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Details about Mehmet Balcilar

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Homepage:http://www.mbalcilar.net
Workplace:Ekonomi Bölümü (Department of Economics), İşletme ve Ekonomi Fakültesi (Faculty of Business and Economics), Doğu Akdeniz Üniversitesi (Eastern Mediterranean University), (more information at EDIRC)
Montpellier Business School, (more information at EDIRC)
Department of Economics, Faculty of Economic and Management Sciences, University of Pretoria, (more information at EDIRC)
Economic Research Forum (ERF), (more information at EDIRC)

Access statistics for papers by Mehmet Balcilar.

Last updated 2019-08-12. Update your information in the RePEc Author Service.

Short-id: pba722


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Working Papers

2019

  1. Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  2. Oil Price Uncertainty and Movements in the US Government Bond Risk Premia
    Working Papers, University of Pretoria, Department of Economics
  3. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  4. 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 Downloads
  5. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach
    Working Papers, University of Pretoria, Department of Economics Downloads

2018

  1. A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Resources Policy (2019)
  2. Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  3. Asymmetric Effects of Inequality on Per Capita Real GDP of the United States
    Working Papers, University of Pretoria, Department of Economics
  4. Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  5. Dynamic return and volatility spillovers among S&P 500, crude oil and gold
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  6. 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 Downloads
  7. Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  8. 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 Downloads View citations (1)
  9. Firm-Level Political Risk and Asymmetric Volatility
    Working Papers, University of Pretoria, Department of Economics
  10. Income Inequality and Economic Growth: A Re-Examination of Theory and Evidence
    Working Papers, University of Pretoria, Department of Economics Downloads
  11. Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  12. Insurance-Growth Nexus in Africa
    Working Papers, University of Pretoria, Department of Economics
  13. Mortgage Default Risks and High-Frequency Predictability of the US Housing Market: A Reconsideration
    Working Papers, University of Pretoria, Department of Economics Downloads
  14. 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 Downloads View citations (3)
    See also Journal Article in International Journal of Finance & Economics (2019)
  15. Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  16. Spillover of Mortgage Default Risks in the United States: Evidence from Metropolitan Statistical Areas and States
    Working Papers, University of Pretoria, Department of Economics
  17. The Dynamics of Energy Intensity Convergence in the EU-28 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  18. The Long-run Effect of Geopolitical Risks on Insurance Premiums
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  19. The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  20. The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Economic Systems (2018)
  21. The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Renewable Energy (2018)
  22. 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 Downloads

2017

  1. 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 Downloads
  2. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Post-Print, HAL View citations (23)
    See also Journal Article in Economic Modelling (2017)
  3. 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 Downloads
  4. Date-stamping US housing market explosivity
    Economics Discussion Papers, Kiel Institute for the World Economy (IfW) Downloads
    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2018)
  5. 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 Downloads
    See also Journal Article in Applied Economics (2018)
  6. Does Inflation Cause Gold Prices? Evidence from G7 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
  7. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Resources Policy (2017)
  8. Economic Policy Uncertainty and Insurance
    Working Papers, University of Pretoria, Department of Economics View citations (2)
  9. Is Wine a Safe-Haven? Evidence from a Nonparametric Causality-in-Quantiles Test
    Working Papers, University of Pretoria, Department of Economics
  10. Kuznets Curve for the US: A Reconsideration Using Cosummability
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement (2019)
  11. Partisan Conflict and Income Distribution in the United States: A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    Also in Working papers, University of Connecticut, Department of Economics (2017) Downloads View citations (2)
  12. The Relationship between the Inflation Rate and Inequality across U.S. States: A Semiparametric Approach
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2016)

    See also Journal Article in Quality & Quantity: International Journal of Methodology (2018)
  13. 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 in Journal of Multinational Financial Management (2018)
  14. 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 Downloads
  15. Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    See also Journal Article in International Review of Finance (2018)

