Search Results

EuroConference 2013 Symposium: International Conference on Business, Economics and Finance,
Mehmet Balcilar and Ali Kutan, in Economic Systems (2014)

On the Risk Spillover from Bitcoin to Altcoins: The Fear of Missing Out and Pump-and-Dump Scheme Effects,
Mehmet Balcilar and Huseyin Ozdemir, in JRFM (2023)
Keywords: asymmetric volatility spillover; bitcoin; altcoin; cryptocurrency; frequency connectedness

The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters,
Mehmet Balcilar and Zeynel Ozdemir, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Precious metals; Uncertainty; Stochastic volatility; State–space.

Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test,
Vassilios Babalos and Mehmet Balcilar, in Finance Research Letters (2017)
Keywords: Commodities markets; Commodities fund flows; Quantile causality; Volatility;

The migration of fear: An analysis of migration choices of Syrian refugees,
Mehmet Balcilar and Jeffrey Nugent, in The Quarterly Review of Economics and Finance (2019)
Keywords: Refugees; Forced migration; Labor market; Employment; Immigration; Logit; Model; Civil war; Syria; Turkey;

The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters,
Mehmet Balcilar and Zeynel Ozdemir, in Physica A: Statistical Mechanics and its Applications (2019)
Keywords: Precious metals; Uncertainty; Stochastic volatility; State-space model;

A Comparative Analysis of Productivity Growth, Catch-Up, and Convergence in Transition Economies,
Ertuğrul Deliktaş and Mehmet Balcilar, in Emerging Markets Finance and Trade (2005)
Keywords: convergence, data envelopment analysis, stochastic production frontiers, technical efficiency, total factor productivity, transition economies,

Effectiveness of Inflation Targeting in Turkey,
Ismail Genc and Mehmet Balcilar, in Emerging Markets Finance and Trade (2012)
Keywords: ARMA, emerging markets, inflation stabilization, inflation targeting, structural break

Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries,
Mehmet Balcilar and Zeynel Ozdemir, in Scottish Journal of Political Economy (2013)

On the Determinants of Green Technology Diffusion: An Empirical Analysis of Economic, Social, Political, and Environmental Factors,
Büşra Ağan and Mehmet Balcilar, in Sustainability (2022)
Keywords: green technology diffusion; climate change; sustainable development; technological achievement; dynamic panel data

The Time-Varying Effect of Asset Prices on Turkey’s Circular Economy,
Mehmet Balcilar and Evrim Toren, in Sustainability (2021)
Keywords: circular economy; sustainable development; stochastic volatility; TVP-VAR

A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters,
Mehmet Balcilar and Zeynel Ozdemir, in Empirica (2020)
Keywords: Output growth, Output growth uncertainty, Nonlinearity, State–space

Identifying the Key Drivers in Energy Technology Fields: The Role of Spillovers and Public Policies,
Mehmet Balcilar and Busra Agan, in Sustainability (2024)
Keywords: clean innovation; patents; innovation spillover; environmental policy and regulations; network connectedness; panel vector autoregressive models; panel VAR; Diebold–Yilmaz spillover index

Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices,
Mehmet Balcilar and Festus Bekun, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: CO2 emissions; Agricultural commodity prices; inflation; VAR model; forecast error variance; price spillover; Nigeria.

Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index,
Mehmet Balcilar and Festus Bekun, in Agrekon (2020)

Unraveling the Green Growth Matrix: Exploring the Impact of Green Technology, Climate Change Adaptation, and Macroeconomic Factors on Sustainable Development,
Büşra Ağan and Mehmet Balcilar, in Sustainability (2023)
Keywords: green growth; green technology; technology diffusion; climate change adaptation; sustainable development; panel data

On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets,
Amirreza Attarzadeh and Mehmet Balcilar, in Energies (2022)
Keywords: financial market; clean energy; net transmitter/receiver; spillover; quantile VAR

The export-output growth nexus in Japan: a bootstrap rolling window approach,
Mehmet Balcilar and Zeynel Ozdemir, in Empirical Economics (2013)
Keywords: Export-led growth, Output-driven export, Bootstrap, Time-Varying Causality, F43, O10, C32,

