Mehmet Balcilar : Citation Profile

Are you Mehmet Balcilar?

Doğu Akdeniz Üniversitesi (70% share)
Montpellier Business School (25% share)
University of Pretoria (3% share)
Economic Research Forum (ERF) (2% share)

16

H index

38

i10 index

1130

Citations

RESEARCH PRODUCTION:

122

Articles

186

Papers

RESEARCH ACTIVITY:

   16 years (2003 - 2019). See details.
   Cites by year: 70
   Journals where Mehmet Balcilar has often published
   Relations with other researchers
   Recent citing documents: 344.    Total self citations: 117 (9.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba722
   Updated: 2019-10-15    RAS profile: 2019-08-12    
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Relations with other researchers

Works with:

GUPTA, RANGAN (178)

Demirer, Riza (26)

Jooste, Charl (23)

Miller, Stephen (20)

Ozdemir, Zeynel (20)

Wohar, Mark (18)

Shahbaz, Muhammad (18)

van Eyden, Renee (13)

Kyei, Clement (11)

Olasehinde-Williams, Godwin (8)

Pierdzioch, Christian (7)

Chang, Tsangyao (6)

Katzke, Nico (6)

Akadiri, Seyi (6)

BABALOS, VASSILIOS (6)

Bouri, Elie (5)

Kotze, Kevin (4)

Ajmi, Ahdi Noomen (4)

Gil-Alana, Luis (4)

Sousa, Ricardo (4)

Majumdar, Anandamayee (4)

Ben Nasr, Adnen (4)

Nguyen, Duc Khuong (4)

Lee, Chien-Chiang (4)

Simo-Kengne, Beatrice Desiree (3)

Inglesi-Lotz, Roula (3)

Bahramian, Pejman (3)

Kanda, Patrick (3)

Bonato, Matteo (3)

Yetkiner, Ibrahim (3)

Kutan, Ali (3)

Bekiros, Stelios (3)

El Montasser, Ghassen (3)

Ranjbar, Omid (3)

Shahzad, Syed Jawad Hussain (2)

Roubaud, David (2)

Koch, Steven (2)

YAYA, MEHMET (2)

Cakan, Esin (2)

Suleman, Tahir (2)

Emirmahmutoglu, Furkan (2)

Akinsomi, Omokolade (2)

Ruch, Franz (2)

Tiwari, Aviral (2)

Antonakakis, Nikolaos (2)

Bekun, Festus (2)

Apergis, Nicholas (2)

Bahloul, Walid (2)

Hammoudeh, Shawkat (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mehmet Balcilar.

Is cited by:

GUPTA, RANGAN (314)

Wohar, Mark (62)

Demirer, Riza (42)

Tiwari, Aviral (28)

Bouri, Elie (27)

Lau, Chi Keung (27)

Shahbaz, Muhammad (24)

Miller, Stephen (23)

Shahzad, Syed Jawad Hussain (22)

Pierdzioch, Christian (20)

Chang, Tsangyao (19)

Cites to:

GUPTA, RANGAN (293)

Hammoudeh, Shawkat (84)

Hamilton, James (74)

Kilian, Lutz (65)

Perron, Pierre (59)

Phillips, Peter (55)

Pesaran, M (53)

Stock, James (51)

Granger, Clive (50)

Miller, Stephen (47)

Demirer, Riza (45)

Main data

Where Mehmet Balcilar has published?

Journals with more than one article published# docs
Applied Economics10
Economic Modelling7
Resources Policy7
Energy Economics7
Emerging Markets Finance and Trade6
International Review of Economics & Finance6
Empirical Economics5
Journal of Developing Areas5
Journal of Applied Economics3
Economic Systems3
Journal of International Financial Markets, Institutions and Money3
The North American Journal of Economics and Finance3
Emerging Markets Review2
Economia Internazionale / International Economics2
Journal of Economics and Finance2
Journal of Economic Studies2
Research in International Business and Finance2
Economics - The Open-Access, Open-Assessment E-Journal2
Empirica2
Physica A: Statistical Mechanics and its Applications2
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement2
Bulletin of Economic Research2
Journal of Policy Modeling2
Ege Academic Review2

