Details about Mehmet Balcilar

Access statistics for papers by Mehmet Balcilar.

Last updated 2024-02-14. Update your information in the RePEc Author Service.

Short-id: pba722

Working Papers

2023

1. Effect of Temperature on the Spread of Contagious Diseases: Evidence from over 2000 Years of Data
   Working Papers, University of Pretoria, Department of Economics

2022

2. Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis
   Working Papers, Economic Research Forum
3. How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?
   IZA Discussion Papers, Institute of Labor Economics (IZA)
4. 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 View citations (4)
   See also Journal Article Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data, Energies, MDPI (2022) View citations (2) (2022)
5. On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal, Resources Policy, Elsevier (2023) View citations (2) (2023)
6. Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions
   Working Papers, University of Pretoria, Department of Economics View citations (5)
   See also Journal Article Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions, Resources Policy, Elsevier (2022) View citations (1) (2022)

2021

7. Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century, Mathematics, MDPI (2023) View citations (9) (2023)
8. Effectives of Monetary Policy under the High and Low Economic Uncertainty States: Evidence from the Major Asian Economies
   IZA Discussion Papers, Institute of Labor Economics (IZA)
9. El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements
   Working Papers, University of Pretoria, Department of Economics View citations (3)
   See also Journal Article El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Sustainability, MDPI (2021) View citations (5) (2021)
10. Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Evolving United States stock market volatility: The role of conventional and unconventional monetary policies, The North American Journal of Economics and Finance, Elsevier (2022) View citations (6) (2022)
11. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning
    Working Papers, University of Pretoria, Department of Economics View citations (2)

2020

12. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    See also Journal Article High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment, Journal of Behavioral Finance, Taylor & Francis Journals (2021) View citations (6) (2021)
13. Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio, International Review of Economics & Finance, Elsevier (2021) (2021)
14. The Impact of Uncertainty Shocks in South Africa: The Role of Financial Regimes
    Working Papers, University of Pretoria, Department of Economics View citations (2)
15. 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
    See also Journal Article 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 (2021) View citations (6) (2021)
16. Time-Varying Impact of Pandemics on Global Output Growth
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Time-varying impact of pandemics on global output growth, Finance Research Letters, Elsevier (2021) View citations (5) (2021)
17. Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times
    IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (13)

2019

18. Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets
    Working Papers, Eastern Mediterranean University, Department of Economics
    See also Journal Article Fed’s unconventional monetary policy and risk spillover in the US financial markets, The Quarterly Review of Economics and Finance, Elsevier (2020) View citations (7) (2020)
19. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Oil price uncertainty and movements in the US government bond risk premia, The North American Journal of Economics and Finance, Elsevier (2020) View citations (24) (2020)
20. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (38)
    See also Journal Article Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets, Energy Policy, Elsevier (2019) View citations (41) (2019)
21. 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 View citations (2)
22. The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article 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. (2022) (2022)
23. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach
    Working Papers, University of Pretoria, Department of Economics
24. 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 View citations (1)
    See also Journal Article 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 (2022) View citations (2) (2022)
25. 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
    See also Journal Article Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains, Empirical Economics, Springer (2021) View citations (4) (2021)
26. 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 View citations (2)
    See also Journal Article 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 (2021) (2021)

2018

27. A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    See also Journal Article A wavelet analysis of the relationship between oil and natural gas prices, Resources Policy, Elsevier (2019) View citations (26) (2019)
28. Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan
    Working Papers, Eastern Mediterranean University, Department of Economics
    See also Journal Article 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 (2019) View citations (5) (2019)
29. Asymmetric Effects of Inequality on Per Capita Real GDP of the United States
    Working Papers, University of Pretoria, Department of Economics View citations (1)
30. Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (7)
31. Dynamic return and volatility spillovers among S&P 500, crude oil and gold
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
    See also Journal Article Dynamic return and volatility spillovers among S&P 500, crude oil, and gold, International Journal of Finance & Economics, John Wiley & Sons, Ltd. (2021) View citations (17) (2021)
32. 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 View citations (1)
33. Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (1)
    See also Journal Article Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa, Journal of Development Effectiveness, Taylor & Francis Journals (2020) View citations (2) (2020)
34. 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 View citations (4)
35. Firm-Level Political Risk and Asymmetric Volatility
    Working Papers, University of Pretoria, Department of Economics View citations (13)
    See also Journal Article Firm-level political risk and asymmetric volatility, The Journal of Economic Asymmetries, Elsevier (2018) View citations (13) (2018)
36. Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Income inequality and economic growth: A re‐examination of theory and evidence, Review of Development Economics, Wiley Blackwell (2021) View citations (10) (2021)
37. Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (1)
38. Insurance-Growth Nexus in Africa
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article Insurance-growth nexus in Africa, The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan (2020) View citations (3) (2020)
39. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics
40. 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 View citations (5)
    See also Journal Article 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. (2019) View citations (19) (2019)
41. Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices
    Working Papers, Eastern Mediterranean University, Department of Economics
    See also Journal Article Spillover dynamics across price inflation and selected agricultural commodity prices, Journal of Economic Structures, Springer (2020) View citations (7) (2020)
42. Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states, The Journal of Economic Asymmetries, Elsevier (2019) View citations (2) (2019)
43. The Dynamics of Energy Intensity Convergence in the EU-28 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (1)
44. The Long-run Effect of Geopolitical Risks on Insurance Premiums
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
45. The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees
    Working Papers, Eastern Mediterranean University, Department of Economics
    See also Journal Article The migration of fear: An analysis of migration choices of Syrian refugees, The Quarterly Review of Economics and Finance, Elsevier (2019) View citations (12) (2019)
46. The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa
    Working Papers, University of Pretoria, Department of Economics View citations (15)
    See also Journal Article The synergistic effect of insurance and banking sector activities on economic growth in Africa, Economic Systems, Elsevier (2018) View citations (12) (2018)
47. The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method
    MPRA Paper, University Library of Munich, Germany View citations (24)
    See also Journal Article The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method, Renewable Energy, Elsevier (2018) View citations (25) (2018)
48. 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 View citations (1)

