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

Working Papers

2022

1. How Does the Economic Uncertainty Affect Asset Prices under Normal and Financial Distress Times?
   IZA Discussion Papers, Institute of Labor Economics (IZA)

2021

2. 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)
3. 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

4. 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 (4)

2019

5. 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 in The Quarterly Review of Economics and Finance (2020)

2018

6. 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)
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 in International Journal of Finance & Economics (2021)
8. 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 (4)
   See also Journal Article in International Journal of Finance & Economics (2019)
9. 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 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 (4)
   IZA Discussion Papers, Institute of Labor Economics (IZA) (2018) View citations (4)
10. 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 (15)
    See also Journal Article in Renewable Energy (2018)
11. 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

12. 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 in Empirica (2020)
13. 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 in Applied Economics (2018)
14. Does Inflation Cause Gold Prices? Evidence from G7 Countries
    Working Papers, Eastern Mediterranean University, Department of Economics
15. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach
    MPRA Paper, University Library of Munich, Germany View citations (32)
    See also Journal Article in Resources Policy (2017)
16. Long Memory in Turkish Unemployment Rates
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2017)
    GLO Discussion Paper Series, Global Labor Organization (GLO) (2017)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2017)
    MPRA Paper, University Library of Munich, Germany (2017)
    See also Journal Article in Emerging Markets Finance and Trade (2019)
17. 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
18. Unemployment Invariance Hypothesis, Added and Discouraged Worker Effects in Canada?
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
    Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2017)
    See also Journal Article in International Journal of Manpower (2018)

2016

19. A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry
    Swiss Finance Institute Research Paper Series, Swiss Finance Institute
20. 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)
21. LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index
    Working Papers, University of Pretoria, Department of Economics View citations (15)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2016)

2015

22. Determinants of Transitions across Formal / Informal Sectors in Egypt
    IZA Discussion Papers, Institute of Labor Economics (IZA)
    Also in Working Papers, Economic Research Forum (2014) View citations (8)
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015)
    MPRA Paper, University Library of Munich, Germany (2014) View citations (11)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015)
23. IS THERE AN INFORMAL EMPLOYMENT WAGE PENALTY IN EGYPT?
    MPRA Paper, University Library of Munich, Germany View citations (12)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2015) View citations (16)
    MPRA Paper, University Library of Munich, Germany (2015) View citations (12)
    MPRA Paper, University Library of Munich, Germany (2015) View citations (11)
    Working Papers, Economic Research Forum (2015) View citations (11)
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2015) View citations (9)
24. Unemployment and Labor Force Participation in Turkey
    MPRA Paper, University Library of Munich, Germany View citations (1)
    Also in ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2015) View citations (1)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2015) View citations (1)
    See also Journal Article in Applied Economics Letters (2016)

2014

25. Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries
    Working Papers, Eastern Mediterranean University, Department of Economics
    Also in 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)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2012)
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University (2012)
    EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey, Ekonomik Yaklasim Association (2013) View citations (1)
26. Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
    Working Papers, Eastern Mediterranean University, Department of Economics View citations (5)
    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)

2011

27. International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University View citations (2)
    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)
    IZA Discussion Papers, Institute of Labor Economics (IZA) (2011) View citations (6)
    See also Journal Article in Bulletin of Economic Research (2013)

Journal Articles

2022

1. 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 (2)

2021

2. 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 (6)
   See also Working Paper (2018)

2020

3. 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 (2)
   See also Working Paper (2017)
4. 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 (2019)
5. 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 (3)
6. 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 (3)
7. 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 (1)
8. 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 (4)

2019

9. Long Memory in Turkish Unemployment Rates
   Emerging Markets Finance and Trade, 2019, 55, (1), 201-217 View citations (4)
   See also Working Paper (2017)
10. 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 (12)
    See also Working Paper (2018)
11. 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 (8)
12. 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 (8)
13. Transitions across labor market states including formal/informal division in Egypt
    Review of Development Economics, 2019, 23, (4), 1674-1695 View citations (3)