Working Papers Series with more than one paper published# docs
Working Papers / University of Pretoria, Department of Economics98
Working Papers / Eastern Mediterranean University, Department of Economics48
Working Papers / University of Nevada, Las Vegas , Department of Economics6
MPRA Paper / University Library of Munich, Germany5
Working Papers / Stellenbosch University, Department of Economics3
IZA Discussion Papers / Institute of Labor Economics (IZA)2
Economics Discussion Papers / Kiel Institute for the World Economy (IfW)2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2
Koç University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum2

Recent works citing Mehmet Balcilar (2019 and 2018)

YearTitle of citing document
2018Linkages Between Oil Price Shocks and Stock Returns Revisited. (2018). Masson, Virginie ; Doko Tchatoka, Firmin ; Parry, Sean. In: School of Economics Working Papers. RePEc:adl:wpaper:2018-01.

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2018The Complex Relationship between International Tourism Demand and Economic Growth: An Analysis on Central and Eastern European Economies. (2018). Badulescu, Alina ; Simu, Ramona. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:20:y:2018:i:s12:p:935.

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2019Does Agricultural Value Added Induce Environmental Degradation? Empirical Evidence from an Agrarian Country. (2019). Bekun, Festus ; Agboola, Mary O. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:19/040.

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2018Does exchange rate always affect the number of inbound tourists significantly in China?. (2018). Su, Chi-Wei ; Chang, Hsu-Ling ; Gao, Xue. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:55-72.

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2018Exports, imports and economic growth in India: Evidence from cointegration and causality analysis. (2018). Guntukula, Raju. In: Theoretical and Applied Economics. RePEc:agr:journl:v:2(615):y:2018:i:2(615):p:221-230.

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2018“A geometric approach to proxy economic uncertainty by a metric of disagreement among qualitative expectations”. (2018). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201803.

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2018Nonfractional Memory: Filtering, Antipersistence, and Forecasting. (2018). Vera-Valdés, J. In: Papers. RePEc:arx:papers:1801.06677.

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2018Scaling properties of extreme price fluctuations in Bitcoin markets. (2018). Beguvsi, Stjepan ; Podobnik, Boris ; Stanley, Eugene H ; Kostanjvcar, Zvonko. In: Papers. RePEc:arx:papers:1803.08405.

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2018Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2019An analysis of cryptocurrencies conditional cross correlations. (2018). Fernandez Bariviera, Aurelio ; Martinez-Ibanez, Oscar ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:1811.08365.

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2019The Changing Geopolitics in the Arab World: Implications of the 2017 Gulf Crisis for Business. (2019). bouoiyour, jamal ; Selmi, Refk. In: Papers. RePEc:arx:papers:1903.08076.

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2019A bibliometric analysis of Bitcoin scientific production. (2019). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:1906.08933.

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2019Common Decomposition of Correlated Brownian Motions and its Financial Applications. (2019). Yang, Jingping ; Cheng, Xue. In: Papers. RePEc:arx:papers:1907.03295.

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2019Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation. (2019). Fabozzi, Frank J ; Rache, Svetlozar T ; Hu, Yuan. In: Papers. RePEc:arx:papers:1908.05419.

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2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2019Stock Market Cycle and Business Cycle in China: Evidence from a Bootstrap Rolling Window Approach. (2019). Bai, LU ; Li, Yi-Na. In: Review of Economics & Finance. RePEc:bap:journl:190303.

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2019THE DYNAMICS OF HOUSE PRICES AND FISCAL POLICY SHOCKS IN TURKEY. (2019). Yacibai, Ozge Filiz ; Yildirim, Mustafa Ozan. In: Economic Annals. RePEc:beo:journl:v:64:y:2019:i:220:p:39-59.

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2018Low‐frequency volatility of real estate securities and macroeconomic risk. (2018). Lee, Chyi Lin ; Stevenson, Simon. In: Accounting and Finance. RePEc:bla:acctfi:v:58:y:2018:i:s1:p:311-342.