Spillover dynamics across price inflation and selected agricultural commodity prices,
Mehmet Balcilar and Festus Bekun, in Journal of Economic Structures (2020)
Keywords: Agricultural commodity prices, Inflation, VAR model, Forecast error variance, Price spillover, Nigeria

The Dynamics of Energy Intensity Convergence in the EU-28 Countries,
Mehmet Balcilar and Firat Emir, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Energy Intensity; Club Convergence; Convergence Test; European Union

Financial Connectedness and Risk Transmission Among MENA Countries: Evidence from Connectedness Network and Clustering Analysis,
Mehmet Balcilar and Shawkat Hammoudeh, from Economic Research Forum (2022)

Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis,
Mehmet Balcilar and Ojonugwa Usman, in Energy (2021)
Keywords: Exchange rate; Oil price; Pass-through; Inflation; Diebold-Yilmaz spillover index;

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, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Exchange rate; Oil price; Pass-through; Inflation; Diebold-Yilmaz spillover index

U.S. monetary policy and the predictability of global economic synchronization patterns,
Mehmet Balcilar and Riza Demirer, in Journal of Economics and Finance (2022)
Keywords: Output gap, Business cycles, Quantile causality, Predictability

The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul,
Mehmet Balcilar and Riza Demirer, in BIFEC Book of Abstracts & Proceedings (2014)
Keywords: Herd behavior; Emerging markets; Markov-switching; Time-varying probabilities.

Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul,
Mehmet Balcilar and Riza Demirer, in Emerging Markets Finance and Trade (2015)

Financial integration in small Islands: The case of Cyprus,
Mehmet Balcilar, Ali Kutan and Mehmet Yaya, in International Review of Economics & Finance (2017)
Keywords: F17; F36; C32; Financial integration; Cyprus; Greece; Turkey; Turkish Republic of Northern Cyprus;

Testing the dependency theory on small island economies: The case of Cyprus,
Mehmet Balcilar, Ali Kutan and Mehmet Yaya, in Economic Modelling (2017)
Keywords: F17; F36; C32; Regional integration; Dependency theory; Cyprus; Greece; Turkey; The European Union;

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold,
Mehmet Balcilar, Zeynel Ozdemir and Huseyin Ozdemir, in International Journal of Finance & Economics (2021)

Dynamic return and volatility spillovers among S&P 500, crude oil and gold,
Mehmet Balcilar, Zeynel Ozdemir and Huseyin Ozdemir, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: S&P 500 index; Oil price; Gold Price; Return spillover; Volatility spillover

Time-varying linkages between tourism receipts and economic growth in a small open economy,
Yalcin Arslanturk, Mehmet Balcilar and Zeynel Ozdemir, in Economic Modelling (2011)
Keywords: Tourism receipts Economic growth Time-varying causality Time-varying coefficient model

Time-varying linkages between tourism receipts and economic growth in a small open economy,
Yalcin Arslanturk, Mehmet Balcilar and Zeynel Ozdemir, in Economic Modelling (2011)
Keywords: Tourism receipts; Economic growth; Time-varying causality; Time-varying coefficient model;

THE EFFECTS OF FINANCIAL DEVELOPMENT ON INVESTMENT IN TURKEY,
Mehmet Balcilar, Serhan Çiftçioğlu and Hasan Güngör, in The Singapore Economic Review (SER) (2016)
Keywords: Investment, financial development, financial frictions, bounds testing approach, ARDL

The time-varying causality between spot and futures crude oil prices: A regime switching approach,
Mehmet Balcilar, Hasan Güngör and Shawkat Hammoudeh, in International Review of Economics & Finance (2015)
Keywords: Oil futures price; Markov-switching model; Time-varying Granger-causality;

On the Nonlinear Causality Between Inflation and Inflation Uncertainty in the G3 Countries,
Mehmet Balcilar, Zeynel Ozdemir and Esin Cakan, in Journal of Applied Economics (2011)

Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach,
Rasool Dehghanzadeh Shahabad and Mehmet Balcilar, in Mathematics (2022)
Keywords: economic policy uncertainty; oil; natural gas; gold; India; autoregressive distributed lag model; ARDL

The COVID-19 effects on agricultural commodity markets,
Mehmet Balcilar, Kamil Sertoglu and Büşra Ağan, in Agrekon (2022)

Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window,
Mehmet Balcilar, Zeynel Ozdemir and Yalcin Arslanturk, in Energy Economics (2010)
Keywords: Economic growth Energy consumption Bootstrap Time-varying causality

On the nonlinear causality between inflation and inflation uncertainty in the G3 countries,
Mehmet Balcilar, Zeynel Ozdemir and Esin Cakan, in Journal of Applied Economics (2011)
Keywords: inflation, inflation uncertainty, Granger-causality, nonlinear Granger-causality

Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets,
Mehmet Balcilar, Zeynel Ozdemir and Esin Cakan, in International Econometric Review (IER) (2015)
Keywords: Emerging Markets, Random Walk, Structural Breaks, Market Liberalization.

Interactions between real economic and financial sides of the US economy in a regime-switching environment,
Soodabeh Sarafrazi, Shawkat Hammoudeh and Mehmet Balcilar, in Applied Economics (2015)

Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks,
Mehmet Balcilar, Huseyin Ozdemir and Büşra Ağan, in Physica A: Statistical Mechanics and its Applications (2022)
Keywords: Volatility connectedness; Network analysis; Emerging equity markets; Cryptocurrency; COVID-19 outbreak;

Can food availability influence economic growth - the case of African countries,
Mary Oluwatoyin Agboola and Mehmet Balcilar, in Agricultural Economics (2014)
Keywords: African dummy, food crisis, food security, Africa

Openness and financial development: time series evidence for Turkey,
Senay Acikgoz, Mehmet Balcilar and Bedriye Saracoglu, in International Journal of Banking, Accounting and Finance (2012)
Keywords: financial development; financial openness; trade openness; bounds testing approach; Turkey; real GDP; gross domestic product; liberalisation; capital accounts; trade accounts.

Are there really bubbles in oil prices?,
Mehmet Balcilar, Zeynel Ozdemir and Ibrahim Yetkiner, in Physica A: Statistical Mechanics and its Applications (2014)
Keywords: Crude oil price; Exponential fitting; Bubbles;

Adversities in Syria and their relation to their physical and mental health conditions as Syrian refugees in Turkey,
Mehmet Balcilar, Jeffrey Nugent and Jiahui Xu, in Scottish Journal of Political Economy (2022)

Financial connectedness and risk transmission among MENA countries: Evidence from connectedness network and clustering analysis1,
Mehmet Balcilar, Ahmed Elsayed and Shawkat Hammoudeh, in Journal of International Financial Markets, Institutions and Money (2023)
Keywords: Financial stress and openness; Financial connectedness; Risk transmission; QVAR; Network analysis;

Examining the Effect of Globalization on Insurance Activities in Large Emerging Market Economies,
Godwin Olasehinde-Williams and Mehmet Balcilar, in Research in International Business and Finance (2020)
Keywords: Globalization; Insurance Markets; CS-DL; Bootstrap panel Granger causality; Large Emerging Market Economies;

International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?,
Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel, from Eastern Mediterranean University, Department of Economics (2011)
Keywords: fractional integration, gender, labour force participation rates, structural breaks

Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries,
Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel, from Ekonomik Yaklasim Association (2013)
Keywords: Labor force participation rate, LFPR.

INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS?,
Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel, in Bulletin of Economic Research (2013)

Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach,
Mehmet Balcilar, David Gabauer and Zaghum Umar, in Resources Policy (2021)
Keywords: Oil market; Commodity market; Market risk; Dynamic connectedness; Joint connectedness; TVP-VAR;

Do oil prices and exchange rates account for agricultural commodity market spillovers? Evidence from the Diebold and Yilmaz Index,
Mehmet Balcilar and Festus Victor Bekun, in Agrekon (2020)
Keywords: Agribusiness, International Relations/Trade

The COVID-19 effects on agricultural commodity markets,
Mehmet Balcilar, Kamil Sertoglu and Busra Agan, in Agrekon (2022)
Keywords: Health Economics and Policy, Marketing

Tourism development and U.S energy security risks: a KRLS machine learning approach,
Mehmet Balcilar, Ojonugwa Usman and Oktay Özkan, in Current Issues in Tourism (2024)

International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?,
Aysıt Tansel, Zeynel Ozdemir and Mehmet Balcilar, from Koc University-TUSIAD Economic Research Forum (2011)
Keywords: Labour Force Participation Rates; Gender; Fractional Integration, Structural Breaks.

