Meet the Economists
Rehim Kilic
Principal Economist
Quantitative Risk Analysis Section
Reserve Bank Operations and Payment Systems
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
Last update:
June 30, 2022