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2018Asymmetric Price Transmission and Rent‐seeking in Road Fuel Markets: A Comparative Study of South Africa and Selected Eurozone Countries. (2018). Ogbuabor, Jonathan E ; Mba, Ifeoma C ; Manasseh, Charles O ; Eigbiremolen, God'Stime O. In: African Development Review. RePEc:bla:afrdev:v:30:y:2018:i:3:p:278-290.

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2018Predictive Power of us Monetary Policy Uncertainty Shock on Stock Returns in Australia and New Zealand. (2018). Cai, Yifei. In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:4:p:470-488.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2018DO INVESTORS MIMIC TRADING STRATEGIES OF FOREIGN INVESTORS OR THE MARKET: IMPLICATIONS FOR CAPITAL ASSET PRICING. (2018). Chamil, Senarathne W ; Wei, Jianguo. In: Studies in Business and Economics. RePEc:blg:journl:v:13:y:2018:i:3:p:171-205.

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2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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2019Contagion between Real Estate and Financial Markets: A Bayesian Quantile-on-Quantile Approach. (2019). GUPTA, RANGAN ; Caporin, Massimiliano ; Ravazzolo, Francesco. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps61.

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2018Oil Prices and GCC Stock Markets: New Evidence from Smooth Transition Models. (2018). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama ; Bennaceur, Sami . In: CESifo Working Paper Series. RePEc:ces:ceswps:_7072.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018THE EFFECT OF DEFENCE SPENDING ON ECONOMIC DEVELOPMENT IN CENTRAL EUROPE. (2018). Glont, Oana Ramona. In: SEA - Practical Application of Science. RePEc:cmj:seapas:y:2018:i:16:p:97-106.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Indars, Edgars Rihards ; Lubloy, agnes ; Savin, Aliaksei. In: Corvinus Economics Working Papers (CEWP). RePEc:cvh:coecwp:2019/01.

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2018Monetary Policy and Inflation Dynamics in ASEAN Economies. (2018). Dany-Knedlik, Geraldine ; Garcia, Juan Angel. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1755.

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2018The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. (2018). Roubaud, David ; Bouri, Elie ; Elie, Bouri ; Al-Khazali, Osamah. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00024.

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2019Volatility Spillovers among the Cryptocurrency Time Series. (2019). Mighri, Zouheir Ahmed ; al Saggaf, Majid Ibrahim ; Alsaggaf, Majid Ibrahim. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2019-03-7.

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2018Does Electricity Supply Matter for Economic Growth in Russia: A Vector Error Correction Approach. (2018). Bass, Alexander. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-40.

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2018Fuel Consumption in Ukraine: Evidence from Vector Error Correction Model. (2018). Oliskevych, Marianna ; Tokarchuk, Viktor ; Beregova, Galyna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-05-8.

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2019Examining Rational Bubbles in Oil Prices: Evidence From Frequency Domain Estimates. (2019). Salisu, Afees ; Popoola, Olabisi Rasheedat ; Omoju, Oluwasola Emmanel ; Dada, Oluwasogo ; Dahunsi, Olatunde ; Asaleye, Abiola John ; Olayanju, Adeniyi ; Lawal, Adedoyin Isola. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-19.

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2019Does Renewable Energy Increase Growth? Evidence from EU-19 Countries. (2019). Karhan, Gokhan. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-40.

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2019Sources of Economic Growth and Changes in Energy Consumption: Empirical Evidence for Taiwan (2004-2016). (2019). Chien, Ping-Chieh ; Yen, Yu-Shuang ; Hong, Cheng-Yih. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-03-38.

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2019Country-specific risks and geographic disclosure aggregation: Voluntary disclosure behaviour by British multinationals. (2019). Gray, Sidney J ; Kang, Helen. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:3:p:259-276.