2017

49. 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
    See also Journal Article A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters, Empirica, Springer (2020) View citations (3) (2020)
50. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (286)
    See also Journal Article Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Economic Modelling, Elsevier (2017) View citations (334) (2017)
51. 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
52. Date-stamping US housing market explosivity
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel)
    See also Journal Article Date-stamping US housing market explosivity, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2018) View citations (4) (2018)
53. 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
    See also Journal Article 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 (2018) View citations (7) (2018)
54. Does Inflation Cause Gold Prices? Evidence from G7 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics
55. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach
    MPRA Paper, University Library of Munich, Germany View citations (43)
    See also Journal Article Does oil predict gold? A nonparametric causality-in-quantiles approach, Resources Policy, Elsevier (2017) View citations (36) (2017)
56. Economic Policy Uncertainty and Insurance
    Working Papers, University of Pretoria, Department of Economics View citations (3)
57. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST, Advances in Decision Sciences, Asia University, Taiwan (2018) View citations (1) (2018)
58. Kuznets Curve for the US: A Reconsideration Using Cosummability
    Working Papers, University of Pretoria, Department of Economics View citations (4)
    See also Journal Article Kuznets Curve for the US: A Reconsideration Using Cosummability, Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer (2019) View citations (6) (2019)
59. Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
    Working papers, University of Connecticut, Department of Economics View citations (3)
    Also in Working Papers, University of Pretoria, Department of Economics (2017) View citations (2)
60. The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach
    Working papers, University of Connecticut, Department of Economics View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2016)
    See also Journal Article The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach, Quality & Quantity: International Journal of Methodology, Springer (2018) View citations (15) (2018)
61. 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
    See also Journal Article 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 (2018) View citations (66) (2018)
62. 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
63. Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test, International Review of Finance, International Review of Finance Ltd. (2018) View citations (1) (2018)

2016

64. A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
65. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
66. 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 View citations (17)
67. Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach, Journal of Economics and Finance, Springer (2018) View citations (7) (2018)
68. 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
    See also Journal Article Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations, Sustainability, MDPI (2017) View citations (27) (2017)
69. Do Terror Attacks Affect the Dollar-Pound Exchange Rate? A Nonparametric Causality-in-Quantiles Analysis
    Working Papers, University of Pretoria, Department of Economics View citations (9)
70. Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article Does country risks predict stock returns and volatility? Evidence from a nonparametric approach, Research in International Business and Finance, Elsevier (2017) View citations (13) (2017)
71. Does U.S. News Impact Asian Emerging Markets? Evidence from Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (4)
72. Does speculation in the oil market drive investor herding in net exporting nations?
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
73. Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics View citations (9)
74. 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 View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (2)
    See also Journal Article Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model, Empirical Economics, Springer (2017) View citations (3) (2017)
75. Geopolitical Risks and Stock Market Dynamics of the BRICS
    Working Papers, University of Pretoria, Department of Economics View citations (30)
    See also Journal Article Geopolitical risks and stock market dynamics of the BRICS, Economic Systems, Elsevier (2018) View citations (125) (2018)
76. LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
    Working Papers, University of Pretoria, Department of Economics View citations (27)
    See also Journal Article LPPLS bubble indicators over two centuries of the S&P 500 index, Physica A: Statistical Mechanics and its Applications, Elsevier (2016) View citations (20) (2016)
77. Periodically Collapsing Bubbles in the South African Stock Market
    Working Papers, University of Pretoria, Department of Economics View citations (22)
    See also Journal Article Periodically collapsing bubbles in the South African stock market, Research in International Business and Finance, Elsevier (2016) View citations (17) (2016)
78. 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 View citations (17)
    See also Journal Article 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 (2018) View citations (28) (2018)
79. The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective
    Working Papers, University of Pretoria, Department of Economics View citations (8)
    See also Journal Article The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective, Journal of Economics and Finance, Springer (2017) View citations (12) (2017)
80. The Effect of Investor Sentiment on Gold Market Dynamics
    Working Papers, University of Pretoria, Department of Economics
81. 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 View citations (1)
    See also Journal Article 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 (2020) View citations (1) (2020)
82. The Links between Crude Oil Prices and GCC Stock Markets: Evidence from Time-Varying Granger Causality Tests
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2016)
83. The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW Kiel) View citations (51)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (11)
    See also Journal Article The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach, Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), Kiel Institute for the World Economy (IfW Kiel) (2016) View citations (44) (2016)

2015

84. 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 View citations (7)
    See also Journal Article Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach, Applied Economics, Taylor & Francis Journals (2018) View citations (38) (2018)
85. Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
86. 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 View citations (1)
    See also Journal Article Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data, Energy Economics, Elsevier (2017) View citations (38) (2017)
87. Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) View citations (2)
    See also Journal Article Comparing the forecasting ability of financial conditions indices: The case of South Africa, The Quarterly Review of Economics and Finance, Elsevier (2018) View citations (9) (2018)
88. Do Precious Metal Prices Help in Forecasting South African Inflation?
    Working Papers, Stellenbosch University, Department of Economics View citations (1)
    Also in Working Papers, University of Pretoria, Department of Economics (2015)
    Working Papers, Eastern Mediterranean University, Department of Economics (2015)
    See also Journal Article Do precious metal prices help in forecasting South African inflation?, The North American Journal of Economics and Finance, Elsevier (2017) View citations (4) (2017)
89. 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 View citations (3)
    See also Journal Article Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test, Open Economies Review, Springer (2016) View citations (102) (2016)
90. Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics View citations (7)
    See also Journal Article Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test, Resources Policy, Elsevier (2016) View citations (165) (2016)
91. Forecasting Core Inflation: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015)
    See also Journal Article Forecasting core inflation: the case of South Africa, Applied Economics, Taylor & Francis Journals (2020) View citations (3) (2020)
92. Identifying Periods of US Housing Market Explosivity
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working Papers, Stellenbosch University, Department of Economics (2015) View citations (1)
    Working Papers, Eastern Mediterranean University, Department of Economics (2015) View citations (1)
93. International Stock Return Predictability: Is the Role of U.S. Time-Varying?
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (5)
    See also Journal Article International stock return predictability: Is the role of U.S. time-varying?, Empirica, Springer (2017) View citations (27) (2017)
94. 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
    See also Journal Article 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 (2017) View citations (10) (2017)
95. Persistence of precious metal prices: a fractional integration approach with structural breaks
    NCID Working Papers, Navarra Center for International Development, University of Navarra View citations (37)
    Also in Working Papers, University of Pretoria, Department of Economics (2014)
    See also Journal Article Persistence of precious metal prices: A fractional integration approach with structural breaks, Resources Policy, Elsevier (2015) View citations (36) (2015)
96. 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 View citations (5)
97. 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 View citations (2)
98. 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 View citations (11)
99. 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 View citations (13)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (38)
    See also Journal Article The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method, Empirical Economics, Springer (2017) View citations (139) (2017)
100. 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 View citations (2)
101. 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 View citations (6)
102. The South African Economic Response to Monetary Policy Uncertainty
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article South Africa’s economic response to monetary policy uncertainty, Journal of Economic Studies, Emerald Group Publishing Limited (2017) View citations (6) (2017)

