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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

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

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

Nonlinearity and Smooth Breaks in Unit Root Testing

Omay, Tolga; Yildirim, Dilem - Volkswirtschaftliche Fakultät, … - 2013

We develop unit root tests that allow under the alternative hypothesis for a smooth transition between deterministic linear trends, around which stationary asymmetric adjustment may occur by employing exponential smooth transition auto-regressive (ESTAR) models The small sample properties of the...

Persistent link: https://www.econbiz.de/10011184597

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

Testing for current account sustainability under assumptions of smooth break and nonlinearity

Chen, Shyh-Wei; Xie, Zixiong - In: International review of economics & finance : IREF 38 (2015), pp. 142-156

Persistent link: https://www.econbiz.de/10011572344