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2019The impact of religious certification on market segmentation and investor recognition. (2019). Mamun, Abdullah ; Hippler, William J ; Hassan, Kabir M ; Alhomaidi, Asem. In: Journal of Corporate Finance. RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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2018Interactions between stock, bond and housing markets. (2018). Westerhoff, Frank ; Schmitt, Noemi ; Dieci, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:43-70.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018Multi-scale causality and extreme tail inter-dependence among housing prices. (2018). Uddin, Gazi ; Yoon, Seong-Min ; Ahmed, Ali ; Kang, Sang Hoon. In: Economic Modelling. RePEc:eee:ecmode:v:70:y:2018:i:c:p:301-309.

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2018Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sharma, Amit ; Sadorsky, Perry. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:278-295.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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2019Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:172-181.

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2019What global economic factors drive emerging Asian stock market returns? Evidence from a dynamic model averaging approach. (2019). Yoon, Seong-Min ; Dong, Xiyong. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:204-215.

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2019Oil price and Gulf Corporation Council stock indices: New evidence from time-varying copula models. (2019). Vosgha, Hamed ; Fenech, Jean-Pierre. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:81-91.

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2019Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Chang, Chun-Ping ; Dong, Minyi. In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:134-149.

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2019Relationships among regional housing markets: Evidence on adjustments of housing burden. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:78:y:2019:i:c:p:309-318.

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2019Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Ji, Qiang ; Lei, Lei ; Kutan, Ali M. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

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2018Cross herding between American industries and the oil market. (2018). Ben Mabrouk, Houda ; Litimi, Houda ; Benmabrouk, Houda. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:196-205.

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2018OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). GUPTA, RANGAN ; Yoon, Seong-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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2018The study on the tail dependence structure between the economic policy uncertainty and several financial markets. (2018). Yao, Can-Zhong ; Sun, Bo-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:245-265.

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2018Information spillover across international real estate investment trusts: Evidence from an entropy-based network analysis. (2018). Ji, Qiang ; GUPTA, RANGAN ; Marfatia, Hardik . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:103-113.

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2019International portfolio of stock indices with spatiotemporal correlations: Can investors still benefit from portfolio, when and where?. (2019). Liu, Fang ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:168-183.

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2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

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2019The impacts of overseas market shocks on the CDS-option basis. (2019). Ryu, Doojin ; Kutan, Ali M ; Park, Yuen Jung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:622-636.

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2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?. (2019). Bhattacharyya, Malay ; Kannadhasan, M ; Das, Debojyoti. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:1-19.

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2019The time-frequency co-movement of Asian effective exchange rates: A wavelet approach with daily data. (2019). Huang, Chia-Hsing ; Meng, Xiangcai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:131-148.

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2019Do stock markets lead or lag macroeconomic variables? Evidence from select European countries. (2019). Camilleri, Silvio ; Bai, YE ; Scicluna, Nicolanne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:170-186.

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2019Dynamic price–volume causality in the American housing market: A signal of market conditions. (2019). Tsai, I-Chun ; I-Chun Tsai, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:385-400.

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2019Can investors attention on oil markets predict stock returns?. (2019). Feng, Jiabao ; Yin, Libo. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:786-800.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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2018Bitcoin returns and transaction activity. (2018). Koutmos, Dimitrios. In: Economics Letters. RePEc:eee:ecolet:v:167:y:2018:i:c:p:81-85.

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2018Return, volatility and shock spillovers of Bitcoin with energy and technology companies. (2018). Symitsi, Efthymia ; Chalvatzis, Konstantinos J. In: Economics Letters. RePEc:eee:ecolet:v:170:y:2018:i:c:p:127-130.

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2018The impact of Tether grants on Bitcoin. (2018). Wei, Wang Chun. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:19-22.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018House price convergence in euro zone and non-euro zone countries. (2018). I-Chun Tsai, . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:2:p:269-281.

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2019Bitcoin price forecasting with neuro-fuzzy techniques. (2019). Pasiouras, Fotios ; Zopounidis, Constantin ; Atsalaki, Ioanna G ; Atsalakis, George S. In: European Journal of Operational Research. RePEc:eee:ejores:v:276:y:2019:i:2:p:770-780.

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2018Does global fear predict fear in BRICS stock markets? Evidence from a Bayesian Graphical Structural VAR model. (2018). GUPTA, RANGAN ; Bouri, Elie ; Marco, Chi Keung ; Hosseini, Seyed Mehdi. In: Emerging Markets Review. RePEc:eee:ememar:v:34:y:2018:i:c:p:124-142.