2014

103. Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
     See also Journal Article 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 (2016) View citations (10) (2016)
104. Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
     Working Papers, Eastern Mediterranean University, Department of Economics
     Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2012)
     ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2012)
     MPRA Paper, University Library of Munich, Germany (2012) View citations (4)
     Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012) View citations (1)
     EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association (2013) View citations (1)
105. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
     See also Journal Article Are there long-run diversification gains from the Dow Jones Islamic finance index?, Applied Economics Letters, Taylor & Francis Journals (2015) View citations (7) (2015)
106. 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 View citations (1)
107. 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 View citations (21)
108. 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 View citations (6)
     See also Journal Article Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model, Emerging Markets Review, Elsevier (2015) View citations (19) (2015)
109. 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
     See also Journal Article Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test, Empirica, Springer (2018) View citations (1) (2018)
110. Dynamic Relationship between Oil Price and Inflation in South Africa
     Working Papers, University of Pretoria, Department of Economics View citations (3)
     See also Journal Article Dynamic Relationship Between Oil Price And Inflation In South Africa, Journal of Developing Areas, Tennessee State University, College of Business (2018) View citations (18) (2018)
111. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (9)
     Also in Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
     Working Papers, University of Pretoria, Department of Economics (2012) View citations (7)
     Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (5)
112. Forecasting Aggregate Retail Sales: The Case of South Africa
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
     See also Journal Article Forecasting aggregate retail sales: The case of South Africa, International Journal of Production Economics, Elsevier (2015) View citations (12) (2015)
113. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (10)
     See also Journal Article Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation, Applied Economics, Taylor & Francis Journals (2016) View citations (2) (2016)
114. Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
     Working papers, University of Connecticut, Department of Economics View citations (7)
     Also in Working Papers, University of Pretoria, Department of Economics (2013)
     See also Journal Article Forecasting US real private residential fixed investment using a large number of predictors, Empirical Economics, Springer (2016) View citations (4) (2016)
115. House Values and Proximity to a Landfill: A Quantile Regression Framework
     Working Papers, Eastern Mediterranean University, Department of Economics
     Also in Working Papers, University of Pretoria, Department of Economics (2014)
116. Housing and the Business Cycle in South Africa
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (22)
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)
     See also Journal Article Housing and the business cycle in South Africa, Journal of Policy Modeling, Elsevier (2014) View citations (17) (2014)
117. Is the Rand Really Decoupled from Economic Fundamentals?
     Working Papers, University of Pretoria, Department of Economics
118. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
     Working papers, University of Connecticut, Department of Economics View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
     See also Journal Article Regime switching model of US crude oil and stock market prices: 1859 to 2013, Energy Economics, Elsevier (2015) View citations (115) (2015)
119. Revisiting Herding Behavior in REITs: A Regime-Switching Approach
     Working Papers, University of Pretoria, Department of Economics View citations (2)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014)
120. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (5)
     See also Journal Article Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk, Energy Economics, Elsevier (2016) View citations (110) (2016)
121. Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
     Working Papers, University of Pretoria, Department of Economics View citations (9)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (2)
     Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (9)
     See also Journal Article Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach, Journal of International Financial Markets, Institutions and Money, Elsevier (2016) View citations (25) (2016)
122. 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
     Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
     Working papers, University of Connecticut, Department of Economics (2013) View citations (3)
123. The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (2)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (3)
124. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
     Working Papers, University of Pretoria, Department of Economics View citations (10)
125. The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) View citations (8)
126. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
     Working Papers, Eastern Mediterranean University, Department of Economics View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (4)
     See also Journal Article The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis, African Development Review, African Development Bank (2017) View citations (30) (2017)

2013

127. Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     See also Journal Article 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 (2015) View citations (24) (2015)
128. Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
     Working Papers, University of Pretoria, Department of Economics View citations (1)
     See also Journal Article Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests, Journal of Applied Economics, Taylor & Francis Journals (2015) View citations (20) (2015)
129. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
     Working Papers, Economic Research Forum View citations (5)
130. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
     Working Papers, University of Pretoria, Department of Economics View citations (9)
131. Housing and the Great Depression
     Working Papers, University of Pretoria, Department of Economics View citations (5)
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2013) View citations (5)
     Working papers, University of Connecticut, Department of Economics (2012) View citations (1)
     See also Journal Article Housing and the Great Depression, Applied Economics, Taylor & Francis Journals (2014) View citations (34) (2014)
132. Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article Military expenditure, economic growth and structural instability: a case study of South Africa, Defence and Peace Economics, Taylor & Francis Journals (2014) View citations (19) (2014)
133. 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 View citations (3)
134. 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 View citations (3)
     See also Journal Article 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 (2015) View citations (13) (2015)
135. Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     Also in Working papers, University of Connecticut, Department of Economics (2013) View citations (8)
     See also Journal Article Temporal causality between house prices and output in the US: A bootstrap rolling-window approach, The North American Journal of Economics and Finance, Elsevier (2015) View citations (80) (2015)
136. 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 View citations (11)
     See also Journal Article 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 (2016) View citations (92) (2016)
137. 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 View citations (2)
     See also Journal Article 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) (2013) View citations (2) (2013)
138. Time-Varying Causality between Research Output and Economic Growth in the US
     Working Papers, University of Pretoria, Department of Economics View citations (7)
     See also Journal Article Time-varying causality between research output and economic growth in US, Scientometrics, Springer (2014) View citations (31) (2014)
139. Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
     Working Papers, University of Pretoria, Department of Economics
     See also Journal Article Time-varying linkages between tourism receipts and economic growth in South Africa, Applied Economics, Taylor & Francis Journals (2014) View citations (25) (2014)
140. Was the Recent Downturn in US GDP Predictable?
     Working papers, University of Connecticut, Department of Economics
     Also in Working Papers, University of Nevada, Las Vegas , Department of Economics (2012)
     Working Papers, University of Pretoria, Department of Economics (2012)

2012

141. IS THE RELATIONSHIP BETWEEN MONETARY POLICY AND HOUSE PRICES ASYMMETRIC IN SOUTH AFRICA? EVIDENCE FROM A MARKOV-SWITCHING VECTOR AUTOREGRESSIVE MODEL
     Working Papers, University of Pretoria, Department of Economics View citations (8)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2012) View citations (6)
     Working Papers, Stellenbosch University, Department of Economics (2012) View citations (7)
142. Predicting BRICS Stock Returns Using ARFIMA Models
     Working Papers, University of Pretoria, Department of Economics View citations (6)
     See also Journal Article Predicting BRICS stock returns using ARFIMA models, Applied Financial Economics, Taylor & Francis Journals (2014) View citations (14) (2014)
143. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
     Working papers, University of Connecticut, Department of Economics View citations (3)
     Also in Working Papers, University of Pretoria, Department of Economics (2012) View citations (6)
     Working Papers, Eastern Mediterranean University, Department of Economics (2012) View citations (5)
     Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (3)
     See also Journal Article The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US, Applied Economics, Taylor & Francis Journals (2015) View citations (16) (2015)

2011

144. "Ripple" Effects in South African House Prices
     Working Papers, University of Pretoria, Department of Economics View citations (7)
145. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
     Working Papers, University of Nevada, Las Vegas , Department of Economics View citations (2)
     Also in Working Papers, Eastern Mediterranean University, Department of Economics (2010) View citations (1)
     Working papers, University of Connecticut, Department of Economics (2010) View citations (2)
     Working Papers, University of Pretoria, Department of Economics (2010)
     See also Journal Article Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes, Empirical Economics, Springer (2013) View citations (1) (2013)
146. International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
     IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (6)
     Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) View citations (7)
     Working Papers, Eastern Mediterranean University, Department of Economics (2011) View citations (1)
     ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2011) View citations (2)
     See also Journal Article INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS?, Bulletin of Economic Research, Wiley Blackwell (2013) View citations (3) (2013)
147. Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach
     Working Papers, University of Pretoria, Department of Economics View citations (13)

