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Details about Tolga Omay

E-mail:
Homepage:http://academic.cankaya.edu.tr/~omayt
Workplace:İktisat Bölümü (Department of Economics), İşletme Fakültesi (Faculty of Management), Atılım Üniversitesi (Atilim University), (more information at EDIRC)
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Access statistics for papers by Tolga Omay.

Last updated 2019-11-15. Update your information in the RePEc Author Service.

Short-id: pom19


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Working Papers

2019

  1. A tale of two taxes: State-dependency of tax policy
    CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University Downloads
  2. Current Account and Credit Growth: The Role of Household Credit and Financial Depth
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Does U.K.’s Real GDP have a Unit Root? Evidence from a Multi-Century Perspective
    Working Papers, University of Pretoria, Department of Economics
  4. Sharp and Smooth Breaks in Unit Root Testing of Renewable Energy Consumption: The Way Forward
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2016

  1. Is Real Per Capita State Personal Income Stationary? New Nonlinear, Asymmetric Panel-Data Evidence
    Working papers, University of Connecticut, Department of Economics Downloads
    Also in Working papers, University of Connecticut, Department of Economics (2015) Downloads
    Working Papers, University of Pretoria, Department of Economics (2014)

2015

  1. Inflation-Growth Nexus in Africa: Evidence from a Pooled CCE Multiple Regime Panel Smooth Transition Model
    Working Papers, University of Pretoria, Department of Economics View citations (1)
  2. The US Real GNP is Trend-Stationary After All
    Working Papers, University of Pretoria, Department of Economics
    See also Journal Article in Applied Economics Letters (2017)

2014

  1. Structural Break, Nonlinearity, and Asymmetry: A re-examination of PPP proposition
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Applied Economics (2018)

2013

  1. Nonlinearity and Smooth Breaks in Unit Root Testing
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Econometrics Letters (2014)

2012

  1. Energy Consumption and Economic Growth: Evidence from Nonlinear Panel Cointegration and Causality Tests
    Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2012) Downloads View citations (4)

    See also Journal Article in Applied Econometrics (2014)
  2. The Relationship between Inflation, output growth, and their Uncertainties: Evidence from selected CEE countries
    Hacettepe University Department of Economics Working Papers, Hacettepe University, Department of Economics Downloads View citations (5)
    Also in MPRA Paper, University Library of Munich, Germany (2010) Downloads View citations (6)

    See also Journal Article in Emerging Markets Finance and Trade (2011)
  3. The comparison of optimization algorithms on unit root testing with smooth transition
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2011

  1. The effects of terrorist activities on foreign direct investment: nonlinear Evidence
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. A Nonlinear New Approach to Investigating Crisis: A Case from Malaysia
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2009

  1. The relationship between output growth and inflation: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Economic Sciences (2010)

2008

  1. The Term Structure of Interest Rate as a Predictor of Inflation and Real Economic Activity: Nonlinear Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Türkiye için reaksiyon fonksiyonunun doğrusal olmayan modelle tahmin edilmesi
    (A nonlinear estimation of monetary policy reaction function for Turkey)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Behavior of foreign investors in the Malaysian stock market in times of crisis: A nonlinear approach
    Journal of Asian Economics, 2019, 60, (C), 85-100 Downloads View citations (1)
  2. Market development and market efficiency: evidence based on nonlinear panel unit root tests
    The European Journal of Finance, 2019, 25, (11), 979-993 Downloads
  3. Testing the Current Account Sustainability for BRICS Countries: Evidence from a Nonlinear Framework
    Economics Bulletin, 2019, 39, (1), 310-320 Downloads

2018

  1. Global risk aversion and emerging market return comovements
    Economics Letters, 2018, 173, (C), 118-121 Downloads View citations (4)
  2. Inflation–growth nexus: evidence from a pooled CCE multiple-regime panel smooth transition model
    Empirical Economics, 2018, 54, (3), 913-944 Downloads View citations (4)
  3. Structural break, nonlinearity and asymmetry: a re-examination of PPP proposition
    Applied Economics, 2018, 50, (12), 1289-1308 Downloads View citations (3)
    See also Working Paper (2014)
  4. Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors
    Computational Economics, 2018, 52, (1), 167-193 Downloads View citations (2)