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2019Bitcoin price growth and Indonesias monetary system. (2019). Setiawan, Iwan ; Rahman, Eki R ; Narayan, Seema. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:364-376.

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2019Herding behaviour in an emerging market: Evidence from the Moscow Exchange. (2019). Lubloy, agnes ; Savin, Aliaksei ; Indrs, Edgars Rihards. In: Emerging Markets Review. RePEc:eee:ememar:v:38:y:2019:i:c:p:468-487.

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2018High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

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2018Renewable energy, oil prices, and economic activity: A Granger-causality in quantiles analysis. (2018). Uddin, Gazi ; Troster, Victor ; Shahbaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:440-452.

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2018Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:499-515.

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2018Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hedstrom, Axel ; Hussain, Syed Jawad ; Hernandez, Jose Areola. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:35-46.

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2018Oil returns and volatility: The role of mergers and acquisitions. (2018). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:62-69.

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2018The dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method. (2018). Li, Xiafei ; Wei, YU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:565-581.

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2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold. (2018). Selmi, Refk ; bouoiyour, jamal ; Hammoudeh, Shawkat ; Mensi, Walid. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:787-801.

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2018Time-varying rare disaster risks, oil returns and volatility. (2018). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Suleman, Tahir. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:239-248.

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2018Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shi, Xunpeng ; Padinjare, Hari Malamakkavu ; Shen, Yifan. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:377-388.

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2018Does exchange rate management affect the causality between exchange rates and oil prices? Evidence from oil-exporting countries. (2018). Xin Lv, ; Yu, Chang ; Chen, Qian ; Lien, Donald. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:325-343.

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2018Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities. (2018). Shahbaz, Muhammad ; Tiwari, Aviral Kumar ; Solarin, Sakiru Adebola ; Khalfaoui, Rabeh . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:470-494.

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2018Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:549-557.

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2018Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2019The asymmetric response of gasoline prices to oil price shocks and policy uncertainty. (2019). Ratti, Ronald ; Kang, Wensheng ; de Gracia, Fernando Perez. In: Energy Economics. RePEc:eee:eneeco:v:77:y:2019:i:c:p:66-79.

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2019A multiscale analysis for carbon price drivers. (2019). Wei, Yi-Ming ; Han, Dong ; Ye, Shunxin ; Zhu, Bangzhu ; Xie, Rui ; He, Kaijian ; Wang, Ping. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:202-216.

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2019Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests. (2019). Tiwari, Aviral ; Hammoudeh, Shawkat ; Jena, Sangram Keshari ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:615-628.

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2018Addressing COP21 using a stock and oil market integration index. (2018). Szilagyi, Peter ; Batten, Jonathan ; Wagner, Niklas F ; Kinateder, Harald. In: Energy Policy. RePEc:eee:enepol:v:116:y:2018:i:c:p:127-136.

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2018Oil price and USD-Naira exchange rate crash: Can economic diversification save the Naira?. (2018). Alley, Ibrahim . In: Energy Policy. RePEc:eee:enepol:v:118:y:2018:i:c:p:245-256.

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2018Testing Co-Volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances. (2018). McAleer, Michael ; Chang, Chia-Lin ; Wang, Yanghuiting . In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:984-997.

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2018Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei. In: Energy. RePEc:eee:energy:v:165:y:2018:i:pa:p:469-486.

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2019Dynamic linkages and spillover effects between CET market, coal market and stock market of new energy companies: A case of Beijing CET market in China. (2019). Lin, Boqiang ; Chen, Yufang. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:1198-1210.

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2019Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context. (2019). Tao, Ran ; Wang, Xiao-Qing ; Su, Chi Wei ; Oana-Ramona, Lobon. In: Energy. RePEc:eee:energy:v:172:y:2019:i:c:p:691-701.

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2018What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:148-156.

