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Meet the Economists

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Rehim Kilic

Principal Economist Quantitative Risk Analysis Section Reserve Bank Operations and Payment Systems
rehim.kilic@frb.gov
Current Research Topics
  • FX Markets, Time Series Models, Econometrics
  • Economist

    Board of Governors of the Federal Reserve System

    2019 - present
  • Kılıç, Rehim (2018). "Robust Inference for Predictability in Smooth Transition Predictive Regressions," Econometric Reviews, vol. 37, no. 10, pp. 1067-1094.
  • Kılıç, Rehim (2016). "Tests for Linearity in Star Models: Supwald and Lm-Type Tests," Journal of Time Series Analysis, vol. 37, no. 5, pp. 660-674.
  • Kılıç, Rehim (2016). "Regime-Dependent Exchange-Rate Pass-Through to Import Prices," International Review of Economics & Finance, vol. 41, pp. 295-308.
  • Kiliç, Rehim, and Patrick McCarthy (2012). "Long-Run Equilibrium and Short-Run Dynamics between Risk Exposure and Highway Safety," Empirical Economics, vol. 42, no. 3, pp. 899-913.
  • Kılıç, Rehim (2011). "Testing for a Unit Root in a Stationary ESTAR Process," Econometric Reviews, vol. 30, no. 3, pp. 274-302.
  • Chuluun, Tuugi, Cheol S. Eun, and Rehim Kiliç (2011). "Investment Intensity of Currencies and the Random Walk Hypothesis: Cross-Currency Evidence," Journal of Banking & Finance, vol. 35, no. 2, pp. 372-387.
  • Kiliç, Rehim (2011). "A Conditional Variance Tale from an Emerging Economy's Freely Floating Exchange Rate," Applied Economics, vol. 43, no. 19, pp. 2465-2480.
  • Kiliç, Rehim (2011). "Long Memory and Nonlinearity in Conditional Variances: A Smooth Transition FIGARCH Model," Journal of Empirical Finance, vol. 18, no. 2, pp. 368-378.
  • Kiliç, Rehim (2009). "Nonlinearity and Persistence in PPP: Does Controlling for Nonlinearity Solve the PPP Puzzle?" Review of International Economics, vol. 17, no. 3, pp. 570-587.
  • Kiliç, Rehim (2009). "Further on Nonlinearity, Persistence, and Integration Properties of Real Exchange Rates," Journal of International Financial Markets, Institutions and Money, vol. 19, no. 2, pp. 207-221.
  • Kiliç, Rehim (2007). "Conditional Volatility and Distribution of Exchange Rates: GARCH and FIGARCH Models with NIG Distribution," Studies in Nonlinear Dynamics & Econometrics, vol. 11, no. 3.
  • Baillie, Richard T., and and Rehim Kiliç (2006). "Do Asymmetric and Nonlinear Adjustments Explain the Forward Premium Anomaly?" Journal of International Money and Finance, vol. 25, no. 1, pp. 22-47.
  • Kiliç, Rehim (2004). "On the Long Memory Properties of Emerging Capital Markets: Evidence from Istanbul Stock Exchange," Applied Financial Economics, vol. 14, no. 13, pp. 915-922.
  • Kiliç, Rehim (2004). "Linearity Tests and Stationarity," Econometrics Journal, vol. 7, no. 1, pp. 55-62.
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: January 19, 2021