Details about Zeynel Abidin Ozdemir
Access statistics for papers by Zeynel Abidin Ozdemir.
Last updated 2022-10-31. Update your information in the RePEc Author Service.
Short-id: poz38
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Working Papers
2022
- How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?
IZA Discussion Papers, Institute of Labor Economics (IZA) 
2021
- A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic
IZA Discussion Papers, Institute of Labor Economics (IZA) View citations (1)
- 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)
2020
- 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
- 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)
2018
- Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries
Working Papers, Eastern Mediterranean University, Department of Economics View citations (7)
- 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 (18) (2021)
- 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 (6)
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)
- Public Versus Private Sector Wage Gap in Egypt: Evidence from Quantile Regression on Panel Data
Working Papers, Economic Research Forum View citations (5)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2018) View citations (5)
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2018) View citations (5)
MPRA Paper, University Library of Munich, Germany (2008)
GLO Discussion Paper Series, Global Labor Organization (GLO) (2018) View citations (6)
- 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)
- 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
- 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)
- 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)
- Does Inflation Cause Gold Prices? Evidence from G7 Countries
Working Papers, Eastern Mediterranean University, Department of Economics
- Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach
MPRA Paper, University Library of Munich, Germany View citations (44)
See also Journal Article Does oil predict gold? A nonparametric causality-in-quantiles approach, Resources Policy, Elsevier (2017) View citations (37) (2017)
- Long Memory in Turkish Unemployment Rates
ERC Working Papers, ERC - Economic Research Center, Middle East Technical University
Also in MPRA Paper, University Library of Munich, Germany (2017)
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2017)
GLO Discussion Paper Series, Global Labor Organization (GLO) (2017)
IZA Discussion Papers, Institute of Labor Economics (IZA) (2017)
See also Journal Article Long Memory in Turkish Unemployment Rates, Emerging Markets Finance and Trade, Taylor & Francis Journals (2019) View citations (5) (2019)
- 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
- Unemployment Invariance Hypothesis, Added and Discouraged Worker Effects in Canada?
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2017) View citations (1)
2016
- A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
Swiss Finance Institute Research Paper Series, Swiss Finance Institute
- Does Unemployment Invariance Hypothesis Hold for Canada?
MPRA Paper, University Library of Munich, Germany View citations (3)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2016) View citations (3)
- LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
Working Papers, University of Pretoria, Department of Economics View citations (28)
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 (21) (2016)
2015
- Determinants of Transitions across Formal / Informal Sectors in Egypt
IZA Discussion Papers, Institute of Labor Economics (IZA)
Also in MPRA Paper, University Library of Munich, Germany (2014) View citations (11)
ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015)
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015)
Working Papers, Economic Research Forum (2014) View citations (8)
- IS THERE AN INFORMAL EMPLOYMENT WAGE PENALTY IN EGYPT?
MPRA Paper, University Library of Munich, Germany View citations (13)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2015) View citations (13)
ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015)
MPRA Paper, University Library of Munich, Germany (2015) View citations (12)
Working Papers, Economic Research Forum (2015) View citations (13)
MPRA Paper, University Library of Munich, Germany (2015) View citations (13)
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015) View citations (17)
- Unemployment and Labor Force Participation in Turkey
MPRA Paper, University Library of Munich, Germany View citations (1)
Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2015) View citations (1)
ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015) View citations (1)
See also Journal Article Unemployment and labour force participation in Turkey, Applied Economics Letters, Taylor & Francis Journals (2016) View citations (10) (2016)
2014
- Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
Working Papers, Eastern Mediterranean University, Department of Economics
Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2012)
IZA Discussion Papers, Institute of Labor Economics (IZA) (2012)
EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association (2013) View citations (1)
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)
- 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 Pretoria, Department of Economics (2012) View citations (7)
Working papers, University of Connecticut, Department of Economics (2012) View citations (4)
Working Papers, University of Nevada, Las Vegas , Department of Economics (2012) View citations (5)
2011
- International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (7)
Also in Working Papers, Eastern Mediterranean University, Department of Economics (2011) View citations (1)
IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (6)
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)
Journal Articles
2022
- 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)
2021
