Content
2019
- 15-49 Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?
by Mehmet Balcilar & David Roubaud & Ojonugwa Usman & Mark E. Wohar - 15-48 Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh - 15-47 Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Mark E. Wohar
2018
- 15-46 Dynamic return and volatility spillovers among S&P 500, crude oil and gold
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir - 15-45 Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis
by Mehmet Balcilar & Usman Ojonugwa - 15-44 The Long-run Effect of Geopolitical Risks on Insurance Premiums
by Godwin Olasehinde-Williams & Mehmet Balcilar - 15-43 Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa
by Mehmet Balcilar & Berkan Tokar & Godwin Olasehinde-Williams - 15-42 Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices
by Mehmet Balcilar & Festus Victor Bekun - 15-41 Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Huseyin Ozdemir & Muhammad Shahbaz - 15-40 Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality
by Godwin Olasehinde-Williams & Mehmet Balcilar - 15-39 Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan
by Mehmet Balcilar & Godwin Olasehinde-Williams & Muhammad Shahbaz - 15-38 Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence
by Firat Emir & Mehmet Balcilar & Muhammad Shahbaz - 15-37 The Dynamics of Energy Intensity Convergence in the EU-28 Countries
by Mehmet Balcilar & Firat Emir - 15-36 The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees
by Mehmet Balcilar & Jeffrey B. Nugent - 15-35 On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz - 15-34 The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters
by Mehmet Balcilar & Zeynel Abidin Ozdemir
2017
- 15-33 The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters
by Mehmet Balcilar & Zeynel Abidin Ozdemir - 15-32 A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters
by Mehmet Balcilar & Zeynel Abidin Ozdemir - 15-31 Does Inflation Cause Gold Prices? Evidence from G7 Countries
by Mehmet Balcilar & Zeynel Abidin Ozdemir & Muhammad Shahbaz & Serkan Gunes
2016
- 15-30 The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests
by Mehmet Balcilar & Rangan Gupta & Ýsmail H. Gençb - 15-29 Does speculation in the oil market drive investor herding in net exporting nations?
by Mehmet Balcilar & Riza Demirer & Talat Ulussever
2015
- 15-08 Forecasting Core Inflation: The Case of South Africa
by Franz Ruch & Mehmet Balcilar Author-Name-First Mehmet & Mampho P. Modise & Rangan Gupta - 15-07 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta - 15-06 Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
by Mehmet Balcilar & Rangan Gupta & Renee van Eyden & Kirsten Thompson - 15-05 Do Precious Metal Prices Help in Forecasting South African Inflation?
by Mehmet Balcilar & NICO KATZKE & Rangan Gupta - 15-04 Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
by Mehmet Balcilar & Rangan Gupta & Charl Jooste & Omid Ranjbar - 15-03 Identifying Periods of US Housing Market Explosivity
by Mehmet Balcilar & Rangan Gupta & Nico Frederick Katzke - 15-02 The Role Of News-Based Uncertainty Indices In Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
by Mehmet Balcilar & Rangan Gupta & STELIOS BEKIROS
2014
- 15-25 Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel - 15-24 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
by Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir - 15-22 Housing and the Business Cycle in South Africa
by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Adel Bosch & Rangan Gupta - 15-21 Forecasting Aggregate Retail Sales: The Case of South Africa
by Goodness C. Aye & Mehmet Balcilar Author-Name-First Mehmet & Rangan Gupta & Anandamayee Majumdar - 15-20 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
by Mehmet Balcilar & Charl Jooste & Shawkat Hammoudeh & Rangan Gupta & Vassilios Babalos - 15-19 Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
by Pejman Bahramian & Mehmet Balcilar & Rangan Gupta & Patrick T. kanda - 15-18 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden - 15-17 The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 15-16 House Values and Proximity to a Landfill: A Quantile Regression Framework
by Mario du Preez & Mehmet Balcilar & Aarifah Razak & Steven F. Koch & Rangan Gupta - 15-15 Revisiting Herding Behavior in REITs: A RegimeSwitching Approach
by Vassilios Babalos & Mehmet Balcilar & Rangan Gupta & Nikolaos Philippas - 15-13 The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
by Mehmet Balcilar & Reneé van Eyden & Josine Uwilingiye & Rangan Gupta - 15-12 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
by Mehmet Balcilar & Rangan Gupta & Charl Jooste - 15-11 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
by Mehmet Balcilar & Kirsten Thompson & Rangan Gupta & Renee van Eyden - 15-10 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
by Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen - 15-09 Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
by Mehmet Balcilar & Rangan Gupta & Charl Jooste
2012
- 15-27 The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
by Mehmet Balcilar & Rangan Gupta & Stephen M. Miller - 15-26 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode
by Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye
2011
- 15-28 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
by Zeynel Abidin Ozdemir & Mehmet Balcilar & Aysit Tansel
2010
- 15-01 Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
by Mehmet Balcilar & Rangan Gupta & Anandamayee Majumdar & Stephen Miller
2007
- 15-50 Point Optimal Invariant Tests of a Unit Root in Models with Structural Change
by Mehmet Balcilar