2010

148. 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 View citations (4)
     See also Journal Article An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa, Economic Modelling, Elsevier (2011) View citations (21) (2011)
149. Sources of Macroeconomic Fluctuations in MENA Countries
     MPRA Paper, University Library of Munich, Germany View citations (3)

2007

150. Point Optimal Invariant Tests of a Unit Root in Models with Structural Change
     Working Papers, Eastern Mediterranean University, Department of Economics

Journal Articles

2023

1. Assessing the Effects of Natural Resource Extraction on Carbon Emissions and Energy Consumption in Sub-Saharan Africa: A STIRPAT Model Approach
   Sustainability, 2023, 15, (12), 1-23 View citations (2)
2. Boosting Energy Efficiency in Turkey: The Role of Public–Private Partnership Investment
   Sustainability, 2023, 15, (3), 1-16 View citations (2)
3. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century
   Mathematics, 2023, 11, (9), 1-21 View citations (9)
   See also Working Paper Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century, Working Papers (2021) (2021)
4. Environmental sustainability in the OECD: The power of digitalization, green innovation, renewable energy and financial development
   Telecommunications Policy, 2023, 47, (6) View citations (28)
5. Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1
   Journal of International Financial Markets, Institutions and Money, 2023, 82, (C) View citations (21)
6. Housing price uncertainty and housing prices in the UK in a time-varying environment
   Empirica, 2023, 50, (2), 523-549
7. Investing green for sustainable development without ditching economic growth
   Sustainable Development, 2023, 31, (2), 728-743 View citations (4)
8. Is causality between globalization and energy consumption bidirectional or unidirectional in top and bottom globalized economies?
   International Journal of Finance & Economics, 2023, 28, (2), 1939-1964 View citations (5)
9. Nexus between renewable energy consumption, economic growth, and CO2 emissions in Algeria: New evidence from the Fourier‐Bootstrap ARDL approach
   Natural Resources Forum, 2023, 47, (3), 393-412
10. On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects
    JRFM, 2023, 16, (1), 1-15 View citations (2)
11. On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal
    Resources Policy, 2023, 85, (PB) View citations (2)
    See also Working Paper On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal, Working Papers (2022) (2022)
12. Operational behaviours of multinational corporations, renewable energy transition, and environmental sustainability in Africa: Does the level of natural resource rents matter?
    Resources Policy, 2023, 81, (C) View citations (22)
13. Productivity and GDP: international evidence of persistence and trends over 130 years of data
    Empirical Economics, 2023, 64, (3), 1219-1246 View citations (2)
14. Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development
    Sustainability, 2023, 15, (11), 1-20

2022

15. Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey
    Scottish Journal of Political Economy, 2022, 69, (1), 37-59 View citations (1)
16. Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies
    Empirical Economics, 2022, 63, (4), 1741-1769 View citations (4)
17. 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, 2022, 604, (C) View citations (12)
18. Evolving United States stock market volatility: The role of conventional and unconventional monetary policies
    The North American Journal of Economics and Finance, 2022, 60, (C) View citations (6)
    See also Working Paper Evolving United States Stock Market Volatility: The Role of Conventional and Unconventional Monetary Policies, Working Papers (2021) (2021)
19. Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach
    Mathematics, 2022, 10, (10), 1-21 View citations (2)
20. Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data
    Energies, 2022, 15, (22), 1-26 View citations (2)
    See also Working Paper Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data, Working Papers (2022) View citations (4) (2022)
21. On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors
    Sustainability, 2022, 14, (4), 1-23 View citations (4)
22. On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets
    Energies, 2022, 15, (5), 1-18 View citations (9)
23. Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions
    Resources Policy, 2022, 79, (C) View citations (1)
    See also Working Paper Rare Disaster Risks and Gold over 700 Years: Evidence from Nonparametric Quantile Regressions, Working Papers (2022) View citations (5) (2022)
24. The COVID-19 effects on agricultural commodity markets
    Agrekon, 2022, 61, (3), 239-265 View citations (3)
25. The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach
    Emerging Markets Finance and Trade, 2022, 58, (4), 1008-1026 View citations (2)
    See also Working Paper The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach, Working Papers (2019) View citations (1) (2019)
26. The investment volatility-dampening role of foreign aid in poor sub-Saharan African countries
    The Journal of International Trade & Economic Development, 2022, 31, (5), 798-809 View citations (2)
27. The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress
    The North American Journal of Economics and Finance, 2022, 63, (C) View citations (4)
28. The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis
    International Journal of Finance & Economics, 2022, 27, (2), 1979-1988
    See also Working Paper The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis, Working Papers (2019) (2019)
29. U.S. monetary policy and the predictability of global economic synchronization patterns
    Journal of Economics and Finance, 2022, 46, (3), 473-492 View citations (2)
30. Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning
    Journal of Forecasting, 2022, 41, (6), 1049-1064 View citations (3)

2021

31. Are long-run income and price elasticities of oil demand time-varying? New evidence from BRICS countries
    Energy, 2021, 229, (C) View citations (1)
32. 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, 2021, 79, (C), 290-302 View citations (9)
33. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach
    Resources Policy, 2021, 73, (C) View citations (134)
34. Dynamic return and volatility spillovers among S&P 500, crude oil, and gold
    International Journal of Finance & Economics, 2021, 26, (1), 153-170 View citations (17)
    See also Working Paper Dynamic return and volatility spillovers among S&P 500, crude oil and gold, Working Papers (2018) View citations (2) (2018)
35. El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements
    Sustainability, 2021, 13, (14), 1-23 View citations (5)
    See also Working Paper El Nino, La Nina, and the Forecastability of the Realized Variance of Heating Oil Price Movements, Working Papers (2021) View citations (3) (2021)
36. Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis
    Energy, 2021, 229, (C) View citations (12)
37. Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold
    Mathematics, 2021, 9, (8), 1-20 View citations (2)
38. High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment
    Journal of Behavioral Finance, 2021, 22, (4), 490-498 View citations (6)
    See also Working Paper High-Frequency Predictability of Housing Market Movements of the United States: The Role of Economic Sentiment, Working Papers (2020) View citations (3) (2020)
39. Housing sector and economic policy uncertainty: A GMM panel VAR approach
    International Review of Economics & Finance, 2021, 76, (C), 114-126 View citations (9)
40. Income inequality and economic growth: A re‐examination of theory and evidence
    Review of Development Economics, 2021, 25, (2), 737-757 View citations (10)
    See also Working Paper Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence, Working Papers (2018) (2018)
41. Linking U.S. State-level housing market returns, and the consumption-(Dis)Aggregate wealth ratio
    International Review of Economics & Finance, 2021, 71, (C), 779-810
    See also Working Paper Linking U.S. State-Level Housing Market Returns and the Consumption-(Dis)Aggregate Wealth Ratio, Working Papers (2020) View citations (1) (2020)
42. Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries
    Tourism Economics, 2021, 27, (5), 971-990 View citations (3)
43. 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, 2021, 98, (C) View citations (14)
44. Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets
    Economic Modelling, 2021, 102, (C) View citations (14)
45. Testing the asymmetric effects of exchange rate pass‐through in BRICS countries: Does the state of the economy matter?
    The World Economy, 2021, 44, (1), 188-233 View citations (11)
46. The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy
    Sustainability, 2021, 13, (22), 1-16
47. Time-varying evidence of predictability of financial stress in the United States over a century: The role of inequality
    Structural Change and Economic Dynamics, 2021, 57, (C), 87-92 View citations (6)
    See also Working Paper Time-Varying Evidence of Predictability of Financial Stress in the United States over a Century: The Role of Inequality, Working Papers (2020) (2020)
48. Time-varying impact of pandemics on global output growth
    Finance Research Letters, 2021, 41, (C) View citations (5)
    See also Working Paper Time-Varying Impact of Pandemics on Global Output Growth, Working Papers (2020) View citations (4) (2020)
49. Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains
    Empirical Economics, 2021, 61, (6), 2963-2983 View citations (4)
    See also Working Paper Time-Varying Relationship between Conventional and Unconventional Monetary Policies and Risk Aversion: International Evidence from Time- and Frequency-Domains, Working Papers (2019) (2019)
50. 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, 2021, 62, (1), 81-107
    See also Working Paper What can Fifty-Two Collateralizable Wealth Measures tell us about Future Housing Market Returns? Evidence from U.S. State-Level Data, Working Papers (2019) View citations (2) (2019)

