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Causality between inflation and inflation uncertainty in South Africa: evidence from a Markov-switching vector autoregressive model

Nasr, Adnen Ben; Balcilar, Mehmet; Ajmi, Ahdi Noomen; … - In: Emerging markets review 24 (2015), pp. 46-68

Persistent link: https://www.econbiz.de/10011538531

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

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

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

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