2016

  1. A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute Downloads
  2. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  3. 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 (7)
  4. 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 in Journal of Economics and Finance (2018)
  5. 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 in Sustainability (2017)
  6. 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 (2)
  7. Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Research in International Business and Finance (2017)
  8. 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 (1)
  9. Does speculation in the oil market drive investor herding in net exporting nations?
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (1)
  10. 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 (8)
  11. Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in School of Economics Macroeconomic Discussion Paper Series, School of Economics, University of Cape Town (2016) Downloads

    See also Journal Article in Empirical Economics (2017)
  12. Geopolitical Risks and Stock Market Dynamics of the BRICS
    Working Papers, University of Pretoria, Department of Economics View citations (11)
    See also Journal Article in Economic Systems (2018)
  13. LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)
  14. Periodically Collapsing Bubbles in the South African Stock Market
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Research in International Business and Finance (2016)
  15. 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 (6)
    See also Journal Article in The European Journal of Finance (2018)
  16. 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 (7)
    See also Journal Article in Journal of Economics and Finance (2017)
  17. The Effect of Investor Sentiment on Gold Market Dynamics
    Working Papers, University of Pretoria, Department of Economics
  18. 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)
  19. 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 (4)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2016) Downloads
  20. 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) Downloads View citations (8)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (7)

    See also Journal Article in Economics - The Open-Access, Open-Assessment E-Journal (2016)

2015

  1. 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 (3)
    See also Journal Article in Applied Economics (2018)
  2. 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) Downloads
  3. 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 in Energy Economics (2017)
  4. Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) Downloads View citations (1)

    See also Journal Article in The Quarterly Review of Economics and Finance (2018)
  5. Do Precious Metal Prices Help in Forecasting South African Inflation?
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in Working Papers, Stellenbosch University, Department of Economics (2015) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2015)

    See also Journal Article in The North American Journal of Economics and Finance (2017)
  6. 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 (1)
    See also Journal Article in Open Economies Review (2016)
  7. 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 (4)
    See also Journal Article in Resources Policy (2016)
  8. Forecasting Core Inflation: The Case of South Africa
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2015)
  9. Identifying Periods of US Housing Market Explosivity
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working Papers, Stellenbosch University, Department of Economics (2015) Downloads View citations (1)
    Working Papers, Eastern Mediterranean University, Department of Economics (2015) Downloads View citations (1)
  10. International Stock Return Predictability: Is the Role of U.S. Time-Varying?
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2015) Downloads View citations (4)

    See also Journal Article in Empirica (2017)
  11. 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 in International Economics and Economic Policy (2017)
  12. Persistence of precious metal prices: a fractional integration approach with structural breaks
    NCID Working Papers, Navarra Center for International Development, University of Navarra Downloads View citations (15)
    Also in Working Papers, University of Pretoria, Department of Economics (2014)

    See also Journal Article in Resources Policy (2015)
  13. 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 (4)
  14. 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
  15. 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 (1)
  16. 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 Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2015) View citations (8)

    See also Journal Article in Empirical Economics (2017)
  17. 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
  18. 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 (4)
  19. The South African Economic Response to Monetary Policy Uncertainty
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Journal of Economic Studies (2017)

2014

  1. Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (2)

    See also Journal Article in Journal of Developing Areas (2016)
  2. Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association (2013) Downloads View citations (1)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2012) Downloads View citations (1)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012) Downloads
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2012) Downloads
    MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)
  3. Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
    Working Papers, University of Pretoria, Department of Economics View citations (6)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads

    See also Journal Article in Applied Economics Letters (2015)
  4. 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)
  5. 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 (18)
  6. 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 in Emerging Markets Review (2015)
  7. 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 in Empirica (2018)
  8. Dynamic Relationship between Oil Price and Inflation in South Africa
    Working Papers, University of Pretoria, Department of Economics View citations (2)
    See also Journal Article in Journal of Developing Areas (2018)
  9. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (4)
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads 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) Downloads View citations (5)
  10. Forecasting Aggregate Retail Sales: The Case of South Africa
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (2)

