Discussion Paper Series
15.01 Forecasting Nevada Gross Gaming Revenue and Taxable Sales, Using Coincident and Leading Employment Indexes
Author(s): Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar, Stephen M. Miller
15.02 The Role of News-Based Uncertainty Indices in Predicting Oil Markets: A Hybrid Nonparametric Quantile Causality Method
Author(s): Mehmet Balcilar, Stelios Bekiros, Rangan Gupta
15.03 Identifying Periods of US Housing Market Explosivity
Author(s): Mehmet Balcilar, Nico Katzke, Rangan Gupta
15.04 Characterising the South African Business Cycle: Is GDP Difference-Stationary or Trend-Stationary in a Markov-Switching Setup?
Author(s): Mehmet Balcilar, Rangan Gupta, Charl Jooste, Omid Ranjbar
15.05 Do Precious Metal Prices Help in Forecasting South African Inflation?
Author(s): Mehmet Balcilar, Nico Katzke, Rangan Gupta
15.06 Comparing the Forecasting Ability of Financial Conditions Indices: The Case of South Africa
Author(s): Mehmet Balcilar, Rangan Gupta, Renee van Eyden, Kirsten Thompson
15.07 International Stock Return Predictability: Is the Role of U.S. Time-Varying?
Author(s): Goodness C. Aye, Mehmet Balcilar, Rangan Gupta
15.08 Forecasting Core Inflation: The Case of South Africa
Author(s): Franz Ruch, Mehmet Balcilar, Mampho P. Modise
15.09 Analysing South Africa's Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter
Author(s): Mehmet Balcilar, Rangan Gupta, Charl Jooste
15.10 Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk
Author(s): Mehmet Balcilar, Riza Demirer, Shawkat Hammoudeh, Duc Khuong Nguyen
15.11 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
Author(s): Mehmet Balcilar, Kirsten Thompson, Rangan Gupta, Renee van Eyden
15.12 The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model
Author(s): Mehmet Balcilar, Rangan Gupta, Charl Jooste
15.13 The Impact of Oil price on South African GDP Growth: A Bayesian Markov Switching-VAR Analysis
Author(s): Mehmet Balcilar, Reneé van Eyden, Josine Uwilingiye, Rangan Gupta
15.14 The Relationship between Oil and Agricultural Commodity Prices: A Quantile Causality Approach
Author(s): Mehmet Balcilar, Shinhye Chang, Rangan Gupta, Vanessa Kasongo, Clement Kyei
15.15 Revisiting Herding Behavior in REITs: A Regime Switching Approach
Author(s): Vassilios Babalos, Mehmet Balcilar, Rangan Gupta, Nikolaos Philippas
15.16 House Values and Proximity to a Landfill: A Quantile Regression Framework
Author(s): Mario du Preez, Mehmet Balcilar, Aarifah Razak, Steven F. Koch, Rangan Gupta
15.17 The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach
Author(s): Mehmet Balcilar, Rangan Gupta, Charl Jooste
15.18 Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach
Author(s): Mehmet Balcilar, Kirsten Thompson, Rangan Gupta, Renee van Eyden
15.19 Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation
Author(s): Pejman Bahramian, Mehmet Balcilar, Rangan Gupta, Patrick T. Kanda
15.20 Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?
Author(s): Mehmet Balcilar, Charl Jooste, Shawkat Hammoudeh, Rangan Gupta, Vassilios Babalos
15.21 Forecasting Aggregate Retail Sales: The Case of South Africa
Author(s): Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Anandamayee Majumdar
15.22 Housing and The Business Cycle in South Africa
Author(s): Goodness C. Aye, Mehmet Balcilar, AdélBosch, Rangan Gupta
15.23 Time-Varying Causality between Research Output and Economic Growth in the US
Author(s): Roula Inglesi-Lotz, Mehmet Balcilar, Rangan Gupta
15.24 Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience
Author(s): Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen M. Miller, Zeynel Abidin Ozdemir
15.25 Are Labor Force Participation Rates Really NonStationary? Evidence from Three OECD Countries
Author(s): Zeynel Abidin Özdemir, Mehmet Balcilar, Aysit Tansel
15.26 Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive model
Author(s): Beatrice D. Simo – Kengne, Mehmet Balcilar, Rangan Gupta Monique Reid, Goodness C. Aye
15.27 The Out-of-Sample Forecasting Performance of NonLinear Models of Regional Housing Prices in the US
Author(s): Mehmet Balcilar, Rangan Gupta, Stephen M. Miller
15.28 International Labour Force Participation Rates by Gender: Unit Root or Structural Breaks?
Author(s): Aysit Tansel, Zeynel Abidin Ozdemir, Mehmet Balcilar
15.29 Does speculation in the oil market drive investor herding in net exporting nations?
Author(s): Mehmet Balcilar,Rıza Demirer,Talat Ulussever
