Details about Aycan Hepsag

Access statistics for papers by Aycan Hepsag.

Last updated 2018-02-08. Update your information in the RePEc Author Service.

Short-id: phe560

Working Papers

2017

1. A unit root test based on smooth transitions and nonlinear adjustment
   MPRA Paper, University Library of Munich, Germany
2. New unit root tests with two smooth breaks and nonlinear adjustment
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2017

1. Inflation convergence among the next eleven economies: Evidence from asymmetric nonlinear unit root test
   Theoretical and Applied Economics, 2017, XXIV, (4(613), Winter), 43-52

2016

2. Asymmetric stochastic volatility in central and eastern European stock markets
   Theoretical and Applied Economics, 2016, XXIII, (2(607), Summer), 135-144

2011

3. Do stock returns lead real economic activity? Evidence from seasonal cointegration analysis
   Economics Bulletin, 2011, 31, (3), 2117-2127 View citations (1)

2009

4. Testing the Validity of Financial Liberalization Policies under the Framework of McKinnon’s Complementarity Hypothesis: The Case of Turkey
   Journal of BRSA Banking and Financial Markets, 2009, 3, (1), 63-80
5. The application of seasonal latent variable in forecasting electricity demand as an alternative method
   Energy Policy, 2009, 37, (4), 1317-1322 View citations (10)