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~language:"eng"
~person:"Balcilar, Mehmet"
~subject:"Kapitaleinkommen"
~subject:"VAR model"
~type_genre:"Article in journal"
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Kapitaleinkommen
VAR model
Estimation
49
Schätzung
49
Causality analysis
42
Kausalanalyse
42
Volatility
35
Volatilität
35
Forecasting model
30
Prognoseverfahren
30
Börsenkurs
28
Share price
28
USA
27
United States
27
Capital income
25
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24
South Africa
24
Südafrika
24
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22
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22
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22
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22
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22
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21
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21
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VAR-Modell
17
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16
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16
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14
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13
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12
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12
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41
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Balcilar, Mehmet
Gupta, Rangan
182
Zaremba, Adam
94
Wohar, Mark E.
74
McMillan, David G.
69
Narayan, Paresh Kumar
62
Bouri, Elie
48
Tiwari, Aviral Kumar
48
Faff, Robert W.
45
Cakici, Nusret
41
Ma, Feng
41
Wang, Yudong
41
Bali, Turan G.
40
Demirer, Rıza
39
Hammoudeh, Shawkat
39
Caporale, Guglielmo Maria
38
Lütkepohl, Helmut
38
Nguyen, Duc Khuong
38
Brooks, Robert
36
Fletcher, Jonathan
36
Pesaran, M. Hashem
36
Pierdzioch, Christian
35
Sehgal, Sanjay
35
Chiang, Thomas C.
33
Kim, So-yŏng
33
Xuan Vinh Vo
33
Zhang, Wei
33
Lee, Bong-soo
32
Titman, Sheridan
32
Apergēs, Nikolaos
31
Guidolin, Massimo
31
Gil-Alaña, Luis A.
30
Salisu, Afees A.
30
Zhou, Guofu
30
Shahzad, Syed Jawad Hussain
29
Timmermann, Allan
29
Marcellino, Massimiliano
28
Ryu, Doojin
28
Sousa, Ricardo M.
28
Yin, Libo
28
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International review of economics & finance : IREF
4
Applied economics
3
Economic modelling
3
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirica : journal of european economics
2
Journal of economics and finance
2
Journal of international financial markets, institutions & money
2
The North American journal of economics and finance : a journal of financial economics studies
2
The journal of real estate finance and economics
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
Agrekon
1
Applied financial economics
1
Economic systems
1
Economics / Journal articles : the open-access, open-assessment journal
1
Emerging markets review
1
Energy economics
1
International journal of finance & economics : IJFE
1
Journal of economic structures : JES; the official journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)
1
Journal of multinational financial management
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
1
Open economies review
1
Public finance review : PFR
1
Research in international business and finance
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Structural change and economic dynamics : SC+ED
1
The European journal of finance
1
The journal of behavioral finance : a publication of the Institute of Psychology and Markets and LEA
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ECONIS (ZBW)
41
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41
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1
The predictive power of the term spread on inequality in the United Kingdom : an empirical analysis
Balcilar, Mehmet
;
Berisha, Edmond
;
Çepni, Oğuzhan
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1979-1988
Persistent link: https://www.econbiz.de/10013184598
Saved in:
2
Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS : evidence from a nonparametric causality-in-quantiles approach
Balcilar, Mehmet
;
Bathia, Deven
;
Demirer, Rıza
;
Gupta, …
- In:
The quarterly review of economics and finance : journal …
79
(
2021
),
pp. 290-302
Persistent link: https://www.econbiz.de/10012655054
Saved in:
3
High-frequency predictability of housing market movements of the United States : the role of economic sentiment
Balcilar, Mehmet
;
Bouri, Elie
;
Gupta, Rangan
;
Kyei, …
- In:
The journal of behavioral finance : a publication of …
22
(
2021
)
4
,
pp. 490-498
Persistent link: https://www.econbiz.de/10012649950
Saved in:
4
Housing sector and economic policy uncertainty : a GMM panel VAR approach
Balcilar, Mehmet
;
Roubaud, David
;
Uzuner, Gizem
;
Wohar, …
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 114-126
Persistent link: https://www.econbiz.de/10013175755
Saved in:
5
Linking U.S. state-level housing market returns, and the consumption-(dis)aggregate wealth ratio
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
International review of economics & finance : IREF
71
(
2021
),
pp. 779-810
Persistent link: https://www.econbiz.de/10012630699
Saved in:
6
What can fifty-two collateralizable wealth measures tell us about future housing market returns? : evidence from U.S. state-level data
Balcilar, Mehmet
;
Gupta, Rangan
;
Sousa, Ricardo M.
; …
- In:
The journal of real estate finance and economics
62
(
2021
)
1
,
pp. 81-107
Persistent link: https://www.econbiz.de/10012428385
Saved in:
7
Do oil prices and exchange rates account for agricultural commodity market spillovers? : evidence from the Diebold and Yilmaz Index
Balcilar, Mehmet
;
Bekun, Festus Victor
- In:
Agrekon
59
(
2020
)
3
,
pp. 366-385
Persistent link: https://www.econbiz.de/10012287111
Saved in:
8
The effect of global and regional stock market shocks on safe haven assets
Balcilar, Mehmet
;
Demirer, Rıza
;
Gupta, Rangan
;
Wohar, …
- In:
Structural change and economic dynamics : SC+ED
54
(
2020
),
pp. 297-308
Persistent link: https://www.econbiz.de/10012499705
Saved in:
9
Forecasting core inflation : the case of South Africa
Ruch, Franz
;
Balcilar, Mehmet
;
Gupta, Rangan
;
Modise, …
- In:
Applied economics
52
(
2020
)
28
,
pp. 3004-3022
Persistent link: https://www.econbiz.de/10012221472
Saved in:
10
Oil price uncertainty and movements in the US government bond risk premia
Balcilar, Mehmet
;
Gupta, Rangan
;
Wang, Shixuan
;
Wohar, …
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012654789
Saved in:
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