Working Papers

From Eastern Mediterranean University, Department of Economics
Contact information at EDIRC.
Bibliographic data for series maintained by Mehmet Balcilar ().

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15-50: Point Optimal Invariant Tests of a Unit Root in Models with Structural Change

Mehmet Balcilar

15-49: Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?

Mehmet Balcilar, David Roubaud, Ojonugwa Usman and Mark Wohar

15-48: Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets

Mehmet Balcilar, Riza Demirer and Shawkat Hammoudeh

15-47: Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets

Mehmet Balcilar, Zeynel Ozdemir, Huseyin Ozdemir and Mark Wohar

15-46: Dynamic return and volatility spillovers among S&P 500, crude oil and gold

Mehmet Balcilar, Zeynel Ozdemir and Huseyin Ozdemir

15-45: Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis

Mehmet Balcilar and Ojonugwa Usman

15-44: The Long-run Effect of Geopolitical Risks on Insurance Premiums

Godwin Olasehinde-Williams and Mehmet Balcilar

15-43: Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa

Mehmet Balcilar, Berkan Tokar and Godwin Olasehinde-Williams

15-42: Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices

Mehmet Balcilar and Festus Bekun

15-41: Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries

Mehmet Balcilar, Zeynel Ozdemir, Huseyin Ozdemir and Muhammad Shahbaz

15-40: Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality

Godwin Olasehinde-Williams and Mehmet Balcilar

15-39: Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan

Mehmet Balcilar, Godwin Olasehinde-Williams and Muhammad Shahbaz

15-38: Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence

Firat Emir, Mehmet Balcilar and Muhammad Shahbaz

15-37: The Dynamics of Energy Intensity Convergence in the EU-28 Countries

Mehmet Balcilar and Firat Emir

15-36: The Migration of Fear: An Analysis of Migration Choices of Syrian Refugees

Mehmet Balcilar and Jeffrey Nugent

15-35: On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches

Mehmet Balcilar, Zeynel Ozdemir and Muhammad Shahbaz

15-34: The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters

Mehmet Balcilar and Zeynel Ozdemir

15-33: The nexus between the oil price and its volatility in a stochastic volatility in mean model with time-varying parameters

Mehmet Balcilar and Zeynel Ozdemir

15-32: A re-examination of growth and growth uncertainty relationship in a stochastic volatility in mean model with time-varying parameters

Mehmet Balcilar and Zeynel Ozdemir

15-31: Does Inflation Cause Gold Prices? Evidence from G7 Countries

Mehmet Balcilar, Zeynel Ozdemir, Muhammad Shahbaz and Serkan Gunes

15-30: The links between crude oil prices and GCC stock markets: Evidence from time-varying Granger causality tests

Mehmet Balcilar, Rangan Gupta and Ýsmail H. Gençb

15-29: Does speculation in the oil market drive investor herding in net exporting nations?

Mehmet Balcilar, Riza Demirer and Talat Ulussever

15-28: International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?

Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel

15-27: The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US

Mehmet Balcilar, Rangan Gupta and Stephen Miller

15-26: Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode

Beatrice D. Simo - Kengne, Mehmet Balcilar, Rangan Gupta, Monique Reid and Goodness C. Aye

15-25: Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries

Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel

15-24: Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience

Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen Miller and Zeynel Ozdemir

15-22: Housing and the Business Cycle in South Africa

Goodness C. Aye, Mehmet Balcilar, Adel Bosch and Rangan Gupta

15-21: Forecasting Aggregate Retail Sales: The Case of South Africa

Goodness C. Aye, Mehmet Balcilar, Rangan Gupta and Anandamayee Majumdar

15-20: Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?

Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta and Vassilios Babalos

15-19: Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation

Pejman Bahramian, Mehmet Balcilar, Rangan Gupta and Patrick T. kanda

15-18: Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and Renee van Eyden

15-17: The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach

Mehmet Balcilar, Rangan Gupta and Charl Jooste

15-16: House Values and Proximity to a Landfill: A Quantile Regression Framework

Mario du Preez, Mehmet Balcilar, Aarifah Razak, Steven Koch and Rangan Gupta

15-15: Revisiting Herding Behavior in REITs: A RegimeSwitching Approach

Vassilios Babalos, Mehmet Balcilar, Rangan Gupta and Nikolaos Philippas

15-13: The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis

Mehmet Balcilar, Renee van Eyden, Josine Uwilingiye and Rangan Gupta

15-12: The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model

Mehmet Balcilar, Rangan Gupta and Charl Jooste

15-11: Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach

Mehmet Balcilar, Kirsten Thompson, Rangan Gupta and Renee van Eyden

15-10: Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk

Mehmet Balcilar, Riza Demirer, Shawkat Hammoudeh and Duc Khuong Nguyen

15-09: Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter

Mehmet Balcilar, Rangan Gupta and Charl Jooste

15-08: Forecasting Core Inflation: The Case of South Africa

Franz Ruch, Mehmet Balcilar, Mampho P. Modise and Rangan Gupta

15-07: International Stock Return Predictability: Is the Role of U.S. Time-Varying?

Goodness C. Aye, Mehmet Balcilar and Rangan Gupta

15-06: Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa

Mehmet Balcilar, Rangan Gupta, Renee van Eyden and Kirsten Thompson

15-05: Do Precious Metal Prices Help in Forecasting South African Inflation?

Mehmet Balcilar, Nico Katzke and Rangan Gupta

15-04: Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?

Mehmet Balcilar, Rangan Gupta, Charl Jooste and Omid Ranjbar

15-03: Identifying Periods of US Housing Market Explosivity

Mehmet Balcilar, Rangan Gupta and Nico Katzke

15-02: THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD

Mehmet Balcilar, Rangan Gupta and Stelios Bekiros

15-01: Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes

Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar and Stephen Miller