Working Papers / Eastern Mediterranean University, Department of Economics
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
7
Impact Factor (IF)
0
5 Years IF
0.31
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 | 0.28 | |||||
| 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 | 0.62 | 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 | 0.65 | 0.32 | 0.42 | 7 | 28 | 23 | 9 | 35 | 15 | 8 | 19 | 8 | 3 | 33.3 | 0 | 0.36 | |
| 2016 | 0.73 | 0.64 | 0.6 | 0.68 | 2 | 30 | 1 | 18 | 53 | 22 | 16 | 25 | 17 | 0 | 0 | 0.34 | ||
| 2017 | 1.44 | 0.62 | 0.58 | 0.73 | 3 | 33 | 0 | 19 | 72 | 9 | 13 | 26 | 19 | 0 | 0 | 0.35 | ||
| 2018 | 0 | 0.61 | 0.09 | 0.15 | 13 | 46 | 26 | 4 | 76 | 5 | 27 | 4 | 0 | 0 | 0.34 | |||
| 2019 | 0.5 | 0.61 | 0.31 | 0.38 | 3 | 49 | 40 | 15 | 91 | 16 | 8 | 40 | 15 | 2 | 13.3 | 0 | 0.36 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Quantile 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 | 38 |
| 2 | 2014 | Housing 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 | 22 |
| 3 | 2015 | THE 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. Full description at Econpapers || Download paper | 18 |
| 4 | 2014 | Testing 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. Full description at Econpapers || Download paper | 10 |
| 5 | 2014 | The 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 | 8 |
| 6 | 2018 | Carbon 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 | 7 |
| 7 | 2014 | Fiscal 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 | 7 |
| 8 | 2018 | On 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. Full description at Econpapers || Download paper | 6 |
| 9 | 2012 | Is 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. Full description at Econpapers || Download paper | 6 |
| 10 | Risk 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. Full description at Econpapers || Download paper | 6 | |
| 11 | The 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. Full description at Econpapers || Download paper | 5 | |
| 12 | 2015 | International 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. Full description at Econpapers || Download paper | 4 |
| 13 | 2018 | Exchange 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. Full description at Econpapers || Download paper | 4 |
| 14 | 2014 | Analysing 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. Full description at Econpapers || Download paper | 3 |
| 15 | 2014 | The 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. Full description at Econpapers || Download paper | 3 |
| 16 | 2014 | Are 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. Full description at Econpapers || Download paper | 2 |
| 17 | 2018 | Dynamic 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. Full description at Econpapers || Download paper | 2 |
| 18 | 2015 | Comparing 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. Full description at Econpapers || Download paper | 2 |
| 19 | 2014 | Forecasting 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. Full description at Econpapers || Download paper | 2 |
| 20 | 2014 | Testing 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. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | Testing 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. Full description at Econpapers || Download paper | 2 |
| 22 | 2016 | Does 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. Full description at Econpapers || Download paper | 2 |
| 23 | 2018 | The 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. Full description at Econpapers || Download paper | 2 |
| 24 | 2014 | The 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. Full description at Econpapers || Download paper | 2 |
| 25 | 2014 | Forecasting 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. Full description at Econpapers || Download paper | 2 |
| 26 | 2018 | Examining 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. Full description at Econpapers || Download paper | 1 |
| 27 | 2018 | The 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. Full description at Econpapers || Download paper | 1 |
| 28 | 2018 | Asymmetric 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. Full description at Econpapers || Download paper | 1 |
| 29 | 2015 | Identifying Periods of US Housing Market Explosivity. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-03.pdf. Full description at Econpapers || Download paper | 1 |
| 30 | 2018 | Inequality 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. Full description at Econpapers || Download paper | 1 |
| 31 | 2011 | International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?. (2011). tansel, aysñt ; Ozdemir, Zeynel ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-28.pdf. Full description at Econpapers || Download paper | 1 |
| 32 | 2018 | Examining 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. Full description at Econpapers || Download paper | 1 |
| 33 | 2018 | The 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. Full description at Econpapers || Download paper | 1 |
| 34 | 2019 | Fedââ¬â¢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. Full description at Econpapers || Download paper | 1 |
| 35 | 2010 | Forecasting 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. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Quantile 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 | 16 |
| 2 | 2014 | The 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 | 3 |
| 3 | 2018 | Carbon 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 |
| 4 | 2014 | Fiscal 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 | 2 |
| 5 | 2014 | Housing 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 | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series