    See also Journal Article in International Journal of Production Economics (2015)
  11. Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
    Working Papers, University of Pretoria, Department of Economics View citations (10)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (1)

    See also Journal Article in Applied Economics (2016)
  12. Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors
    Working papers, University of Connecticut, Department of Economics Downloads View citations (7)
    Also in Working Papers, University of Pretoria, Department of Economics (2013)

    See also Journal Article in Empirical Economics (2016)
  13. House Values and Proximity to a Landfill: A Quantile Regression Framework
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2014)
  14. Housing and the Business Cycle in South Africa
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (13)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (3)

    See also Journal Article in Journal of Policy Modeling (2014)
  15. Is the Rand Really Decoupled from Economic Fundamentals?
    Working Papers, University of Pretoria, Department of Economics
  16. Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013
    Working Papers, University of Pretoria, Department of Economics View citations (1)
    Also in Working papers, University of Connecticut, Department of Economics (2014) Downloads View citations (1)

    See also Journal Article in Energy Economics (2015)
  17. 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) Downloads
  18. Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads
    See also Journal Article in Energy Economics (2016)
  19. 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) Downloads View citations (1)
    Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (1)

    See also Journal Article in Journal of International Financial Markets, Institutions and Money (2016)
  20. 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 Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (5)
    Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (2)
  21. The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (2)
  22. The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
    Working Papers, University of Pretoria, Department of Economics View citations (5)
  23. The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
    Working Papers, Eastern Mediterranean University, Department of Economics Downloads View citations (2)
    Also in Working Papers, University of Pretoria, Department of Economics (2014) View citations (2)
  24. The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2014) Downloads View citations (3)

    See also Journal Article in African Development Review (2017)

2013

  1. 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 (5)
    See also Journal Article in Journal of Developing Areas (2015)
  2. 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 in Journal of Applied Economics (2015)
  3. Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets?
    Working Papers, Economic Research Forum Downloads View citations (2)
  4. Forecasting South African Macroeconomic Data with a Nonlinear DSGE Model
    Working Papers, University of Pretoria, Department of Economics View citations (8)
  5. Housing and the Great Depression
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads View citations (4)
    Also in Working Papers, University of Pretoria, Department of Economics (2013) View citations (4)
    Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (1)

    See also Journal Article in Applied Economics (2014)
  6. 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 in Defence and Peace Economics (2014)
  7. 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 (2)
  8. 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 in International Journal of Economic Policy in Emerging Economies (2015)
  9. 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 (4)
    Also in Working papers, University of Connecticut, Department of Economics (2013) Downloads View citations (6)

    See also Journal Article in The North American Journal of Economics and Finance (2015)
  10. 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 (9)
    See also Journal Article in Emerging Markets Finance and Trade (2016)
  11. 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 (1)
    See also Journal Article in European Journal of Comparative Economics (2013)
  12. Time-Varying Causality between Research Output and Economic Growth in the US
    Working Papers, University of Pretoria, Department of Economics View citations (9)
    See also Journal Article in Scientometrics (2014)
  13. Time-Varying Linkages between Tourism Receipts and Economic Growth in South Africa
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics (2014)
  14. Was the Recent Downturn in US GDP Predictable?
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working Papers, University of Pretoria, Department of Economics (2012)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads

2012

  1. 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 (3)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2012) Downloads View citations (2)
    Working Papers, Stellenbosch University, Department of Economics (2012) Downloads View citations (2)
  2. Predicting BRICS Stock Returns Using ARFIMA Models
    Working Papers, University of Pretoria, Department of Economics View citations (5)
    See also Journal Article in Applied Financial Economics (2014)
  3. The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US
    Working Papers, University of Pretoria, Department of Economics View citations (3)
    Also in Working papers, University of Connecticut, Department of Economics (2012) Downloads View citations (2)
    Working Papers, Eastern Mediterranean University, Department of Economics (2012) Downloads View citations (2)
    Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) Downloads View citations (3)

    See also Journal Article in Applied Economics (2015)

