Rehim Kilic
Economics and Econometrics · 2006–2011
A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 20 citations into it
- Finance — 11 citations into it
Whom Rehim Kilic trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Lutz Kilian
- F. Bec
- George Kapetanios
- Mark P. Taylor
- Richard K. Lyons
- Yongcheol Shin
- Alain Guay
- Dick Van Dijk
- Ravi Bansal
- Mehmet Caner
Papers from Rehim Kilic's perspective
Ordered by how strongly the researchers Rehim Kilic trusts endorse each paper. Same corpus, a different order for every researcher.
- Why is it so Difficult to Beat the Random Walk Rorecast of Exchange Rates? (Social Science Research Network)
- THRESHOLD AUTOREGRESSION WITH A UNIT ROOT
- On the purchasing power parity puzzle
- The forward premium anomaly is not as bad as you think
- The Microstructure Approach to Exchange Rates
- Testing for unit roots in autoregressive-moving average models of unknown order
- Developments in the study of cointegrated economic variables
- Testing for a unit root in the nonlinear STAR framework
- Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
- Adaptive consistent unit-root tests based on autoregressive threshold model
Their papers
- Testing for a unit root in a stationary ESTAR process (2011) — 60 citations
- Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly (2006) — 147 citations