2018

14. 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 (5)
    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 View citations (16)
    See also Working Paper (2018)
16. Unemployment invariance hypothesis, added and discouraged worker effects in Canada
    International Journal of Manpower, 2018, 39, (7), 929-936 View citations (7)
    See also Working Paper (2017)

2017

17. Does oil predict gold? A nonparametric causality-in-quantiles approach
    Resources Policy, 2017, 52, (C), 257-265 View citations (32)
    See also Working Paper (2017)

2016

18. 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 (15)
    See also Working Paper (2016)
19. Unemployment and labour force participation in Turkey
    Applied Economics Letters, 2016, 23, (3), 184-187 View citations (8)
    See also Working Paper (2015)

2015

20. Are real exchanges rate series really persistent?: evidence from three commonwealth of independent states countries
    Applied Economics, 2015, 47, (40), 4299-4309
21. INTERNATIONAL EVIDENCE ON REAL INTEREST RATE PERSISTENCE
    The Singapore Economic Review (SER), 2015, 60, (04), 1-14
22. 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 (9)

2014

23. Are there really bubbles in oil prices?
    Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 631-638 View citations (15)
24. Fiscal Policy Shocks and the Dynamics of Asset Prices
    Public Finance Review, 2014, 42, (4), 511-531 View citations (4)

2013

25. 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 (21)
26. 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 (2011)
27. Persistence in crude oil spot and futures prices
    Energy, 2013, 59, (C), 29-37 View citations (30)
28. 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 (42)
29. The export-output growth nexus in Japan: a bootstrap rolling window approach
    Empirical Economics, 2013, 44, (2), 639-660 View citations (90)

2011

30. On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries
    Journal of Applied Economics, 2011, 14, (2), 269-296 View citations (8)
    Also in Journal of Applied Economics, 2011, 14, 269-296 (2011) View citations (10)
31. 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 (7)
32. Time-varying linkages between tourism receipts and economic growth in a small open economy
    Economic Modelling, 2011, 28, (1-2), 664-671 View citations (77)
    Also in Economic Modelling, 2011, 28, (1), 664-671 (2011) View citations (75)

2010

33. DYNAMICS OF INFLATION, OUTPUT GROWTH AND THEIR UNCERTAINTY IN THE UK: AN EMPIRICAL ANALYSIS
    Manchester School, 2010, 78, (6), 511-537 View citations (11)
34. Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window
    Energy Economics, 2010, 32, (6), 1398-1410 View citations (200)
35. The persistence in real exchange rate: Evidence from East Asian countries
    Economic Modelling, 2010, 27, (5), 891-895 View citations (4)

2009

36. 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)
37. 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)
38. Testing the PPP hypothesis for G-7 countries
    Applied Economics Letters, 2009, 16, (1), 99-101
39. The Feldstein - Hoiroka puzzle across countries
    Applied Economics, 2009, 41, (2), 237-247 View citations (1)
40. The quality of fiscal adjustment: an empirical analysis of Turkey
    Journal of Economic Policy Reform, 2009, 12, (2), 111-126 View citations (2)

2008

41. Efficient market hypothesis: evidence from a small open-economy
    Applied Economics, 2008, 40, (5), 633-641 View citations (19)
42. Linkages between the center and periphery stock prices: Evidence from the vector ARFIMA model
    Economic Modelling, 2008, 25, (3), 512-519 View citations (5)
43. 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 (13)

2007

44. Non-linear dynamic linkages in the international stock markets
    Physica A: Statistical Mechanics and its Applications, 2007, 377, (1), 173-180 View citations (17)
45. 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

46. Persistence in Emerging Market Stock Returns: Empirical Evidence from Six Stock Markets
    Istanbul Stock Exchange Review, 2006, 8, (31), 19-30