2011

  1. "Ripple" Effects in South African House Prices
    Working Papers, University of Pretoria, Department of Economics View citations (5)
  2. Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes
    Working Papers, University of Nevada, Las Vegas , Department of Economics Downloads
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2010) Downloads
    Working papers, University of Connecticut, Department of Economics (2010) Downloads View citations (1)
    Working Papers, University of Pretoria, Department of Economics (2010)

    See also Journal Article in Empirical Economics (2013)
  3. International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    IZA Discussion Papers, Institute of Labor Economics (IZA) Downloads View citations (5)
    Also in Working Papers, Eastern Mediterranean University, Department of Economics (2011) Downloads
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) Downloads View citations (7)
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2011) Downloads View citations (1)

    See also Journal Article in Bulletin of Economic Research (2013)
  4. 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 (12)

2010

  1. 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 in Economic Modelling (2011)
  2. Sources of Macroeconomic Fluctuations in MENA Countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2007

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

Journal Articles

2019

  1. A wavelet analysis of the relationship between oil and natural gas prices
    Resources Policy, 2019, 60, (C), 118-124 Downloads
    See also Working Paper (2018)
  2. 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 Downloads View citations (2)
    See also Working Paper (2017)
  3. 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 Downloads View citations (1)
    See also Working Paper (2018)
  4. 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 Downloads View citations (2)
  5. The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe
    The Energy Journal, 2019, Volume 40, (The New Era of Energy Transition) Downloads
  6. 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 Downloads
  7. 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 Downloads

2018

  1. Causal effects of the United States and Japan on Pacific-Rim stock markets: nonparametric quantile causality approach
    Applied Economics, 2018, 50, (53), 5712-5727 Downloads View citations (3)
    See also Working Paper (2015)
  2. 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 Downloads View citations (1)
    See also Working Paper (2015)
  3. 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 Downloads
  4. Date-stamping US housing market explosivity
    Economics - The Open-Access, Open-Assessment E-Journal, 2018, 12, 1-33 Downloads
    See also Working Paper (2017)
  5. 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 Downloads View citations (1)
    See also Working Paper (2014)
  6. 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 Downloads View citations (3)
    See also Working Paper (2016)
  7. 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 Downloads
  8. 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 Downloads View citations (1)
    See also Working Paper (2017)
  9. Dynamic Relationship Between Oil Price And Inflation In South Africa
    Journal of Developing Areas, 2018, 52, (2), 73-93 Downloads View citations (4)
    See also Working Paper (2014)
  10. Geopolitical risks and stock market dynamics of the BRICS
    Economic Systems, 2018, 42, (2), 295-306 Downloads View citations (9)
    See also Working Paper (2016)
  11. 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 Downloads
  12. 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 Downloads View citations (5)
  13. 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 Downloads View citations (1)
    See also Working Paper (2016)
  14. 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 Downloads View citations (2)
    See also Working Paper (2017)
  15. The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method
    Renewable Energy, 2018, 126, (C), 594-604 Downloads View citations (1)
    See also Working Paper (2018)
  16. 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 Downloads View citations (6)
    See also Working Paper (2017)
  17. The synergistic effect of insurance and banking sector activities on economic growth in Africa
    Economic Systems, 2018, 42, (4), 637-648 Downloads
    See also Working Paper (2018)
  18. Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test
    International Review of Finance, 2018, 18, (3), 495-506 Downloads
    See also Working Paper (2017)