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2018The effects of uncertainty measures on the price of gold. (2018). Gözgör, Giray ; Bilgin, Mehmet ; Sheng, Xin ; Marco, Chi Keung ; Gozgor, Giray . In: International Review of Financial Analysis. RePEc:eee:finana:v:58:y:2018:i:c:p:1-7.

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2018Heterogeneous dependence and dynamic hedging between sectors of BRIC and global markets. (2018). Mishra, Anil ; Ahmad, Wasim ; Daly, Kevin. In: International Review of Financial Analysis. RePEc:eee:finana:v:59:y:2018:i:c:p:117-133.

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2019Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?. (2019). GUPTA, RANGAN ; Bouri, Elie ; Roubaud, David ; Fang, Libing. In: International Review of Financial Analysis. RePEc:eee:finana:v:61:y:2019:i:c:p:29-36.

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More than 100 citations found, this list is not complete...

Works by Mehmet Balcilar:

YearTitleTypeCited
2019The Impact of Energy Market Uncertainty Shocks on Energy Transition in Europe In: The Energy Journal.
[Full Text][Citation analysis]		article0
2017The Impact of Oil Price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis In: African Development Review.
[Full Text][Citation analysis]		article5
2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
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2014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis.(2014) In: Working Papers.
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2013INTERNATIONAL LABOUR FORCE PARTICIPATION RATES BY GENDER: UNIT ROOT OR STRUCTURAL BREAKS? In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article8
2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: IZA Discussion Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: ERC Working Papers.
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2011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?.(2011) In: Working Papers.
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2018PREDICTING STOCK RETURNS AND VOLATILITY WITH INVESTOR SENTIMENT INDICES: A RECONSIDERATION USING A NONPARAMETRIC CAUSALITY†IN†QUANTILES TEST In: Bulletin of Economic Research.
[Full Text][Citation analysis]		article5
2018Wealth‐to‐Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test In: International Review of Finance.
[Full Text][Citation analysis]		article0
2017Wealth-to-Income Ratio and Stock Market Movements: Evidence from a Nonparametric Causality Test.(2017) In: Working Papers.
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2013Asymmetric and Time-Varying Causality between Inflation and Inflation Uncertainty in G-7 Countries In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article7
2014The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings.
[Full Text][Citation analysis]		article0
2011On the nonlinear causality between inflation and inflation uncertainty in the G3 countries : In: Journal of Applied Economics.
[Full Text][Citation analysis]		article4
2015Causality between US economic policy and equity market uncertainties: Evidence from linear and nonlinear tests In: Journal of Applied Economics.
[Full Text][Citation analysis]		article12
2013Causality between US Economic Policy and Equity Market Uncertainties: Evidence from Linear and Nonlinear Tests.(2013) In: Working Papers.
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2017The growth-inflation nexus for the U.S. from 1801 to 2013: A semiparametric approach In: Journal of Applied Economics.
[Full Text][Citation analysis]		article0
2016A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]		paper0
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model In: School of Economics Macroeconomic Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2016Forecasting South African Macroeconomic Variables with a Markov-Switching Small Open-Economy Dynamic Stochastic General Equilibrium Model.(2016) In: Working Papers.
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2017Forecasting South African macroeconomic variables with a Markov-switching small open-economy dynamic stochastic general equilibrium model.(2017) In: Empirical Economics.
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2015Herding behavior in real estate markets: Novel evidence from a Markov-switching model In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article4
2011Time-varying linkages between tourism receipts and economic growth in a small open economy In: Economic Modelling.
[Full Text][Citation analysis]		article40
2011Time-varying linkages between tourism receipts and economic growth in a small open economy.(2011) In: Economic Modelling.
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2011An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa In: Economic Modelling.
[Full Text][Citation analysis]		article15
2010An In-Sample and Out-of-Sample Empirical Investigation of the Nonlinearity in House Prices of South Africa.(2010) In: Working Papers.
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2013Is 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 In: Economic Modelling.
[Full Text][Citation analysis]		article14
2015Forecasting macroeconomic data for an emerging market with a nonlinear DSGE model In: Economic Modelling.
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2017Testing the dependency theory on small island economies: The case of Cyprus In: Economic Modelling.
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2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach In: Economic Modelling.
[Full Text][Citation analysis]		article55
2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach.(2017) In: Post-Print.
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2014What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article23
2015Temporal causality between house prices and output in the US: A bootstrap rolling-window approach In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article36
2013Temporal Causality between House Prices and Output in the U. S.: A Bootstrap Rolling-Window Approach.(2013) In: Working Papers.
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2013Temporal Causality between House Prices and Output in the U.S.: A Bootstrap Rolling-Window Approach.(2013) In: Working papers.
