Meet the Economists
Board of Governors of the Federal Reserve System2019 - 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.
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
- American Economic Association
- Econometrics Society
- Midwest Econometrics Group
Last update: January 19, 2021