Rehim Kiliĉ

发表

Testing for a unit root in a stationary ESTAR process

Rehim Kiliĉ, Rehim Kılıç, 2011 .

Long memory and nonlinearity in conditional variances: A smooth transition FIGARCH model

Rehim Kiliĉ, 2011 .

Tests for Linearity in Star Models: Supwald and Lm‐Type Tests

Rehim Kiliĉ, 2016 .

Long-run equilibrium and short-run dynamics between risk exposure and highway safety

P. McCarthy, Rehim Kiliĉ, Rehim Kilic, 2010, Empirical Economics.

Regime-dependent exchange-rate pass-through to import prices

Rehim Kiliĉ, Rehim Kilic, 2016 .

Robust inference for predictability in smooth transition predictive regressions

Rehim Kiliĉ, Rehim Kilic, 2018 .

Investment intensity of currencies and the random walk hypothesis: Cross-currency evidence ☆

Cheol S. Eun, Tuugi Chuluun, Rehim Kiliĉ, 2011 .

Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly

R. Baillie, Rehim Kiliĉ, Rehim Kilic, 2006 .

Testing for co‐integration and nonlinear adjustment in a smooth transition error correction model

Rehim Kiliĉ, 2011 .

Nonlinearity and Persistence in PPP: Does Controlling for Nonlinearity Solve the PPP Puzzle?

Rehim Kiliĉ, 2009 .

Linearity Tests and Stationarity

Rehim Kiliĉ, 2004 .

Confidence intervals for half-life deviations from Purchasing Power Parity in a nonlinear model

Rehim Kiliĉ, 2005 .

Asymmetry and nonlinearity in Uncovered Interest Rate Parity

R. Baillie, Rehim Kiliĉ, Rehim Kilic, 2004 .

On the long memory properties of emerging capital markets: evidence from Istanbul stock exchange

Rehim Kiliĉ, 2004 .