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2017Do precious metal prices help in forecasting South African inflation? In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
[Full Text][Citation analysis]
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2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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This paper has another version. Agregated cites: 1		paper
2015Do Precious Metal Prices Help in Forecasting South African Inflation?.(2015) In: Working Papers.
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2014EuroConference 2013 Symposium: International Conference on Business, Economics and Finance In: Economic Systems.
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2018Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems.
[Full Text][Citation analysis]		article12
2016Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers.
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2018The synergistic effect of insurance and banking sector activities on economic growth in Africa In: Economic Systems.
[Full Text][Citation analysis]		article0
2018The Synergistic Effect of Insurance and Banking Sector Activities on Economic Growth in Africa.(2018) In: Working Papers.
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2015Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review.
[Full Text][Citation analysis]		article8
2015Causality between inflation and inflation uncertainty in South Africa: Evidence from a Markov-switching vector autoregressive model In: Emerging Markets Review.
[Full Text][Citation analysis]		article10
2014Causality between Inflation and Inflation Uncertainty in South Africa: Evidence from a Markov-Switching Vector Autoregressive Model.(2014) In: Working Papers.
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2010Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window In: Energy Economics.
[Full Text][Citation analysis]		article96
2013The causal nexus between oil prices and equity market in the U.S.: A regime switching model In: Energy Economics.
[Full Text][Citation analysis]		article24
2015Regime switching model of US crude oil and stock market prices: 1859 to 2013 In: Energy Economics.
[Full Text][Citation analysis]		article35
2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working Papers.
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2014Regime Switching Model of US Crude Oil and Stock Market Prices: 1859 to 2013.(2014) In: Working papers.
[Full Text][Citation analysis]
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2016Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics.
[Full Text][Citation analysis]		article24
2014Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers.
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2017Common cycles and common trends in the stock and oil markets: Evidence from more than 150years of data In: Energy Economics.
[Full Text][Citation analysis]		article15
2015Common Cycles and Common Trends in the Stock and Oil markets: Evidence from More than 150 Years of Data.(2015) In: Working Papers.
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2017Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics.
[Full Text][Citation analysis]		article4
2018On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach In: Energy Economics.
[Full Text][Citation analysis]		article0
2017Does institutional trading drive commodities prices away from their fundamentals: Evidence from a nonparametric causality-in-quantiles test In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2013Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article38
2016Testing the asymmetric effects of financial conditions in South Africa: A nonlinear vector autoregression approach In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article13
2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach.(2014) In: Working Papers.
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2018Distribution specific dependence and causality between industry-level U.S. credit and stock markets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article0
2014Housing and the business cycle in South Africa In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article16
2014Housing and the Business Cycle in South Africa.(2014) In: Working Papers.
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2013Housing and the Business Cycle in South Africa.(2013) In: Working Papers.
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2017The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling.
[Full Text][Citation analysis]		article2
2015Persistence of precious metal prices: A fractional integration approach with structural breaks In: Resources Policy.
[Full Text][Citation analysis]		article15
2015Persistence of precious metal prices: a fractional integration approach with structural breaks.(2015) In: NCID Working Papers.
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2014Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks.(2014) In: Working Papers.
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2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test In: Resources Policy.
[Full Text][Citation analysis]		article25
2015Does Uncertainty Move the Gold Price? New Evidence from a Nonparametric Causality-in-Quantiles Test.(2015) In: Working Papers.
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2017The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article12
2017Does oil predict gold? A nonparametric causality-in-quantiles approach In: Resources Policy.
[Full Text][Citation analysis]		article1
2017Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach.(2017) In: MPRA Paper.
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2017Can economic policy uncertainty and investors sentiment predict commodities returns and volatility? In: Resources Policy.
[Full Text][Citation analysis]		article9
2019A wavelet analysis of the relationship between oil and natural gas prices In: Resources Policy.
[Full Text][Citation analysis]		article0
2018A Wavelet Analysis of the Relationship between Oil and Natural Gas Prices.(2018) In: Working Papers.
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2019The nexus between the oil price and its volatility risk in a stochastic volatility in the mean model with time-varying parameters In: Resources Policy.
