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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

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

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

Empirical investigation of long run PPP hypothesis : the case of temporary structural break and asymmetric adjustment

Abioglu, Vasif; Hasanov, Mübariz - In: International journal of economic sciences : IJoES 10 (2021) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10012608617

Time series behaviour of the real interest rates in transition economies

Güney, Pelin Öge; Telatar, Erdinç; Hasanov, Mübariz - In: Economic research 28 (2015) 1, pp. 104-118

Persistent link: https://www.econbiz.de/10012220687

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

Using double frequency in fourier Dickey-Fuller unit root test

Cai, Yifei; Omay, Tolga - In: Computational economics 59 (2022) 2, pp. 445-470

Persistent link: https://www.econbiz.de/10013169016

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

Does Real U.K. GDP Have a Unit Root? Evidence from a Multi-Century Perspective

Canarella, Giorgio - 2020

We employ the nonlinear unit-root test recently developed by Omay et al. (2018), as well as other linear and nonlinear tests, to examine the stationarity of five multi-century historical U.K. series of real output compiled by the Bank of England (Thomas and Dimsdale, 2017). Three series span...

Persistent link: https://www.econbiz.de/10012827252

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