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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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Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
Omay, Tolga - In: Economics letters 134 (2015), pp. 123-126
Persistent link: https://www.econbiz.de/10011432370
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The US real GNP is trend-stationary after all
Omay, Tolga; Gupta, Rangan; Bonaccolto, Giovanni - In: Applied economics letters 24 (2017) 7/9, pp. 510-514
Persistent link: https://www.econbiz.de/10011712414
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The comparison of power and optimization algorithms on unit root testing with smooth transition
Omay, Tolga; Emirmahmutoglu, Furkan - In: Computational economics 49 (2017) 4, pp. 623-651
Persistent link: https://www.econbiz.de/10011762166
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Real interest rates : nonlinearity and structural breaks
Omay, Tolga; Çorakcı, Ayşegül; Emirmahmutoglu, Furkan - In: Empirical economics : a journal of the Institute for … 52 (2017) 1, pp. 283-307
Persistent link: https://www.econbiz.de/10011632229
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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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Sharp and smooth breaks in unit root testing of renewable energy consumption: the way forward
Shahbaz, Muhammad; Omay, Tolga; Roubaud, David - In: The Journal of energy and development 44 (2018/2019) 1/2, pp. 5-39
Persistent link: https://www.econbiz.de/10012314785
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Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga; Emirmahmutoglu, Furkan; Shahzad, Syed … - In: Applied economics 53 (2021) 7, pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
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Is there really hysteresis in the OECD unemployment rates? : new evidence using a Fourier panel unit root test
Omay, Tolga; Shahbaz, Muhammad; Stewart, Chris - In: Empirica : journal of european economics 48 (2021) 4, pp. 875-901
Persistent link: https://www.econbiz.de/10012651642
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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