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How do energy market shocks affect economic activity in the US under changing financial conditions?

Balcilar, Mehmet; Usman, Ojonugwa; Roubaud, David - In: Applications in Energy Finance : The Energy Sector, …, (pp. 85-114). 2022

Persistent link: https://www.econbiz.de/10013282727

A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates

Balcilar, Mehmet; Hammoudeh, Shawkat; Asaba, Nwin-Anefo Fru - In: International review of economics & finance : IREF 40 (2015), pp. 72-89

Persistent link: https://www.econbiz.de/10011571898

Dynamic Relationship between Oil Price and Inflation in South Africa

Balcilar, Mehmet; Uwilingiye, Josine; Gupta, Rangan - Department of Economics, Faculty of Economic and … - 2014

The oil price-inflation relationship has been at the center of attention among economists and policy makers, especially after 1970’s oil shocks that resulted to a significant increase in the inflation rate in number of countries around the world. In this study, we aim to investigate the...

Persistent link: https://www.econbiz.de/10010784810

Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning

Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; … - In: Journal of Forecasting 41 (2022) 6, pp. 1049-1064

Utilizing a machine learning technique known as random forests, we study whether regional output growth uncertainty … helps to improve the accuracy of forecasts of regional output growth for 12 regions of the UK using monthly data for the … period from 1970 to 2020. We use a stochastic volatility model to measure regional output growth uncertainty. We document the …

Persistent link: https://www.econbiz.de/10013382237

Asymmetric and time-varying causality between inflation and inflation uncertainty in G-7 countries

Balcilar, Mehmet; Ozdemir, Zeynel Abidin - In: Scottish journal of political economy : the journal of … 60 (2013) 1, pp. 1-42

Persistent link: https://www.econbiz.de/10009747313

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 …-of-sample forecasts of recession probabilities which are more accurate than those derived from the MS-VAR and MS-AR models. The results …

Persistent link: https://www.econbiz.de/10011443536