[Full Text][Citation analysis]		article0
2018The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test In: Journal of Multinational Financial Management.
[Full Text][Citation analysis]		article6
2017The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test.(2017) In: Working Papers.
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2015Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal.
[Full Text][Citation analysis]		article10
2014Are there really bubbles in oil prices? In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article6
2016LPPLS bubble indicators over two centuries of the S&P 500 index In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article1
2016LPPLS Bubble Indicators over Two Centuries of the S&P 500 Index.(2016) In: Working Papers.
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2015Forecasting aggregate retail sales: The case of South Africa In: International Journal of Production Economics.
[Full Text][Citation analysis]		article6
2014Forecasting Aggregate Retail Sales: The Case of South Africa.(2014) In: Working Papers.
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2013Forecasting Aggregate Retail Sales: The Case of South Africa.(2013) In: Working Papers.
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2018Comparing the forecasting ability of financial conditions indices: The case of South Africa In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article1
2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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2015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa.(2015) In: Working Papers.
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2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method In: Renewable Energy.
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2018The renewable energy consumption and growth in the G-7 countries: Evidence from historical decomposition method.(2018) In: MPRA Paper.
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2015The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains In: International Review of Economics & Finance.
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2015The time-varying causality between spot and futures crude oil prices: A regime switching approach In: International Review of Economics & Finance.
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2015A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates In: International Review of Economics & Finance.
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2017Financial integration in small Islands: The case of Cyprus In: International Review of Economics & Finance.
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2017Do cay and cayMS predict stock and housing returns? Evidence from a nonparametric causality test In: International Review of Economics & Finance.
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2019The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea In: International Review of Economics & Finance.
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2016Periodically collapsing bubbles in the South African stock market In: Research in International Business and Finance.
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2016Periodically Collapsing Bubbles in the South African Stock Market.(2016) In: Working Papers.
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2017Does country risks predict stock returns and volatility? Evidence from a nonparametric approach In: Research in International Business and Finance.
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2016Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach.(2016) In: Working Papers.
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2014Turkiye’nin Ihracat Performansi: Ihracat Hacminin Temel Belirleyicilerinin Incelenmesi (1995-2012) In: Ege Academic Review.
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2017Terorizmin Turkiye Finansal Piyasalari Uzerine Etkisi: Ampirik Bir Calisma In: Ege Academic Review.
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2017South Africa’s economic response to monetary policy uncertainty In: Journal of Economic Studies.
[Full Text][Citation analysis]		article2
2016The dynamic response of the rand real exchange rate to fundamental shocks In: Journal of Economic Studies.
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2016Is there a role for Islamic bonds in global diversification strategies? In: Managerial Finance.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes In: Working Papers.
[Full Text][Citation analysis]		paper0
2011Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2011) In: Working Papers.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working Papers.
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2013Forecasting Nevada gross gaming revenue and taxable sales using coincident and leading employment indexes.(2013) In: Empirical Economics.
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2010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes.(2010) In: Working papers.
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2015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD In: Working Papers.
[Full Text][Citation analysis]		paper11
2015The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method.(2015) In: Working Papers.
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2017The role of news-based uncertainty indices in predicting oil markets: a hybrid nonparametric quantile causality method.(2017) In: Empirical Economics.
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2015Identifying Periods of US Housing Market Explosivity In: Working Papers.
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2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
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2015Identifying Periods of US Housing Market Explosivity.(2015) In: Working Papers.
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2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup? In: Working Papers.
[Full Text][Citation analysis]		paper1
2015Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?.(2015) In: Working Papers.
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