2020

51. A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters
    Empirica, 2020, 47, (3), 611-641 View citations (3)
    See also Working Paper A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters, Working Papers (2017) (2017)
52. Asymmetric effects of inequality on real output levels of the United States
    Eurasian Economic Review, 2020, 10, (1), 47-69 View citations (1)
53. Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index
    Agrekon, 2020, 59, (3), 366-385 View citations (8)
54. Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies
    Research in International Business and Finance, 2020, 53, (C) View citations (6)
55. Examining the interactive growth effect of development aid and institutional quality in Sub-Saharan Africa
    Journal of Development Effectiveness, 2020, 12, (4), 361-376 View citations (2)
    See also Working Paper Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa, Working Papers (2018) View citations (1) (2018)
56. Fed’s unconventional monetary policy and risk spillover in the US financial markets
    The Quarterly Review of Economics and Finance, 2020, 78, (C), 42-52 View citations (7)
    See also Working Paper Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets, Working Papers (2019) (2019)
57. Forecasting core inflation: the case of South Africa
    Applied Economics, 2020, 52, (28), 3004-3022 View citations (3)
    See also Working Paper Forecasting Core Inflation: The Case of South Africa, Working Papers (2015) (2015)
58. Insurance and economic policy uncertainty
    Research in International Business and Finance, 2020, 54, (C) View citations (19)
59. Insurance-growth nexus in Africa
    The Geneva Papers on Risk and Insurance - Issues and Practice, 2020, 45, (2), 335-360 View citations (3)
    See also Working Paper Insurance-Growth Nexus in Africa, Working Papers (2018) View citations (1) (2018)
60. Oil price uncertainty and movements in the US government bond risk premia
    The North American Journal of Economics and Finance, 2020, 52, (C) View citations (24)
    See also Working Paper Oil Price Uncertainty and Movements in the US Government Bond Risk Premia, Working Papers (2019) View citations (2) (2019)
61. 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, 2020, 22, (8), 8097-8134 View citations (18)
62. Spillover dynamics across price inflation and selected agricultural commodity prices
    Journal of Economic Structures, 2020, 9, (1), 1-17 View citations (7)
    See also Working Paper Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices, Working Papers (2018) (2018)
63. Spillover effects in oil-related CDS markets during and after the sub-prime crisis
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (12)
64. 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, 2020, 54, (4), 55-73 View citations (1)
    See also Working Paper The Effectiveness of Monetary Policy in South Africa under Inflation Targeting: Evidence from a Time-Varying Factor-Augmented Vector Autoregressive Model, Working Papers (2016) View citations (1) (2016)
65. 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, 2020, (1), 151-172 View citations (4)
66. The effect of global and regional stock market shocks on safe haven assets
    Structural Change and Economic Dynamics, 2020, 54, (C), 297-308 View citations (15)

2019

67. A wavelet analysis of the relationship between oil and natural gas prices
    Resources Policy, 2019, 60, (C), 118-124 View citations (26)
    See also Working Paper A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices, Working Papers (2018) View citations (10) (2018)
68. Asymmetric dynamics of insurance premium: the impact of monetary policy uncertainty on insurance premiums in Japan
    International Journal of Monetary Economics and Finance, 2019, 12, (3), 233-247 View citations (5)
    See also Working Paper Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan, Working Papers (2018) (2018)
69. Kuznets Curve for the US: A Reconsideration Using Cosummability
    Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2019, 142, (2), 827-843 View citations (6)
    See also Working Paper Kuznets Curve for the US: A Reconsideration Using Cosummability, Working Papers (2017) View citations (4) (2017)
70. On the time‐varying links between oil and gold: New insights from the rolling and recursive rolling approaches
    International Journal of Finance & Economics, 2019, 24, (3), 1047-1065 View citations (19)
    See also Working Paper On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches, Working Papers (2018) View citations (5) (2018)
71. 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, 2019, 142, (1), 65-82 View citations (5)
72. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
    Energy Policy, 2019, 134, (C) View citations (41)
    See also Working Paper Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets, Working Papers (2019) View citations (38) (2019)
73. Revisiting the Exchange Rate Pass‐Through to Inflation in Africa’s Two Largest Economies: Nigeria and South Africa
    African Development Review, 2019, 31, (2), 245-257 View citations (11)
74. Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states
    The Journal of Economic Asymmetries, 2019, 19, (C), - View citations (2)
    See also Working Paper Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States, Working Papers (2018) (2018)
75. The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe
    The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) View citations (13)
76. The impact of oil prices on the stock returns in Turkey: A TVP-VAR approach
    Physica A: Statistical Mechanics and its Applications, 2019, 535, (C) View citations (5)
77. The migration of fear: An analysis of migration choices of Syrian refugees
    The Quarterly Review of Economics and Finance, 2019, 73, (C), 95-110 View citations (12)
    See also Working Paper The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees, Working Papers (2018) (2018)
78. The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters
    Resources Policy, 2019, 61, (C), 572-584 View citations (11)
79. 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, 2019, 59, (C), 150-163 View citations (39)
80. 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, 2019, 534, (C) View citations (12)

