Image of Board Seal

Rehim Kilic


  • 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)
  • Tests for Linearity in Star Models: Supwald and Lm-Type Tests
    Rehim Kılıç
    Journal of Time Series Analysis (2016)
  • Regime-Dependent Exchange-Rate Pass-Through to Import Prices
    Rehim Kılıç
    International Review of Economics & Finance (2016)
  • Long-Run Equilibrium and Short-Run Dynamics between Risk Exposure and Highway Safety
    Rehim Kiliç and Patrick McCarthy
    Empirical Economics (2012)
  • Testing for a Unit Root in a Stationary ESTAR Process
    Rehim Kılıç
    Econometric Reviews (2011)
  • Long Memory and Nonlinearity in Conditional Variances: A Smooth Transition FIGARCH Model
    Rehim Kiliç
    Journal of Empirical Finance (2011)
  • 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)
  • A Conditional Variance Tale from an Emerging Economy's Freely Floating Exchange Rate
    Rehim Kiliç
    Applied Economics (2011)
  • Nonlinearity and Persistence in PPP: Does Controlling for Nonlinearity Solve the PPP Puzzle?
    Rehim Kiliç
    Review of International Economics (2009)
  • Further on Nonlinearity, Persistence, and Integration Properties of Real Exchange Rates
    Rehim Kiliç
    Journal of International Financial Markets, Institutions & Money (2009)
  • Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution
    Rehim Kiliç
    Studies in Nonlinear Dynamics and Econometrics (2007)
  • Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?
    Richard T. Baillie and and Rehim Kiliç
    Journal of International Money and Finance (2006)
  • On the Long Memory Properties of Emerging Capital Markets: Evidence from Istanbul Stock Exchange
    Rehim Kiliç
    Applied Financial Economics (2004)
  • Linearity Tests and Stationarity
    Rehim Kiliç
    Econometrics Journal (2004)
  • 2012

    Higher Education Council, Turkey

    Docent in Econometrics

  • 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
Back to Top
Last Update: December 1, 2023