.05.021.
  2. Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013, "Financial Development, Domestic Savings and Poverty Reduction in Pakistan: Using Cointegration and Granger Causality Analysis," International Journal of Economics and Empirical Research (IJEER), The Economics and Social Development Organization (TESDO), volume 1, issue 5, pages 59-73, May.
  3. Muhammad Shahbaz & Talat Afza & Muhammad Shahbaz Shabbir, 2013, "Does Defence Spending Impede Economic Growth? Cointegration And Causality Analysis For Pakistan," Defence and Peace Economics, Taylor & Francis Journals, volume 24, issue 2, pages 105-120, April, DOI: 10.1080/10242694.2012.723159.
  4. 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, volume 65, issue , pages 142-164, May.
  5. 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, volume 60, issue 1, pages 1-42, February, DOI: sjpe.12000.
  6. 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, volume 32, issue C, pages 161-171, DOI: 10.1016/j.econmod.2013.02.006.
  7. 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, volume 39, issue C, pages 271-282, DOI: 10.1016/j.eneco.2013.04.014.
  8. 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, volume 23, issue C, pages 295-321, DOI: 10.1016/j.intfin.2012.09.007.
  9. 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), volume 10, issue 1, pages 121-148, April.
  10. Mehmet Balcilar & Abebe Beyene & Rangan Gupta & Monaheng Seleteng, 2013, "‘Ripple’ Effects in South African House Prices," Urban Studies, Urban Studies Journal Limited, volume 50, issue 5, pages 876-894, April, DOI: 10.1177/0042098012458551.
  11. 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, volume 44, issue 2, pages 387-417, April, DOI: 10.1007/s00181-011-0536-2.
  12. Mehmet Balcilar & Zeynel Ozdemir, 2013, "The export-output growth nexus in Japan: a bootstrap rolling window approach," Empirical Economics, Springer, volume 44, issue 2, pages 639-660, April, DOI: 10.1007/s00181-012-0562-8.
  13. 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, volume 22, issue 2, pages 203-219, January, DOI: 10.1080/10835547.2013.12092078.
  14. Satis Devkota & Mukti Upadhyay, 2013, "Agricultural Productivity and Poverty Reduction in Nepal," Review of Development Economics, Wiley Blackwell, volume 17, issue 4, pages 732-746, November.

2012

  1. Shahbaz, Muhammad & Zeshan, Muhammad & Afza, Talat, 2012, "Is energy consumption effective to spur economic growth in Pakistan? New evidence from bounds test to level relationships and Granger causality tests," Economic Modelling, Elsevier, volume 29, issue 6, pages 2310-2319, DOI: 10.1016/j.econmod.2012.06.027.
  2. Bahaudin G. Mujtaba & Arif Sikander & Naveed Akhtar & Talat Afza, 2012, "Business Ethics of Pakistanis in Islamabad and Lahore: Do Age, Gender and Data Collection Processes Make a Difference?," International Journal of Learning and Development, Macrothink Institute, volume 2, issue 3, pages 325-341, June.
  3. 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, volume 4, issue 2, pages 172-201.
  4. Ismail H. Genc & Mehmet Balcilar, 2012, "Effectiveness of Inflation Targeting in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue S5, pages 35-47, November.

2011

  1. Talat Afza & Atia Alam, 2011, "Corporate derivatives and foreign exchange risk management," Journal of Risk Finance, Emerald Group Publishing Limited, volume 12, issue 5, pages 409-420, November, DOI: 10.1108/15265941111176145.
  2. Dr. Bahaudin G. Mujtaba & Prof. Dr. Talat Afza, 2011, "Business Ethics Perceptions of Public and Private Sector Respondents in Pakistan," Far East Journal of Psychology and Business, Far East Research Centre, volume 3, issue 1, pages 1-11, April.
  3. Talat Afza, 2011, "Working Capital Management Efficiency of Cement Sector of Pakistan," Journal of Economics and Behavioral Studies, AMH International, volume 2, issue 5, pages 223-235, DOI: 10.22610/jebs.v2i5.240.
  4. 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, volume 14, pages 269-296, November.
  5. 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, volume 28, issue 1-2, pages 664-671, January.
  6. 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, volume 28, issue 3, pages 891-899, May.

2010

  1. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Arslanturk, Yalcin, 2010, "Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window," Energy Economics, Elsevier, volume 32, issue 6, pages 1398-1410, November.

2009

  1. Abdul Raheman & Abdul Qayyum & Talat Afza, 2009, "Efficiency Dynamics of Sugar Industry of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 48, issue 4, pages 921-938.

2008

  1. Abdul Raheman & Talat Afza & Abdul Qayyum & Mahmood Ahmed Bodla, 2008, "Estimating Total Factor Productivity and Its Components: Evidence from Major Manufacturing Industries of Pakistan," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 47, issue 4, pages 677-694.

2005

  1. 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, volume 41, issue 1, pages 6-28, January.

2004

  1. Mehmet Balcilar, 2004, "Persistence in Inflation: Does Aggregation Cause Long Memory?," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 40, issue 5, pages 25-56, September.

2003

  1. Mehmet Balcilar, 2003, "Multifractality of the Istanbul and Moscow Stock Market Returns," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 39, issue 2, pages 5-46, March.

Chapters

2022

  1. Mehmet Balcilar & Ojonugwa Usman & David Roubaud, 2022, "How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions?," Springer Books, Springer, chapter 0, in: Christos Floros & Ioannis Chatziantoniou, "Applications in Energy Finance", DOI: 10.1007/978-3-030-92957-2_4.

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