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Browsing Postprints (Articles) by Author "Balcilar, Mehmet"
Now showing items 1-7 of 7
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Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; Ji, Qiang (Elsevier, 2022-04)Despite the econometric advances of the last 30 years, the effects of monetary policy stance during the boom and busts of the stock market are not clearly defined. In this paper, we use a structural heterogeneous vector ...
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Balcilar, Mehmet; Bouri, Elie; Gupta, Rangan; Kyei, Clement Kweku (Routledge, 2021)We analyze the ability of a newspaper-based economic sentiment index of the United States to predict housing market movements using daily data from 2nd August, 2007 to 19th June, 2020. For this purpose, we use a nonparametric ...
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Balcilar, Mehmet; Gupta, Rangan; Sousa, Ricardo M.; Wohar, Mark E. (Elsevier, 2021-01)Using state-level data for the U.S. housing market over the period of 1975:Q1-2012:Q2, we show that the consumption-wealth ratios derived from aggregate wealth (cay) and disaggregate (i.e. financial and housing) wealth ...
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Gil‑Alana, Luis A.; Solarin, Sakiru Adebola; Balcilar, Mehmet; Gupta, Rangan (Springer, 2023-03)The degree of persistence of the real gross domestic product per capita, total factor productivity and labour productivity has been examined in a group of 23 developed and developing nations, as well as the overall Euro ...
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Balcilar, Mehmet; Berisha, Edmond; Gupta, Rangan; Pierdzioch, Christian (Elsevier, 2021-06)In this paper, we analyze time-varying predictability of financial stress due to growth in income inequality of the United States (US) over the annual period of 1913 to 2016. In order to ensure that we remove the asset ...
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Gupta, Rangan; Sheng, Xin; Balcilar, Mehmet; Ji, Qiang (Elsevier, 2021-07)This paper analyses the dynamic impact of uncertainty due to global pandemics (SARS, H5N1, H1N1, MERS, Ebola, and COVID-19) on global output growth, using a TVP-SVAR model. We find that the negative effect of the coronavirus ...
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Uncertainty and forecastability of regional output growth in the UK : evidence from machine learning Balcilar, Mehmet; Gabauer, David; Gupta, Rangan; Pierdzioch, Christian (Wiley, 2022-09)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 ...
Now showing items 1-7 of 7