2018

81. Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
    Applied Economics, 2018, 50, (53), 5712-5727 View citations (38)
    See also Working Paper Causal Effects of the United States and Japan on Pacific-Rim Stock Markets: Nonparametric Quantile Causality Approach, Working Papers (2015) View citations (7) (2015)
82. Comparing the forecasting ability of financial conditions indices: The case of South Africa
    The Quarterly Review of Economics and Finance, 2018, 69, (C), 245-259 View citations (9)
    See also Working Paper Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa, Working Papers (2015) View citations (6) (2015)
83. Current account sustainability in G7 and BRICS: Evidence from a long-memory model with structural breaks
    The Journal of International Trade & Economic Development, 2018, 27, (6), 638-654 View citations (8)
84. Date-stamping US housing market explosivity
    Economics - The Open-Access, Open-Assessment E-Journal (2007-2020), 2018, 12, 1-33 View citations (4)
    See also Working Paper Date-stamping US housing market explosivity, Economics Discussion Papers (2017) (2017)
85. Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality-in-quantiles test
    Empirica, 2018, 45, (1), 29-47 View citations (1)
    See also Working Paper Did Baltic stock markets offer diversification benefits during the recent financial turmoil? Novel evidence from a nonparametric causality in quantiles test, Working Papers (2014) (2014)
86. Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach
    Journal of Economics and Finance, 2018, 42, (2), 339-351 View citations (7)
    See also Working Paper Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach, Working Papers (2016) (2016)
87. Distribution specific dependence and causality between industry-level U.S. credit and stock markets
    Journal of International Financial Markets, Institutions and Money, 2018, 52, (C), 114-133 View citations (10)
88. 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, 2018, 50, (17), 1891-1909 View citations (7)
    See also Working Paper 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 (2017) (2017)
89. Dynamic Relationship Between Oil Price And Inflation In South Africa
    Journal of Developing Areas, 2018, 52, (2), 73-93 View citations (18)
    See also Working Paper Dynamic Relationship between Oil Price and Inflation in South Africa, Working Papers (2014) View citations (3) (2014)
90. Firm-level political risk and asymmetric volatility
    The Journal of Economic Asymmetries, 2018, 18, (C), - View citations (13)
    See also Working Paper Firm-Level Political Risk and Asymmetric Volatility, Working Papers (2018) View citations (13) (2018)
91. Geopolitical risks and stock market dynamics of the BRICS
    Economic Systems, 2018, 42, (2), 295-306 View citations (125)
    See also Working Paper Geopolitical Risks and Stock Market Dynamics of the BRICS, Working Papers (2016) View citations (30) (2016)
92. IS WINE A SAFE-HAVEN? EVIDENCE FROM A NONPARAMETRIC CAUSALITY-IN-QUANTILES TEST
    Advances in Decision Sciences, 2018, 22, (1), 95-114 View citations (1)
    See also Working Paper Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2017) (2017)
93. On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach
    Energy Economics, 2018, 74, (C), 813-827 View citations (20)
94. PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST
    Bulletin of Economic Research, 2018, 70, (1), 74-87 View citations (26)
95. Terror attacks and stock-market fluctuations: evidence based on a nonparametric causality-in-quantiles test for the G7 countries
    The European Journal of Finance, 2018, 24, (4), 333-346 View citations (28)
    See also Working Paper Terror Attacks and Stock-Market Fluctuations: Evidence Based on a Nonparametric Causality-in-Quantiles Test for the G7 Countries, Working Papers (2016) View citations (17) (2016)
96. The relationship between the inflation rate and inequality across U.S. states: a semiparametric approach
    Quality & Quantity: International Journal of Methodology, 2018, 52, (5), 2413-2425 View citations (15)
    See also Working Paper The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach, Working papers (2017) View citations (2) (2017)
97. The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method
    Renewable Energy, 2018, 126, (C), 594-604 View citations (25)
    See also Working Paper The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method, MPRA Paper (2018) View citations (24) (2018)
98. 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, 2018, 45, (C), 52-71 View citations (66)
    See also Working Paper The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2017) (2017)
99. The synergistic effect of insurance and banking sector activities on economic growth in Africa
    Economic Systems, 2018, 42, (4), 637-648 View citations (12)
    See also Working Paper The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa, Working Papers (2018) View citations (15) (2018)
100. Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
     International Review of Finance, 2018, 18, (3), 495-506 View citations (1)
     See also Working Paper Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test, Working Papers (2017) View citations (2) (2017)

2017

101. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
     Resources Policy, 2017, 53, (C), 208-218 View citations (83)
102. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
     Economic Modelling, 2017, 64, (C), 74-81 View citations (334)
     See also Working Paper Can volume predict Bitcoin returns and volatility? A quantiles-based approach, Post-Print (2017) View citations (286) (2017)
103. Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data
     Energy Economics, 2017, 61, (C), 72-86 View citations (38)
     See also Working Paper Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data, Working Papers (2015) View citations (1) (2015)
104. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
     Sustainability, 2017, 9, (10), 1-18 View citations (27)
     See also Working Paper Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations, Working Papers (2016) (2016)
105. Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test
     International Review of Economics & Finance, 2017, 48, (C), 269-279 View citations (4)
106. Do precious metal prices help in forecasting South African inflation?
     The North American Journal of Economics and Finance, 2017, 40, (C), 63-72 View citations (4)
     See also Working Paper Do Precious Metal Prices Help in Forecasting South African Inflation?, Working Papers (2015) View citations (1) (2015)
107. Does country risks predict stock returns and volatility? Evidence from a nonparametric approach
     Research in International Business and Finance, 2017, 42, (C), 1173-1195 View citations (13)
     See also Working Paper Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach, Working Papers (2016) View citations (2) (2016)
108. Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test
     Finance Research Letters, 2017, 21, (C), 126-131 View citations (11)
109. Does oil predict gold? A nonparametric causality-in-quantiles approach
     Resources Policy, 2017, 52, (C), 257-265 View citations (36)
     See also Working Paper Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach, MPRA Paper (2017) View citations (43) (2017)
110. Does speculation in the oil market drive investor herding in emerging stock markets?
     Energy Economics, 2017, 65, (C), 50-63 View citations (36)
111. Financial integration in small Islands: The case of Cyprus
     International Review of Economics & Finance, 2017, 47, (C), 201-219 View citations (1)
112. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
     Empirical Economics, 2017, 53, (1), 117-135 View citations (3)
     See also Working Paper Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model, School of Economics Macroeconomic Discussion Paper Series (2016) View citations (2) (2016)
113. Impact of macroeconomic factors and country risk ratings on GCC stock markets: evidence from a dynamic panel threshold model with regime switching
     Applied Economics, 2017, 49, (13), 1255-1272 View citations (18)
114. International stock return predictability: Is the role of U.S. time-varying?
     Empirica, 2017, 44, (1), 121-146 View citations (27)
     See also Working Paper International Stock Return Predictability: Is the Role of U.S. Time-Varying?, Working Papers (2015) View citations (4) (2015)
115. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
     Applied Economics, 2017, 49, (11), 1047-1054 View citations (23)
116. 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, 2017, 14, (4), 691-700 View citations (10)
     See also Working Paper On Exchange-Rate Movements and Gold-Price Fluctuations: Evidence for Gold-Producing Countries from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) (2015)
117. South Africa’s economic response to monetary policy uncertainty
     Journal of Economic Studies, 2017, 44, (2), 282-293 View citations (6)
     See also Working Paper The South African Economic Response to Monetary Policy Uncertainty, Working Papers (2015) (2015)
118. Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma
     Ege Academic Review, 2017, 17, (1), 147-160
119. Testing the dependency theory on small island economies: The case of Cyprus
     Economic Modelling, 2017, 61, (C), 1-11 View citations (9)
120. The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach
     Journal of Applied Economics, 2017, 20, (1), 105-120 View citations (1)
     Also in Journal of Applied Economics, 2017, 20, 105-120 (2017) View citations (1)
121. The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis
     African Development Review, 2017, 29, (2), 319-336 View citations (30)
     See also Working Paper The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis, Working Papers (2014) View citations (3) (2014)
122. The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective
     Journal of Economics and Finance, 2017, 41, (4), 774-793 View citations (12)
     See also Working Paper The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective, Working Papers (2016) View citations (8) (2016)
123. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach
     Resources Policy, 2017, 51, (C), 77-84 View citations (52)
124. The impact of US policy uncertainty on the monetary effectiveness in the Euro area
     Journal of Policy Modeling, 2017, 39, (6), 1052-1064 View citations (27)
125. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
     Empirical Economics, 2017, 53, (3), 879-889 View citations (139)
     See also Working Paper THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD, Working Papers (2015) View citations (13) (2015)