Are Labor Force Participation Rates Really Non-Stationary? Evidence from Three OECD Countries,
Zeynel Ozdemir, Mehmet Balcilar and Aysıt Tansel, from Koc University-TUSIAD Economic Research Forum (2012)
Keywords: Stock-Based Labor Force Participation Rates; Structural Change; Stationarity.

Regime switching model of US crude oil and stock market prices: 1859 to 2013,
Mehmet Balcilar, Rangan Gupta and Stephen Miller, in Energy Economics (2015)
Keywords: Markov switching; Vector error correction; Oil and stock prices;

How Do Energy Market Shocks Affect Economic Activity in the US Under Changing Financial Conditions?,
Mehmet Balcilar, Ojonugwa Usman and David Roubaud, from Springer (2022)
Keywords: Oil prices, Economic activity, Uncertainty, Stochastic volatility, Financial markets, Threshold VARs

Does oil predict gold? A nonparametric causality-in-quantiles approach,
Muhammad Shahbaz, Mehmet Balcilar and Zeynel Ozdemir, in Resources Policy (2017)
Keywords: Gold, oil, spot and futures markets; Quantile causality; C22; G15;

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, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Gold and oil prices, Time-varying Granger causality, Rolling estimation, Recursive rolling estimation.

Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence,
Firat Emir, Mehmet Balcilar and Muhammad Shahbaz, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Carbon Intensity; Club Convergence; Convergence Test; European Union

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, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Globalization, Insurance Markets, Bootstrap panel Granger causality, Large Emerging Market Economies

The Long-run Effect of Geopolitical Risks on Insurance Premiums,
Godwin Olasehinde-Williams and Mehmet Balcilar, from Eastern Mediterranean University, Department of Economics (2018)
Keywords: Geopolitical risks, insurance market, panel data, panel bootstrap causality

On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis,
Mehmet Balcilar, Ojonugwa Usman and Büşra Ağan, in Journal of Economic Surveys (2024)

Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model,
Mehmet Balcilar, Rangan Gupta and Kevin Kotze, in Economic Modelling (2015)
Keywords: Macroeconomic forecasting; Linear and nonlinear New Keynesian DSGE; Vector autoregressions; Bayesian methods; Emerging markets;

Dynamic Relationship Between Oil Price And Inflation In South Africa,
Mehmet Balcilar, Josine Uwilingiye and Rangan Gupta, in Journal of Developing Areas (2018)
Keywords: Oil prices, inflation, causality, DCC-EGARCH

Analyzing South Africa’s inflation persistence using an ARFIMA model with Markov-switching fractional differencing parameter,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, in Journal of Developing Areas (2016)
Keywords: Inflation persistence, MS-ARFIMA, inflation regimes

On exchange-rate movements and gold-price fluctuations: evidence for gold-producing countries from a nonparametric causality-in-quantiles test,
Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch, in International Economics and Economic Policy (2017)
Keywords: Gold price, Exchange rates, Causality test, Gold-producing countries

The Role of Economic Policy Uncertainty in Predicting Output Growth in Emerging Markets: A Mixed-Frequency Granger Causality Approach,
Mehmet Balcilar, George Ike and Rangan Gupta, in Emerging Markets Finance and Trade (2022)

The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US,
Mehmet Balcilar, Rangan Gupta and Stephen Miller, from University of Nevada, Las Vegas , Department of Economics (2012)
Keywords: Forecasting, Linear and non-linear models, US and Census housing price indexes

