Mehmet Balcilar
Professor of Economics, Eastern Mediterrenean University

Hi! I’m Mehmet Balcilar. This webpage has some information on my professional activities, but it is updated infrequently. See the One Page Short CV and Full CV for further information. For the researhc papers, IDEAS and EconPapers pages are more frequently updated than this page. Google Scholar and Microsoft Academic pages may even have a more comprehensive coverage. There are also ResearchGate, LinkedIn, SSRN, and ACADEMIA pages.

The teaching pages are available here.

You may find recent papers and project links below.


  • Macroeconomics
  • Financial Economics
  • Time Series Analysis
  • Nonparametric Statistics
  • Risk Analysis


Wayne State University, Detroit, Michigan, US
1991 - 1996
Ph.D. Economics
Cleveland State University, Cleveland, Ohio, US
1990 - 1991
MA Applied Economics
Cukurova University, Adana, Turkey
1987 - 1990
MA Economics
Dokuz Eylul University, Izmir, Turkey
1982 - 1986
BA Tourism Management

Recent Publications

See my IDEAS or EconPapers for the complete list.
Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning, 2022, Journal of Forecasting
Mehmet Balcilar , David Gabauer , Rangan Gupta , Christian Pierdzioch
El Niño, La Niña, and the Forecastability of the Realized Variance of Heating Oil Price Movements, 2021, Sustainability
Mehmet Balcilar , Elie Bouri , Rangan Gupta , Christian Pierdzioch
Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach, 2021, Resources Policy
Mehmet Balcilar , David Gabauer , Zaghum Umar
Flexible Time-Varying Betas in a Novel Mixture Innovation Factor Model with Latent Threshold, 2021, Sustainability
Mehmet Balcilar , Riza Demirer , Festus V. Bekun


Computer codes developed by Mehmet Balcilar.
mFilter: Miscellaneous Time Series Filters--R packega developed & maintained by Mehmet Balcilar


See my CV for the complete list.
Mitigation Strategies for Transport Service Providers during and after COVID-19