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The relationship between inflation, output growth, and their uncertainties: Evidence from selected CEE countries
Hasanov, Mübariz; Omay, Tolga - 2010
In this paper, we examine causal relationships among inflation rate, output growth rate, inflation uncertainty and output uncertainty for ten Central and Eastern European transition countries. For this purpose, we estimate a bivariate GARCH model that includes output growth and inflation rates...
Persistent link: https://www.econbiz.de/10015222281
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Are the transition stock markets efficient? : evidence from non-linear unit root tests
Hasanov, Mübariz; Omay, Tolga - In: Central Bank review / The Central Bank of the Republic … 7 (2007) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10009907275
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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
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The effects of inflation uncertainty on interest rates : a nonlinear approach
Omay, Tolga; Hasanov, Mübariz - In: Applied economics 42 (2010) 22/24, pp. 2941-2955
Persistent link: https://www.econbiz.de/10008748229
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Nonlinearities in emerging stock markets : evidence from Europe's two largest emerging markets
Hasanov, Mübariz; Omay, Tolga - In: Applied economics 40 (2008) 19/21, pp. 2645-2658
Persistent link: https://www.econbiz.de/10003803214
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Are the transition stock markets efficient? : evidence from non-linear unit root tests
Hasanov, Mübariz; Omay, Tolga - In: Central Bank review / The Central Bank of the Republic … 7 (2007) 2, pp. 1-12
Persistent link: https://www.econbiz.de/10003822590
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Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga; Emirmahmutoglu, Furkan; Hasanov, Mübariz - In: Applied economics 50 (2018) 12, pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
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Testing for unit roots in dynamic panels with smooth breaks and cross-sectionally dependent errors
Omay, Tolga; Hasanov, Mübariz; Shin, Yongcheol - In: Computational economics 52 (2018) 1, pp. 167-193
Persistent link: https://www.econbiz.de/10012052928
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Testing PPP hypothesis under temporary structural breaks and asymmetric dynamic adjustments
Omay, Tolga; Shahbaz, Muhammed; Hasanov, Mübariz - In: Applied economics 52 (2020) 32, pp. 3479-3497
Persistent link: https://www.econbiz.de/10012258948
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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