Housing and the Great Depression,
Mehmet Balcilar, Rangan Gupta and Stephen Miller, from University of Nevada, Las Vegas , Department of Economics (2013)
Keywords: Great Depression, Real House Price, Real GDP per Capita, Structural change

Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model,
Mehmet Balcilar, Rangan Gupta and Kevin Kotze, in Empirical Economics (2017)
Keywords: Monetary policy, Inflation targeting, Markov-switching, Dynamic stochastic general equilibrium model, Bayesian estimation, Small open-economy

The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method,
Mehmet Balcilar, Stelios Bekiros and Rangan Gupta, in Empirical Economics (2017)
Keywords: Uncertainty, Oil markets, Volatility, Quantile causality

Housing and the Great Depression,
Mehmet Balcilar, Rangan Gupta and Stephen Miller, in Applied Economics (2014)

Long memory, economic policy uncertainty and forecasting US inflation: a Bayesian VARFIMA approach,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, in Applied Economics (2017)

The out-of-sample forecasting performance of nonlinear models of regional housing prices in the US,
Mehmet Balcilar, Rangan Gupta and Stephen Miller, in Applied Economics (2015)

The Growth-Inflation Nexus for the U.S. from 1801 to 2013: A Semiparametric Approach,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, in Journal of Applied Economics (2017)

Long- and Short-Run Relationships between House and Stock Prices in South Africa: A Nonparametric Approach,
Goodness Aye, Mehmet Balcilar and Rangan Gupta, in Journal of Housing Research (2013)

The impact of uncertainty shocks in South Africa: The role of financial regimes,
Mehmet Balcilar, Rangan Gupta and Theshne Kisten, in Review of Financial Economics (2021)

Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model,
Mehmet Balcilar, Rangan Gupta and Kevin Kotze, from School of Economics, University of Cape Town (2016)

Herding behavior in real estate markets: Novel evidence from a Markov-switching model,
Vassilios Babalos, Mehmet Balcilar and Rangan Gupta, in Journal of Behavioral and Experimental Finance (2015)
Keywords: Cross sectional dispersion; Market stress; Herding; REITs; Regime switching;

Do precious metal prices help in forecasting South African inflation?,
Mehmet Balcilar, Nico Katzke and Rangan Gupta, in The North American Journal of Economics and Finance (2017)
Keywords: Bayesian VAR; Dynamic Conditional Correlation; Density forecasting; Random Walk; Autoregressive model;

Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data,
Mehmet Balcilar, Rangan Gupta and Mark Wohar, in Energy Economics (2017)
Keywords: Oil market; Stock market; Common cycles; Common features; Trend-cycle decomposition; Permanent and transitory shocks;

Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test,
Mehmet Balcilar, Rangan Gupta and Christian Pierdzioch, in Resources Policy (2016)
Keywords: Gold returns; Gold volatility; Causality; Nonparametric quantile regression; Uncertainty;

Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions,
Mehmet Balcilar, Rangan Gupta and Jacobus Nel, in Resources Policy (2022)
Keywords: Real gold returns; Rare disaster risks; Quantile regressions;

Does country risks predict stock returns and volatility? Evidence from a nonparametric approach,
Tahir Suleman, Rangan Gupta and Mehmet Balcilar, in Research in International Business and Finance (2017)
Keywords: Country risks; Returns; Volatility; Nonparametric higher-order causality;

Identifying Periods of US Housing Market Explosivity,
Mehmet Balcilar, Nico Katzke and Rangan Gupta, from Stellenbosch University, Department of Economics (2015)
Keywords: GSADF, Bubble, Structural Breaks, Random Walk, Explosivity

Do Precious Metal Prices Help in Forecasting South African Inflation?,
Mehmet Balcilar, Nico Katzke and Rangan Gupta, from Stellenbosch University, Department of Economics (2015)
Keywords: Bayesian VAR, Dynamic Conditional Correlation, Density forecasting, Random Walk, Autoregressive model

South Africa’s economic response to monetary policy uncertainty,
Mehmet Balcilar, Rangan Gupta and Charl Jooste, in Journal of Economic Studies (2017)
Keywords: DSGE, Volatility, Nonlinear, Uncertainty, C10