2017

  1. Can economic policy uncertainty and investors sentiment predict commodities returns and volatility?
    Resources Policy, 2017, 53, (C), 208-218 Downloads View citations (9)
  2. Can volume predict Bitcoin returns and volatility? A quantiles-based approach
    Economic Modelling, 2017, 64, (C), 74-81 Downloads View citations (55)
    See also Working Paper (2017)
  3. 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 Downloads View citations (14)
    See also Working Paper (2015)
  4. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations
    Sustainability, 2017, 9, (10), 1-18 Downloads View citations (2)
    See also Working Paper (2016)
  5. 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 Downloads View citations (1)
  6. Do precious metal prices help in forecasting South African inflation?
    The North American Journal of Economics and Finance, 2017, 40, (C), 63-72 Downloads View citations (1)
    See also Working Paper (2015)
  7. Does country risks predict stock returns and volatility? Evidence from a nonparametric approach
    Research in International Business and Finance, 2017, 42, (C), 1173-1195 Downloads
    See also Working Paper (2016)
  8. 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 Downloads View citations (5)
  9. Does oil predict gold? A nonparametric causality-in-quantiles approach
    Resources Policy, 2017, 52, (C), 257-265 Downloads View citations (3)
    See also Working Paper (2017)
  10. Does speculation in the oil market drive investor herding in emerging stock markets?
    Energy Economics, 2017, 65, (C), 50-63 Downloads View citations (4)
  11. Financial integration in small Islands: The case of Cyprus
    International Review of Economics & Finance, 2017, 47, (C), 201-219 Downloads
  12. Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model
    Empirical Economics, 2017, 53, (1), 117-135 Downloads
    See also Working Paper (2016)
  13. 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 Downloads View citations (4)
  14. International stock return predictability: Is the role of U.S. time-varying?
    Empirica, 2017, 44, (1), 121-146 Downloads View citations (3)
    See also Working Paper (2015)
  15. Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach
    Applied Economics, 2017, 49, (11), 1047-1054 Downloads View citations (9)
  16. 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 Downloads View citations (3)
    See also Working Paper (2015)
  17. South Africa’s economic response to monetary policy uncertainty
    Journal of Economic Studies, 2017, 44, (2), 282-293 Downloads View citations (2)
    See also Working Paper (2015)
  18. Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma
    Ege Academic Review, 2017, 17, (1), 147-160 Downloads
  19. Testing the dependency theory on small island economies: The case of Cyprus
    Economic Modelling, 2017, 61, (C), 1-11 Downloads
  20. The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis
    African Development Review, 2017, 29, (2), 319-336 Downloads View citations (4)
    See also Working Paper (2014)
  21. 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 Downloads View citations (1)
    See also Working Paper (2016)
  22. 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 Downloads View citations (12)
  23. The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach
    Journal of Applied Economics, 2017, 20, 105-120 Downloads
  24. The impact of US policy uncertainty on the monetary effectiveness in the Euro area
    Journal of Policy Modeling, 2017, 39, (6), 1052-1064 Downloads View citations (2)
  25. The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method
    Empirical Economics, 2017, 53, (3), 879-889 Downloads View citations (11)
    See also Working Paper (2015)

2016

  1. 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 Downloads View citations (5)
    See also Working Paper (2014)
  2. 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 Downloads
  3. 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 Downloads View citations (5)
  4. 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 Downloads
  5. 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 Downloads View citations (19)
    See also Working Paper (2015)
  6. Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test
    Resources Policy, 2016, 49, (C), 74-80 Downloads View citations (30)
    See also Working Paper (2015)
  7. 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 Downloads View citations (12)
  8. Forecasting South African inflation using non-linearmodels: a weighted loss-based evaluation
    Applied Economics, 2016, 48, (26), 2412-2427 Downloads
    See also Working Paper (2014)
  9. Forecasting US real private residential fixed investment using a large number of predictors
    Empirical Economics, 2016, 51, (4), 1557-1580 Downloads
    See also Working Paper (2014)
  10. Is there a role for Islamic bonds in global diversification strategies?
    Managerial Finance, 2016, 42, (7), 656-679 Downloads View citations (3)
  11. LPPLS bubble indicators over two centuries of the S&P 500 index
    Physica A: Statistical Mechanics and its Applications, 2016, 458, (C), 126-139 Downloads View citations (2)
    See also Working Paper (2016)
  12. Periodically collapsing bubbles in the South African stock market
    Research in International Business and Finance, 2016, 38, (C), 191-201 Downloads View citations (5)
    See also Working Paper (2016)
  13. Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk
    Energy Economics, 2016, 54, (C), 159-172 Downloads View citations (24)
    See also Working Paper (2014)
  14. THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY
    The Singapore Economic Review (SER), 2016, 61, (04), 1-21 Downloads View citations (1)
  15. 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 Downloads View citations (8)
    See also Working Paper (2014)
  16. 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 Downloads View citations (11)
    See also Working Paper (2013)
  17. The dynamic response of the rand real exchange rate to fundamental shocks
    Journal of Economic Studies, 2016, 43, (1), 108-121 Downloads
  18. The relationship between oil and agricultural commodity prices in South Africa: A quantile causality approach
    Journal of Developing Areas, 2016, 50, (3), 93-107 Downloads View citations (1)
    Also in Journal of Developing Areas, 2016, 50, (2), 137-152 (2016) Downloads View citations (1)
  19. 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, 2016, 10, 1-20 Downloads View citations (8)
    See also Working Paper (2016)