2016

126. Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter
     Journal of Developing Areas, 2016, 50, (1), 47-57 View citations (10)
     See also Working Paper Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter, Working Papers (2014) View citations (3) (2014)
127. Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del blocco della spesa
     Economia Internazionale / International Economics, 2016, 69, (1), 11-32
128. Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test
     Regional Studies, 2016, 50, (10), 1728-1741 View citations (24)
129. Characterising the South African business cycle: is GDP difference-stationary or trend-stationary in a Markov-switching setup? - Il ciclo economico del Sud Africa: il PIL è stazion ario alle differenze o stazionario nel trend in un modello Markov-switching?
     Economia Internazionale / International Economics, 2016, 69, (1), 33-44
130. Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test
     Open Economies Review, 2016, 27, (2), 229-250 View citations (102)
     See also Working Paper Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) View citations (3) (2015)
131. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
     Resources Policy, 2016, 49, (C), 74-80 View citations (165)
     See also Working Paper Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test, Working Papers (2015) View citations (7) (2015)
132. Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns
     The Journal of Real Estate Finance and Economics, 2016, 52, (3), 226-243 View citations (22)
133. Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation
     Applied Economics, 2016, 48, (26), 2412-2427 View citations (2)
     See also Working Paper Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation, Working Papers (2014) View citations (2) (2014)
134. Forecasting US real private residential fixed investment using a large number of predictors
     Empirical Economics, 2016, 51, (4), 1557-1580 View citations (4)
     See also Working Paper Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors, Working papers (2014) View citations (7) (2014)
135. LPPLS bubble indicators over two centuries of the S&P 500 index
     Physica A: Statistical Mechanics and its Applications, 2016, 458, (C), 126-139 View citations (20)
     See also Working Paper LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index, Working Papers (2016) View citations (27) (2016)
136. Periodically collapsing bubbles in the South African stock market
     Research in International Business and Finance, 2016, 38, (C), 191-201 View citations (17)
     See also Working Paper Periodically Collapsing Bubbles in the South African Stock Market, Working Papers (2016) View citations (22) (2016)
137. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
     Energy Economics, 2016, 54, (C), 159-172 View citations (110)
     See also Working Paper Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk, Working Papers (2014) View citations (5) (2014)
138. THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY
     The Singapore Economic Review (SER), 2016, 61, (04), 1-21 View citations (4)
139. Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach
     Journal of International Financial Markets, Institutions and Money, 2016, 43, (C), 30-43 View citations (25)
     See also Working Paper Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach, Working Papers (2014) View citations (9) (2014)
140. 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, 2016, 52, (3), 674-689 View citations (92)
     See also Working Paper The Causal Relationship between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling-Window Approach, Working Papers (2013) View citations (11) (2013)
141. The dynamic response of the rand real exchange rate to fundamental shocks
     Journal of Economic Studies, 2016, 43, (1), 108-121 View citations (1)
142. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach
     Journal of Developing Areas, 2016, 50, (3), 93-107 View citations (7)
     Also in Journal of Developing Areas, 2016, 50, (2), 137-152 (2016) View citations (7)
143. 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), 2016, 10, 1-20 View citations (44)
     See also Working Paper The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach, Economics Discussion Papers (2016) View citations (51) (2016)

2015

144. A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
     International Review of Economics & Finance, 2015, 40, (C), 72-89 View citations (52)
145. Are there long-run diversification gains from the Dow Jones Islamic finance index?
     Applied Economics Letters, 2015, 22, (12), 945-950 View citations (7)
     See also Working Paper Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?, Working Papers (2014) View citations (7) (2014)
146. Causality Between Us Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests
     Journal of Applied Economics, 2015, 18, (2), 225-246 View citations (20)
     Also in Journal of Applied Economics, 2015, 18, 225-246 (2015) View citations (30)
     See also Working Paper Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests, Working Papers (2013) View citations (1) (2013)
147. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
     Journal of Developing Areas, 2015, 49, (2), 163-181 View citations (24)
     See also Working Paper Causality between Exports and Economic Growth in South Africa: Evidence from Linear and Nonlinear Tests, Working Papers (2013) View citations (8) (2013)
148. Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model
     Emerging Markets Review, 2015, 24, (C), 46-68 View citations (19)
     See also Working Paper Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model, Working Papers (2014) View citations (6) (2014)
149. Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul
     Emerging Markets Finance and Trade, 2015, 51, (1), 140-159 View citations (37)
150. Forecasting aggregate retail sales: The case of South Africa
     International Journal of Production Economics, 2015, 160, (C), 66-79 View citations (12)
     See also Working Paper Forecasting Aggregate Retail Sales: The Case of South Africa, Working Papers (2014) View citations (2) (2014)
151. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
     Economic Modelling, 2015, 44, (C), 215-228 View citations (13)
152. Global risk exposures and industry diversification with Shariah-compliant equity sectors
     Pacific-Basin Finance Journal, 2015, 35, (PB), 499-520 View citations (29)
153. Herding behavior in real estate markets: Novel evidence from a Markov-switching model
     Journal of Behavioral and Experimental Finance, 2015, 8, (C), 40-43 View citations (30)
154. Interactions between real economic and financial sides of the US economy in a regime-switching environment
     Applied Economics, 2015, 47, (60), 6493-6518 View citations (2)
155. Persistence of precious metal prices: A fractional integration approach with structural breaks
     Resources Policy, 2015, 44, (C), 57-64 View citations (36)
     See also Working Paper Persistence of precious metal prices: a fractional integration approach with structural breaks, NCID Working Papers (2015) View citations (37) (2015)
156. Regime switching model of US crude oil and stock market prices: 1859 to 2013
     Energy Economics, 2015, 49, (C), 317-327 View citations (115)
     See also Working Paper Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013, Working papers (2014) View citations (3) (2014)
157. Regional and global spillovers and diversification opportunities in the GCC equity sectors
     Emerging Markets Review, 2015, 24, (C), 160-187 View citations (20)
158. 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, 2015, 8, (2), 169-190 View citations (13)
     See also Working Paper Revisiting the Causality between Electricity Consumption and Economic Growth in South Africa: A Bootstrap Rolling-Window Approach, Working Papers (2013) View citations (3) (2013)
159. Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
     International Econometric Review (IER), 2015, 7, (1), 13-33 View citations (10)
160. Temporal causality between house prices and output in the US: A bootstrap rolling-window approach
     The North American Journal of Economics and Finance, 2015, 33, (C), 55-73 View citations (80)
     See also Working Paper Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach, Working Papers (2013) View citations (6) (2013)
161. The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains
     International Review of Economics & Finance, 2015, 38, (C), 220-233 View citations (56)
162. The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
     Applied Economics, 2015, 47, (22), 2259-2277 View citations (16)
     See also Working Paper The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US, Working papers (2012) View citations (3) (2012)
163. The time-varying causality between spot and futures crude oil prices: A regime switching approach
     International Review of Economics & Finance, 2015, 40, (C), 51-71 View citations (22)
164. Was the recent downturn in US real GDP predictable?
     Applied Economics, 2015, 47, (28), 2985-3007 View citations (6)

