Details about Furkan Emirmahmutoglu

Access statistics for papers by Furkan Emirmahmutoglu.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pem21

Working Papers

2016

1. Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
   Working papers, University of Connecticut, Department of Economics
   Also in Working Papers, University of Pretoria, Department of Economics (2014)
   Working papers, University of Connecticut, Department of Economics (2015)
   See also Journal Article Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence, Bulletin of Economic Research, Wiley Blackwell (2020) View citations (4) (2020)

2014

2. Causal relationship between asset prices and output in the US: Evidence from state-level panel Granger causality test
   Working Papers, University of Pretoria, Department of Economics View citations (21)
3. Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition
   MPRA Paper, University Library of Munich, Germany View citations (4)
   See also Journal Article Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition, Applied Economics, Taylor & Francis Journals (2018) View citations (13) (2018)

Journal Articles

2021

1. COVID-19 and stock market volatility: A time-varying perspective
   Economics Bulletin, 2021, 41, (3), 1681-1689 View citations (8)
2. Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
   Applied Economics, 2021, 53, (7), 761-780 View citations (5)
3. Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries
   Applied Economics, 2021, 53, (19), 2230-2241 View citations (1)
4. Smooth Break Detection and De-Trending in Unit Root Testing
   Mathematics, 2021, 9, (4), 1-25 View citations (6)
5. Time-varying causality between renewable and non-renewable energy consumption and real output: Sectoral evidence from the United States
   Renewable and Sustainable Energy Reviews, 2021, 149, (C) View citations (9)

2020

6. Is real per capita state personal income stationary? New nonlinear, asymmetric panel‐data evidence
   Bulletin of Economic Research, 2020, 72, (1), 50-62 View citations (4)
   See also Working Paper Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence, Working papers (2016) (2016)

2018

7. Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition
   Applied Economics, 2018, 50, (12), 1289-1308 View citations (13)
   See also Working Paper Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition, MPRA Paper (2014) View citations (4) (2014)

2017

8. Nonlinear error correction based cointegration test in panel data
   Economics Letters, 2017, 157, (C), 1-4 View citations (3)
9. PPP hypothesis and temporary structural breaks
   Economics Bulletin, 2017, 37, (3), 1541-1548 View citations (1)
10. Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence
    Empirica, 2017, 44, (1), 91-120 View citations (12)
11. Real interest rates: nonlinearity and structural breaks
    Empirical Economics, 2017, 52, (1), 283-307 View citations (16)
12. The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition
    Computational Economics, 2017, 49, (4), 623-651 View citations (11)

2016

13. Causal Relationship between Asset Prices and Output in the United States: Evidence from the State-Level Panel Granger Causality Test
    Regional Studies, 2016, 50, (10), 1728-1741 View citations (23)

2015

14. Determining the asymmetric effects of oil price changes on macroeconomic variables: a case study of Turkey
    Empirica, 2015, 42, (4), 737-746 View citations (6)
15. The effects of capital inflows on Turkish macroeconomic performance
    Empirica, 2015, 42, (4), 813-824 View citations (1)

2014

16. Cross-section Dependency and the Effects of Nonlinearity in Panel Unit Testing
    Econometrics Letters, 2014, 1, (1), 30-36 View citations (1)
17. Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test
    Economic Modelling, 2014, 40, (C), 184-190 View citations (40)

2012

18. The interest rate–inflation relationship under an inflation targeting regime: The case of Turkey
    Journal of Asian Economics, 2012, 23, (4), 476-485 View citations (12)

2011

19. Testing for Granger causality in heterogeneous mixed panels
    Economic Modelling, 2011, 28, (3), 870-876 View citations (121)

2008

20. Türkiye turizm sektörünün talep analizi
    Iktisat Isletme ve Finans, 2008, 23, (263), 24-40

2007

21. The Kalman filter method for break point estimation in unit root tests
    Applied Economics Letters, 2007, 15, (3), 193-198 View citations (1)