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The causal relationship between economic policy uncertainty and stock returns in China and India : evidence from a bootstrap rolling window approach

Li, Xiao-Lin; Balcilar, Mehmet; Gupta, Rangan; Chang, … - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 674-689

Persistent link: https://www.econbiz.de/10011562548

The role of economic policy uncertainty in predicting output growth in emerging markets : a mixed-frequency granger causality approach

Balcilar, Mehmet; Ike, George; Gupta, Rangan - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 4, pp. 1008-1026

Persistent link: https://www.econbiz.de/10013167062

The role of economic policy uncertainties in predicting stock returns and their volatility for Hong Kong, Malaysia and South Korea

Balcilar, Mehmet; Gupta, Rangan; Kim, Won Joong; Kyei, … - In: International review of economics & finance : IREF 59 (2019), pp. 150-163

Persistent link: https://www.econbiz.de/10012202500

Effectiveness of monetary policy under the high and low economic uncertainty states : evidence from the major Asian economies

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 1741-1769

Persistent link: https://www.econbiz.de/10013440430

The impact of US policy uncertainty on the monetary effectiveness in the Euro area

Balcilar, Mehmet; Demirer, Rıza; Gupta, Rangan; Van … - In: Journal of policy modeling : JPMOD ; a social science … 39 (2017) 6, pp. 1052-1064

Persistent link: https://www.econbiz.de/10011792967

Time-varying linkages between tourism receipts and economic growth in South Africa

Balcilar, Mehmet; Van Eyden, Reneé; Inglesi-Lotz, Roula; … - In: Applied economics 46 (2014) 34/36, pp. 4381-4398

Persistent link: https://www.econbiz.de/10010462732

The role of economic policy uncertainty in predicting U.S. recessions : a mixed-frequency Markov-switching vector autoregressive approach

Balcilar, Mehmet; Gupta, Rangan; Segnon, Mawuli - 2016

This paper analyzes the performance of the monthly economic policy uncertainty (EPU) index in predicting recessionary regimes of the (quarterly) U.S. GDP. In this regard, the authors apply a mixed-frequency Markov-switching vector autoregressive (MF-MS-VAR) model, and compare its in-sample and...

Persistent link: https://www.econbiz.de/10011554324

Causality between US economic policy and equity market uncertainties : evidence from linear and nonlinear tests

Ajmi, Ahdi Noomen; Aye, Goodness C.; Balcilar, Mehmet; … - In: Journal of applied economics 18 (2015) 2, pp. 225-246

Persistent link: https://www.econbiz.de/10011554957

Role of global, regional, and advanced market economic policy uncertainty on bond spreads in emerging markets

Balcilar, Mehmet; Usman, Ojonugwa; Gungor, Hasan; … - In: Economic modelling 102 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012796953

Insurance and economic policy uncertainty

Balcilar, Mehmet; Gupta, Rangan; Lee, Chien-chiang; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581325