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Meet the Researchers

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Rehim Kilic

Principal Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems
[email protected]

Education

  • Ph.D., Economics, Michigan State University, 2002
Current Research Topics
  • Time Series, Econometrics, Volatility Modeling, FX Markets, Applications of ML approaches
  • Economist

    Board of Governors of the Federal Reserve System

    2019 - present
  • Robust Inference for Predictability in Smooth Transition Predictive Regressions
    Rehim Kılıç
    Econometric Reviews (2018)
    https://doi.org/10.1080/07474938.2016.1222233
  • Tests for Linearity in Star Models: Supwald and Lm-Type Tests
    Rehim Kılıç
    Journal of Time Series Analysis (2016)
    https://doi.org/10.1111/jtsa.12180
  • Regime-Dependent Exchange-Rate Pass-Through to Import Prices
    Rehim Kılıç
    International Review of Economics & Finance (2016)
    https://doi.org/10.1016/j.iref.2015.08.003
  • Long-Run Equilibrium and Short-Run Dynamics between Risk Exposure and Highway Safety
    Rehim Kiliç and Patrick McCarthy
    Empirical Economics (2012)
    https://doi.org/10.1007/s00181-010-0443-y
  • Testing for a Unit Root in a Stationary ESTAR Process
    Rehim Kılıç
    Econometric Reviews (2011)
    https://doi.org/10.1080/07474938.2011.553511
  • Long Memory and Nonlinearity in Conditional Variances: A Smooth Transition FIGARCH Model
    Rehim Kiliç
    Journal of Empirical Finance (2011)
    https://doi.org/10.1016/j.jempfin.2010.11.007
  • Investment Intensity of Currencies and the Random Walk Hypothesis: Cross-Currency Evidence
    Tuugi Chuluun, Cheol S. Eun, and Rehim Kiliç
    Journal of Banking & Finance (2011)
    https://doi.org/10.1016/j.jbankfin.2010.08.013
  • A Conditional Variance Tale from an Emerging Economy's Freely Floating Exchange Rate
    Rehim Kiliç
    Applied Economics (2011)
    https://doi.org/10.1080/00036840903266812
  • Nonlinearity and Persistence in PPP: Does Controlling for Nonlinearity Solve the PPP Puzzle?
    Rehim Kiliç
    Review of International Economics (2009)
    https://doi.org/10.1111/j.1467-9396.2009.00834.x
  • Further on Nonlinearity, Persistence, and Integration Properties of Real Exchange Rates
    Rehim Kiliç
    Journal of International Financial Markets, Institutions & Money (2009)
    https://doi.org/10.1016/j.intfin.2007.11.004
  • Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution
    Rehim Kiliç
    Studies in Nonlinear Dynamics and Econometrics (2007)
    https://doi.org/10.2202/1558-3708.1430
  • Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?
    Richard T. Baillie and and Rehim Kiliç
    Journal of International Money and Finance (2006)
    https://doi.org/10.1016/j.jimonfin.2005.10.002
  • On the Long Memory Properties of Emerging Capital Markets: Evidence from Istanbul Stock Exchange
    Rehim Kiliç
    Applied Financial Economics (2004)
    https://doi.org/10.1080/0960310042000233638
  • Linearity Tests and Stationarity
    Rehim Kiliç
    Econometrics Journal (2004)
    https://doi.org/10.1111/j.1368-423X.2004.00121.x
Awards
  • 2012

    Higher Education Council, Turkey

    Docent in Econometrics

Referee
  • The American Economic Review
  • Journal of Business and Economics Statistics,
  • Journal of Econometrics
  • Journal of International Money and Finance
  • IMF Review
  • Journal of International Economics
  • Studies in Nonlinear Dynamics
  • Journal of Economic Dynamic and Control
  • Journal of Empirical Finance
  • Journal of Banking and Finance
  • The Econometrics Journal
  • Empirical Economics
  • Journal of Applied Economics
Professional Affiliation
  • American Economic Association
  • Econometrics Society
  • Midwest Econometrics Group
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Last Update: December 1, 2023