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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
7
Impact Factor (IF)
0
5 Years IF
0.68
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2001 0 0.49 0 0 1 1 0 0 0 0 0 0 0.27
2007 0 0.52 0 0 1 2 0 0 0 0 0 0 0.29
2010 0 0.52 0 0 1 3 0 0 0 1 0 0 0.3
2011 0 0.61 0 0 1 4 0 0 1 2 0 0 0.37
2012 0.5 0.68 0.5 0.33 2 6 10 3 3 2 1 3 1 0 2 1 0.36
2014 2.5 0.67 1.05 1.5 15 21 65 22 26 2 5 4 6 2 9.1 16 1.07 0.34
2015 0.53 0.66 0.32 0.42 7 28 23 9 35 15 8 19 8 3 33.3 0 0.36
2016 0.73 0.65 0.6 0.68 2 30 1 18 53 22 16 25 17 0 0 0.35
2017 1.44 0.62 0.58 0.73 3 33 0 19 72 9 13 26 19 0 0 0.35
2018 0 0.62 0.09 0.15 13 46 25 4 76 5 27 4 0 0 0.35
2019 0.5 0.63 0.31 0.38 3 49 36 15 91 16 8 40 15 2 13.3 0 0.37
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-48.pdf.

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35
22014Housing and the Business Cycle in South Africa. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf.

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22
32015THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf.

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18
42014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten. In: Working Papers. RePEc:emu:wpaper:15-18.pdf.

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10
52014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-12.pdf.

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8
62014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-24.pdf.

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7
72018Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-41.pdf.

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7
82012Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; simo -Kengne, Beatrice D ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-26.pdf.

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6
9Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-10.pdf.

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6
102018On the time-varying links between oil and gold: New insights from the rolling and recursive rolling approaches. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-35.pdf.

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6
11The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-27.pdf.

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5
122018Exchange rate and oil price pass-through to inflation in BRICS countries: Evidence from the spillover index and rolling-sample analysis. (2018). Balcilar, Mehmet ; Ojonugwa, Usman. In: Working Papers. RePEc:emu:wpaper:15-45.pdf.

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4
132015International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-07.pdf.

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4
142014Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-09.pdf.

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3
152014The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Uwilingiye, Josine. In: Working Papers. RePEc:emu:wpaper:15-13.pdf.

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3
162018Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-46.pdf.

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2
172015Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa. (2015). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten. In: Working Papers. RePEc:emu:wpaper:15-06.pdf.

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2
182014Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman. In: Working Papers. RePEc:emu:wpaper:15-19.pdf.

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2
192014Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten. In: Working Papers. RePEc:emu:wpaper:15-11.pdf.

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2
202016Does speculation in the oil market drive investor herding in net exporting nations?. (2016). Demirer, Riza ; Balcilar, Mehmet ; Ulussever, Talat. In: Working Papers. RePEc:emu:wpaper:15-29.pdf.

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2
212014The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-17.pdf.

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2
222014Forecasting Aggregate Retail Sales: The Case of South Africa. (2014). Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-21.pdf.

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2
232014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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2
242018Examining the Causal Relationship between Globalization and Insurance Activities in Large Emerging Market (LEM) Economies: Evidence from Bootstrap Panel Granger Causality. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-40.pdf.

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1
252018The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-34.pdf.

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1
262018Asymmetric Dynamics of Insurance Premium: The Impact of Monetary Policy Uncertainty on Insurance Premiums in Japan. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-39.pdf.

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1
272019Testing the Asymmetric Effects of Exchange Rate and Oil Price Pass-Through in BRICS Countries: Does the state of the economy matter?. (2019). Wohar, Mark ; Balcilar, Mehmet ; Usman, Ojonugwa ; Roubaud, David. In: Working Papers. RePEc:emu:wpaper:15-49.pdf.

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1
282015Identifying Periods of US Housing Market Explosivity. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-03.pdf.

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1
292018The Long-run Effect of Geopolitical Risks on Insurance Premiums. (2018). Shahbaz, Muhammad ; Olasehinde-Williams, Godwin ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-44.pdf.

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1
302018Inequality in Carbon Intensity in EU-28: Analysis Based on Club Convergence. (2018). Shahbaz, Muhammad ; Balcilar, Mehmet ; Emir, Firat. In: Working Papers. RePEc:emu:wpaper:15-38.pdf.

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1
312011International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?. (2011). tansel, aysıt ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-28.pdf.

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1
322018Examining the Interactive Growth Effect of Development Aid and Institutional Quality in Sub-Saharan Africa. (2018). Olasehinde-Williams, Godwin ; Balcilar, Mehmet ; Tokar, Berkan. In: Working Papers. RePEc:emu:wpaper:15-43.pdf.

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1
332018The Dynamics of Energy Intensity Convergence in the EU-28 Countries. (2018). Shahbaz, Muhammad ; Balcilar, Mehmet ; Emir, Firat. In: Working Papers. RePEc:emu:wpaper:15-37.pdf.

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1
342010Forecasting Nevada Gross Gaming Revenue and Taxable Sales Using Coincident and Leading Employment Indexes. (2010). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-01.pdf.

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1
352019Fed’s Unconventional Monetary Policy and Risk Spillover in the US Financial Markets. (2019). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-47.pdf.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat. In: Working Papers. RePEc:emu:wpaper:15-48.pdf.

Full description at Econpapers || Download paper

30
22014The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-12.pdf.

Full description at Econpapers || Download paper

4
32014Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-24.pdf.

Full description at Econpapers || Download paper

3
42014Housing and the Business Cycle in South Africa. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf.

Full description at Econpapers || Download paper

3
52018Carbon dioxide emissions, energy consumption and economic growth: The historical decomposition evidence from G-7 countries. (2018). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-41.pdf.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2019

YearCiting document