Search Results - person:"Omay, Tolga"

Hysteresis and stochastic convergence in Eurozone unemployment rates : evidence from panel unit roots with smooth breaks and asymmetric dynamics

Corakci, Aysegul; Omay, Tolga; Hasanov, Mübariz - In: Oeconomia Copernicana 13 (2022) 1, pp. 11-55

Persistent link: https://www.econbiz.de/10013255717

Re-examining the real interest rate parity hypothesis under temporary gradual breaks and nonlinear convergence

Hasanov, Mübariz; Omay, Tolga; Abioglu, Vasif - In: Portuguese economic journal 23 (2024) 3, pp. 355-382

Persistent link: https://www.econbiz.de/10015189387

A unit root test with Markov switching deterministic components : a special emphasis on nonlinear optimization algorithms

Omay, Tolga; Corakci, Aysegul - In: Computational economics 64 (2024) 3, pp. 1837-1856

Persistent link: https://www.econbiz.de/10015143959

Can governments sleep more soundly when holding international reserves? : A banking and financial vulnerabilities perspective*

Sallenave, Audrey; Allegret, Jean-Pierre; Omay, Tolga - In: Applied economics 56 (2024) 15, pp. 1748-1762

Persistent link: https://www.econbiz.de/10014473209

Static and dynamic connectedness between green bonds and clean energy markets

Şahinler, Ayşe Nur; Ozbugday, Fatih Cemil; Başçı, … - In: The ESG Framework and the Energy Industry : Demand and …, (pp. 137-158). 2024

Persistent link: https://www.econbiz.de/10014456909

A tale of two taxes : state-dependency of tax policy

Arin, Kerim Peren; Gahramanov, Emin; Omay, Tolga; Tang, … - In: Scottish journal of political economy : the journal of … 71 (2024) 1, pp. 1-27

Persistent link: https://www.econbiz.de/10014484369

Is There Really Hysteresis in OECD Countries’ Unemployment Rates? New Evidence Using a Fourier Panel Unit Root Test

Omay, Tolga; Shahbaz, Muhammad; Stewart, Chris - 2021

We investigate the hysteresis hypothesis by proposing a heterogeneous panel unit root test that allows for gradually changing trends and cross-sectional dependence (CSD) among panel members using a flexible Fourier form. Inconclusive results from previous studies are potentially due to using...

Persistent link: https://www.econbiz.de/10015242623

Testing the efficiency of emerging markets : evidence from nonlinear panel unit tests

Turguttopbaş, Neslihan; Omay, Tolga - In: Panoeconomicus 70 (2023) 2, pp. 261-278

Persistent link: https://www.econbiz.de/10014233116

Controlling heterogeneous structure of smooth breaks in panel unit root and cointegration testing

Omay, Tolga; Iren, Perihan - In: Computational economics 61 (2023) 1, pp. 233-265

Persistent link: https://www.econbiz.de/10014228424

A note on CO2 emissions using two new tests

Sephton, Peter S.; Omay, Tolga - In: Empirica : journal of european economics 50 (2023) 4, pp. 933-941

Persistent link: https://www.econbiz.de/10014420217