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Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam, (2022)
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for the PPP debate
Caner, Mehmet, (1999)
Size distortions of tests of the null hypothesis of stationarity : evidence and implications for applied work
On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim, (2004)
Conditional volatility and distribution of exchange rates : GARCH and FIGARCH models with NIG distribution
Kiliç, Rehim, (2007)
Uncovered interest rate, overshooting, and predictability reversal puzzles in an emerging economy
Kiliç, Rehim, (2023)