2015

  1. 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 Downloads View citations (19)
  2. Are there long-run diversification gains from the Dow Jones Islamic finance index?
    Applied Economics Letters, 2015, 22, (12), 945-950 Downloads View citations (1)
    See also Working Paper (2014)
  3. Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests
    Journal of Applied Economics, 2015, 18, 225-246 Downloads View citations (11)
    See also Working Paper (2013)
  4. Causality between exports and economic growth in South Africa: evidence from linear and nonlinear tests
    Journal of Developing Areas, 2015, 49, (2), 163-181 Downloads View citations (10)
    See also Working Paper (2013)
  5. 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 Downloads View citations (6)
    See also Working Paper (2014)
  6. 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 Downloads View citations (14)
  7. Forecasting aggregate retail sales: The case of South Africa
    International Journal of Production Economics, 2015, 160, (C), 66-79 Downloads View citations (4)
    See also Working Paper (2014)
  8. Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model
    Economic Modelling, 2015, 44, (C), 215-228 Downloads View citations (5)
  9. Global risk exposures and industry diversification with Shariah-compliant equity sectors
    Pacific-Basin Finance Journal, 2015, 35, (PB), 499-520 Downloads View citations (10)
  10. Herding behavior in real estate markets: Novel evidence from a Markov-switching model
    Journal of Behavioral and Experimental Finance, 2015, 8, (C), 40-43 Downloads View citations (6)
  11. Interactions between real economic and financial sides of the US economy in a regime-switching environment
    Applied Economics, 2015, 47, (60), 6493-6518 Downloads View citations (1)
  12. Persistence of precious metal prices: A fractional integration approach with structural breaks
    Resources Policy, 2015, 44, (C), 57-64 Downloads View citations (16)
    See also Working Paper (2015)
  13. Regime switching model of US crude oil and stock market prices: 1859 to 2013
    Energy Economics, 2015, 49, (C), 317-327 Downloads View citations (35)
    See also Working Paper (2014)
  14. Regional and global spillovers and diversification opportunities in the GCC equity sectors
    Emerging Markets Review, 2015, 24, (C), 160-187 Downloads View citations (9)
  15. 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 Downloads View citations (7)
    See also Working Paper (2013)
  16. Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets
    International Econometric Review (IER), 2015, 7, (1), 13-33 Downloads View citations (7)
  17. 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 Downloads View citations (35)
    See also Working Paper (2013)
  18. 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 Downloads View citations (23)
  19. The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US
    Applied Economics, 2015, 47, (22), 2259-2277 Downloads View citations (2)
    See also Working Paper (2012)
  20. 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 Downloads View citations (6)
  21. Was the recent downturn in US real GDP predictable?
    Applied Economics, 2015, 47, (28), 2985-3007 Downloads View citations (3)

