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Re-examining the Real Interest Rate Parity Hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence

Corakci, Aysegul; Emirmahmutoglu, Furkan; Omay, Tolga - In: Empirica : journal of european economics 44 (2017) 1, pp. 91-120

Persistent link: https://www.econbiz.de/10011741334

Nonlinear error correction based cointegration test in panel data

Omay, Tolga; Emirmahmutoglu, Furkan; Denaux, Zulal S. - In: Economics letters 157 (2017), pp. 1-4

Persistent link: https://www.econbiz.de/10011847276

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

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

Reexamining the PPP hypothesis : a nonlinear asymmetric heterogeneous panel unit root test

Emirmahmutoglu, Furkan; Omay, Tolga - In: Economic modelling 40 (2014), pp. 184-190

Persistent link: https://www.econbiz.de/10010425695

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

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2016

Persistent link: https://www.econbiz.de/10011547691

Is real per capita state personal income stationary? : new nonlinear, asymmetric panel-data evidence

Emirmahmutoglu, Furkan; Gupta, Rangan; Miller, Stephen M.; … - 2015

Persistent link: https://www.econbiz.de/10010504609

Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence

Emirmahmutoglu, Furkan - 2015

This paper re-examines the stochastic properties of US State real per capita personal income, using new panel unit-root procedures. The new developments incorporate non-linearity, asymmetry, and cross-sectional correlation within panel data estimation. Including nonlinearity and asymmetry finds...

Persistent link: https://www.econbiz.de/10013020281

Regime dependent causality relationship between energy consumption and GDP growth : evidence from OECD countries

Emirmahmutoglu, Furkan; Denaux, Zulal; Omay, Tolga; … - In: Applied economics 53 (2021) 19, pp. 2230-2241

Persistent link: https://www.econbiz.de/10012501154