2014

165. Are there really bubbles in oil prices?
     Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 631-638 View citations (20)
166. Can food availability influence economic growth - the case of African countries
     Agricultural Economics, 2014, 60, (5), 232-245 View citations (2)
167. EuroConference 2013 Symposium: International Conference on Business, Economics and Finance
     Economic Systems, 2014, 38, (4), 469-469
168. Fiscal Policy Shocks and the Dynamics of Asset Prices
     Public Finance Review, 2014, 42, (4), 511-531 View citations (9)
169. Housing and the Great Depression
     Applied Economics, 2014, 46, (24), 2966-2981 View citations (34)
     See also Working Paper Housing and the Great Depression, Working Papers (2013) View citations (5) (2013)
170. Housing and the business cycle in South Africa
     Journal of Policy Modeling, 2014, 36, (3), 471-491 View citations (17)
     See also Working Paper Housing and the Business Cycle in South Africa, Working Papers (2014) View citations (22) (2014)
171. Military expenditure, economic growth and structural instability: a case study of South Africa
     Defence and Peace Economics, 2014, 25, (6), 619-633 View citations (19)
     See also Working Paper Military Expenditure, Economic Growth and Structural Instability: A Case Study of South Africa, Working Papers (2013) (2013)
172. Predicting BRICS stock returns using ARFIMA models
     Applied Financial Economics, 2014, 24, (17), 1159-1166 View citations (14)
     See also Working Paper Predicting BRICS Stock Returns Using ARFIMA Models, Working Papers (2012) View citations (6) (2012)
173. The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul
     BIFEC Book of Abstracts & Proceedings, 2014, 1, (2), 142-172
174. Time-varying causality between research output and economic growth in US
     Scientometrics, 2014, 100, (1), 203-216 View citations (31)
     See also Working Paper Time-Varying Causality between Research Output and Economic Growth in the US, Working Papers (2013) View citations (7) (2013)
175. Time-varying linkages between tourism receipts and economic growth in South Africa
     Applied Economics, 2014, 46, (36), 4381-4398 View citations (25)
     See also Working Paper Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa, Working Papers (2013) (2013)
176. Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)
     Ege Academic Review, 2014, 14, (3), 451-462 View citations (1)
177. 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, 2014, 29, (C), 418-440 View citations (54)

2013

178. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries
     Scottish Journal of Political Economy, 2013, 60, (1), 1-42 View citations (23)
179. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
     Empirical Economics, 2013, 44, (2), 387-417 View citations (1)
     See also Working Paper Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes, Working Papers (2011) View citations (2) (2011)
180. INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS?
     Bulletin of Economic Research, 2013, 65, s142-s164 View citations (3)
     See also Working Paper International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?, IZA Discussion Papers (2011) View citations (6) (2011)
181. Investor herds and regime-switching: Evidence from Gulf Arab stock markets
     Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 295-321 View citations (91)
182. 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, 2013, 32, (C), 161-171 View citations (22)
183. The causal nexus between oil prices and equity market in the U.S.: A regime switching model
     Energy Economics, 2013, 39, (C), 271-282 View citations (50)
184. The export-output growth nexus in Japan: a bootstrap rolling window approach
     Empirical Economics, 2013, 44, (2), 639-660 View citations (138)
185. 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, 2013, 10, (1), 121-148 View citations (2)
     See also Working Paper The out-of-sample forecasting performance of non-linear models of real exchange rate behaviour: The case of the South African Rand, Working Papers (2013) View citations (2) (2013)
186. ‘Ripple’ Effects in South African House Prices
     Urban Studies, 2013, 50, (5), 876-894 View citations (15)

2012

187. Effectiveness of Inflation Targeting in Turkey
     Emerging Markets Finance and Trade, 2012, 48, (S5), 35-47 View citations (3)
188. Openness and financial development: time series evidence for Turkey
     International Journal of Banking, Accounting and Finance, 2012, 4, (2), 172-201 View citations (5)

2011

189. An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
     Economic Modelling, 2011, 28, (3), 891-899 View citations (21)
     See also Working Paper An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa, Working Papers (2010) View citations (4) (2010)
190. On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries
     Journal of Applied Economics, 2011, 14, (2), 269-296 View citations (11)
     Also in Journal of Applied Economics, 2011, 14, 269-296 (2011) View citations (13)
191. Time-varying linkages between tourism receipts and economic growth in a small open economy
     Economic Modelling, 2011, 28, (1-2), 664-671 View citations (89)
     Also in Economic Modelling, 2011, 28, (1), 664-671 (2011) View citations (87)

2010

192. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
     Energy Economics, 2010, 32, (6), 1398-1410 View citations (277)

2005

193. A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies
     Emerging Markets Finance and Trade, 2005, 41, (1), 6-28 View citations (25)

2004

194. Persistence in Inflation: Does Aggregation Cause Long Memory?
     Emerging Markets Finance and Trade, 2004, 40, (5), 25-56 View citations (15)

2003

195. Multifractality of the Istanbul and Moscow Stock Market Returns
     Emerging Markets Finance and Trade, 2003, 39, (2), 5-46 View citations (8)

Chapters

2022

1. How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions?
   Springer View citations (6)