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mbalcilar/README.md

Hi, I'm Mehmet 👋

  • 🧾 I’m currently Professor of Business Analytics at the University of New Haven 🇺🇸 and a Research Fellow at the Economic Research Forum 🇪🇬. I’ve previously held academic positions at the University of Pretoria, Eastern Mediterranean University, and Montpellier Business School, among others.
  • 📊 My work lives at the intersection of applied macroeconomics, financial economics, and econometrics, often through the lens of forecasting, risk analytics, and real-time decision systems.
  • 🧠 My research has been published in over 240 SCIE/SSCI journals, with citations spanning Google Scholar (14,000+), Scopus, ORCID, RePEc, and more.
  • 📚 Ask me about predictive modeling, macro-finance, Bayesian and nonparametric methods, real estate cycles, central banking, or machine learning applications in time series.
  • 💻 I also maintain and contribute to open-source R projects like mFilter for time series decomposition.
  • 🌍 As an advisor and consultant, I’ve worked with institutions such as the World Bank, WHO, UNICEF, and COMCEC, with field projects spanning health economics, disaster preparedness, and energy transitions.
  • 📫 How to reach me: mehmet@mbalcilar.net or visit my homepage mbalcilar.net.
  • 🗂 Full CV: CV (PDF)
  • 📌 Fun fact: My research topics range from ancient commodity dynamics to cutting-edge AI methods for macroeconomic forecasting.

🧭 You can find more of my work on Google Scholar, RePEc, EconPapers, Scopus, ORCID, ResearchGate, and LinkedIn.

📑 Latest Publications:

  • On the Connectedness of Commodity Markets (2022, Journal of Economic Surveys)
  • Rare Disaster Risks and Gold Over 700 Years (2022, Resources Policy)
  • Forecastability of Regional Output Using Machine Learning (2022, Journal of Forecasting)
  • El Niño and Heating Oil Price Volatility (2021, Sustainability)

⚙️ Projects:

  • Monetary Policy and Cryptocurrency Markets
  • Forecasting under Climate Risk
  • Policy Uncertainty and Financial Spillovers
  • Risk Mapping for MENA Economies

Pinned Loading

  1. mFilter mFilter Public

    Miscellaneous Time Series Filters: Christiano-Fitzgerald, Baxter-King, Hodrick-Prescott, Butterworth, and trigonometric regression filters

    R 6 3

  2. mMoments mMoments Public

    Miscellaneous moments function, particularly measures of skewness and kurtosis

    R

  3. RSTAR RSTAR Public

    R package for estimation and inference for univariate smooth transition autoregressive models (STAR). It also includes testing for STAalternatives, extensive diagnostics of estimated models, and im…

  4. UNH_Business_Anlaytics_Syllabus_Template UNH_Business_Anlaytics_Syllabus_Template Public

    R Markdown Template for University of New Haven, Department of Economics and Business Anlaytics

    HTML

  5. periodicAR periodicAR Public

    periodicAR is a packege for Periodic Autoregression Analysis.

    R

  6. nonParQuantileCausality nonParQuantileCausality Public

    Nonparametric Quantile Causality Test

    R 3