- 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 (18)
See also Working Paper Dynamic return and volatility spillovers among S&P 500, crude oil and gold, Working Papers (2018) View citations (2) (2018)
2020
- 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)
- 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)
- Is there an informal employment wage penalty in Egypt? Evidence from quantile regression on panel data
Empirical Economics, 2020, 58, (6), 2949-2979 View citations (5)
- 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)
- Public-private sector wage gap by gender in Egypt: Evidence from quantile regression on panel data, 1998–2018
World Development, 2020, 135, (C) View citations (2)
- 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 (13)
2019
- Long Memory in Turkish Unemployment Rates
Emerging Markets Finance and Trade, 2019, 55, (1), 201-217 View citations (5)
See also Working Paper Long Memory in Turkish Unemployment Rates, ERC Working Papers (2017) (2017)
- 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 (6) (2018)
- 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)
- 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)
- Transitions across labor market states including formal/informal division in Egypt
Review of Development Economics, 2019, 23, (4), 1674-1695 View citations (13)
2018
- Does inflation cause gold market price changes? evidence on the G7 countries from the tests of nonparametric quantile causality in mean and variance
Applied Economics, 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)
- 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)
2017
- Does oil predict gold? A nonparametric causality-in-quantiles approach
Resources Policy, 2017, 52, (C), 257-265 View citations (37)
See also Working Paper Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach, MPRA Paper (2017) View citations (44) (2017)
2016
- 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 (21)
See also Working Paper LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index, Working Papers (2016) View citations (28) (2016)
- Unemployment and labour force participation in Turkey
Applied Economics Letters, 2016, 23, (3), 184-187 View citations (10)
See also Working Paper Unemployment and Labor Force Participation in Turkey, MPRA Paper (2015) View citations (1) (2015)
2015
- Are real exchanges rate series really persistent?: evidence from three commonwealth of independent states countries
Applied Economics, 2015, 47, (40), 4299-4309
- INTERNATIONAL EVIDENCE ON REAL INTEREST RATE PERSISTENCE
The Singapore Economic Review (SER), 2015, 60, (04), 1-14
- 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)
2014
- Are there really bubbles in oil prices?
Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 631-638 View citations (20)
- Fiscal Policy Shocks and the Dynamics of Asset Prices
Public Finance Review, 2014, 42, (4), 511-531 View citations (9)
2013
- 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)
- 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?, Koç University-TUSIAD Economic Research Forum Working Papers (2011) View citations (7) (2011)
- Persistence in crude oil spot and futures prices
Energy, 2013, 59, (C), 29-37 View citations (35)
- 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)
- The export-output growth nexus in Japan: a bootstrap rolling window approach
Empirical Economics, 2013, 44, (2), 639-660 View citations (138)
2011
- 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)
- The Feldstein-Horioka puzzle in the presence of structural shifts: The case of Japan versus the USA
Research in International Business and Finance, 2011, 25, (2), 195-202 View citations (8)
- Time-varying linkages between tourism receipts and economic growth in a small open economy
Economic Modelling, 2011, 28, (1), 664-671 View citations (88)
Also in Economic Modelling, 2011, 28, (1-2), 664-671 (2011) View citations (90)
2010
- DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS
Manchester School, 2010, 78, (6), 511-537 View citations (16)
- Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
Energy Economics, 2010, 32, (6), 1398-1410 View citations (283)
- The persistence in real exchange rate: Evidence from East Asian countries
Economic Modelling, 2010, 27, (5), 891-895 View citations (4)
2009
- Dynamic linkages between the center and periphery in international stock markets
Research in International Business and Finance, 2009, 23, (1), 46-53 View citations (11)
- Linkages between international stock markets: A multivariate long-memory approach
Physica A: Statistical Mechanics and its Applications, 2009, 388, (12), 2461-2468 View citations (16)
- Testing the PPP hypothesis for G-7 countries
Applied Economics Letters, 2009, 16, (1), 99-101
- The Feldstein - Hoiroka puzzle across countries
Applied Economics, 2009, 41, (2), 237-247 View citations (1)
- The quality of fiscal adjustment: an empirical analysis of Turkey
Journal of Economic Policy Reform, 2009, 12, (2), 111-126 View citations (2)
2008
- Efficient market hypothesis: evidence from a small open-economy
Applied Economics, 2008, 40, (5), 633-641 View citations (25)
- Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model
Economic Modelling, 2008, 25, (3), 512-519 View citations (5)
- On the inflation-uncertainty hypothesis in Jordan, Philippines and Turkey: A long memory approach
International Review of Economics & Finance, 2008, 17, (1), 1-12 View citations (16)
2007
- Non-linear dynamic linkages in the international stock markets
Physica A: Statistical Mechanics and its Applications, 2007, 377, (1), 173-180 View citations (17)
- The purchasing power parity hypothesis in Turkey: evidence from nonlinear STAR error correction models
Applied Economics Letters, 2007, 15, (4), 307-311 View citations (2)
2006
- Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets
Istanbul Stock Exchange Review, 2006, 8, (31), 19-30
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