2014

  1. Are there really bubbles in oil prices?
    Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 631-638 Downloads View citations (7)
  2. EuroConference 2013 Symposium: International Conference on Business, Economics and Finance
    Economic Systems, 2014, 38, (4), 469-469 Downloads
  3. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 Downloads View citations (3)
  4. Housing and the Great Depression
    Applied Economics, 2014, 46, (24), 2966-2981 Downloads View citations (12)
    See also Working Paper (2013)
  5. Housing and the business cycle in South Africa
    Journal of Policy Modeling, 2014, 36, (3), 471-491 Downloads View citations (13)
    See also Working Paper (2014)
  6. Military expenditure, economic growth and structural instability: a case study of South Africa
    Defence and Peace Economics, 2014, 25, (6), 619-633 Downloads View citations (12)
    See also Working Paper (2013)
  7. Predicting BRICS stock returns using ARFIMA models
    Applied Financial Economics, 2014, 24, (17), 1159-1166 Downloads View citations (5)
    See also Working Paper (2012)
  8. The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul
    BIFEC Book of Abstracts & Proceedings, 2014, 1, (2), 142-172 Downloads
  9. Time-varying causality between research output and economic growth in US
    Scientometrics, 2014, 100, (1), 203-216 Downloads View citations (4)
    See also Working Paper (2013)
  10. Time-varying linkages between tourism receipts and economic growth in South Africa
    Applied Economics, 2014, 46, (36), 4381-4398 Downloads View citations (11)
    See also Working Paper (2013)
  11. Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012)
    Ege Academic Review, 2014, 14, (3), 451-462 Downloads
  12. 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 Downloads View citations (28)

2013

  1. Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries
    Scottish Journal of Political Economy, 2013, 60, (1), 1-42 Downloads View citations (10)
  2. Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes
    Empirical Economics, 2013, 44, (2), 387-417 Downloads View citations (1)
    See also Working Paper (2011)
  3. INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS?
    Bulletin of Economic Research, 2013, 65, s142-s164 Downloads View citations (2)
    See also Working Paper (2011)
  4. Investor herds and regime-switching: Evidence from Gulf Arab stock markets
    Journal of International Financial Markets, Institutions and Money, 2013, 23, (C), 295-321 Downloads View citations (48)
  5. 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 Downloads View citations (15)
  6. The causal nexus between oil prices and equity market in the U.S.: A regime switching model
    Energy Economics, 2013, 39, (C), 271-282 Downloads View citations (28)
  7. The export-output growth nexus in Japan: a bootstrap rolling window approach
    Empirical Economics, 2013, 44, (2), 639-660 Downloads View citations (43)
  8. 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 Downloads View citations (1)
    See also Working Paper (2013)
  9. ‘Ripple’ Effects in South African House Prices
    Urban Studies, 2013, 50, (5), 876-894 Downloads View citations (8)

2012

  1. Effectiveness of Inflation Targeting in Turkey
    Emerging Markets Finance and Trade, 2012, 48, (S5), 35-47 Downloads View citations (1)
  2. Openness and financial development: time series evidence for Turkey
    International Journal of Banking, Accounting and Finance, 2012, 4, (2), 172-201 Downloads View citations (2)

2011

  1. 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 Downloads View citations (15)
    See also Working Paper (2010)
  2. On the nonlinear causality between inflation and inflation uncertainty in the G3 countries
    Journal of Applied Economics, 2011, 14, 269-296 Downloads View citations (7)
  3. Time-varying linkages between tourism receipts and economic growth in a small open economy
    Economic Modelling, 2011, 28, (1-2), 664-671 Downloads View citations (40)
    Also in Economic Modelling, 2011, 28, (1), 664-671 (2011) Downloads View citations (36)

2010

  1. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
    Energy Economics, 2010, 32, (6), 1398-1410 Downloads View citations (113)

2005

  1. A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies
    Emerging Markets Finance and Trade, 2005, 41, (1), 6-28 Downloads View citations (18)

2004

  1. Persistence in Inflation: Does Aggregation Cause Long Memory?
    Emerging Markets Finance and Trade, 2004, 40, (5), 25-56 Downloads View citations (10)

2003

  1. Multifractality of the Istanbul and Moscow Stock Market Returns
    Emerging Markets Finance and Trade, 2003, 39, (2), 5-46 Downloads View citations (6)
 
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