2017

  1. Nonlinear error correction based cointegration test in panel data
    Economics Letters, 2017, 157, (C), 1-4 Downloads
  2. PPP hypothesis and temporary structural breaks
    Economics Bulletin, 2017, 37, (3), 1541-1548 Downloads
  3. 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 Downloads View citations (3)
  4. Real interest rates: nonlinearity and structural breaks
    Empirical Economics, 2017, 52, (1), 283-307 Downloads View citations (5)
  5. The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition
    Computational Economics, 2017, 49, (4), 623-651 Downloads View citations (5)
  6. The US real GNP is trend-stationary after all
    Applied Economics Letters, 2017, 24, (8), 510-514 Downloads View citations (6)
    See also Working Paper (2015)

2016

  1. A Note on the Examination of the Fisher Hypothesis by Using Panel Co-Integration Tests with Break
    Journal for Economic Forecasting, 2016, (2), 13-26 Downloads

2015

  1. An empirical examination of the generalized Fisher effect using cross-sectional correlation robust tests for panel cointegration
    Journal of International Financial Markets, Institutions and Money, 2015, 35, (C), 18-29 Downloads View citations (3)
  2. ENERGY CONSUMPTION AND GROWTH: NEW EVIDENCE FROM A NON-LINEAR PANEL AND A SAMPLE OF DEVELOPING COUNTRIES
    The Singapore Economic Review (SER), 2015, 60, (02), 1-30 Downloads View citations (2)
  3. Fractional Frequency Flexible Fourier Form to approximate smooth breaks in unit root testing
    Economics Letters, 2015, 134, (C), 123-126 Downloads View citations (16)

2014

  1. A Note on the Efficiency Effects of Agglomeration Economies: Turkish Evidence
    Journal of Reviews on Global Economics, 2014, 3, 186-189 Downloads
  2. A Survey about Smooth Transition Panel Data Analysis
    Econometrics Letters, 2014, 1, (1), 18-29 Downloads View citations (3)
  3. Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests
    Applied Econometrics, 2014, 34, (2), 36-55 Downloads View citations (9)
    See also Working Paper (2012)
  4. Nonlinearity and Smooth Breaks in Unit Root Testing
    Econometrics Letters, 2014, 1, (1), 1-9 Downloads View citations (3)
    See also Working Paper (2013)
  5. Reexamining the PPP hypothesis: A nonlinear asymmetric heterogeneous panel unit root test
    Economic Modelling, 2014, 40, (C), 184-190 Downloads View citations (18)
  6. Terrorism and the Stock Market: A Case Study for Turkey Using STR Models
    Journal of Reviews on Global Economics, 2014, 3, 220-227 Downloads View citations (2)

2013

  1. The Effects of Terrorist Activities on Foreign Direct Investment: Nonlinear Evidence from Turkey
    Review of Economics, 2013, 64, (2), 139-158 Downloads View citations (2)

2011

  1. The Relationship Between Inflation, Output Growth, and Their Uncertainties: Evidence from Selected CEE Countries
    Emerging Markets Finance and Trade, 2011, 47, 5-20 Downloads View citations (11)
    See also Working Paper (2012)
  2. The relationship between inflation, output growth, and their uncertainties: Nonlinear Multivariate GARCH-M evidence
    Economics Bulletin, 2011, 31, (4), 3006-3015 Downloads View citations (7)

2010

  1. Re-examining the threshold effects in the inflation-growth nexus with cross-sectionally dependent non-linear panel: Evidence from six industrialized economies
    Economic Modelling, 2010, 27, (5), 996-1005 Downloads View citations (41)
  2. THE RELATIONSHIP BETWEEN OUTPUT GROWTH AND INFLATION: EVIDENCE FROM TURKEY
    Journal of Applied Economic Sciences, 2010, 5, (1(11)_Spring2010), 55-63 Downloads View citations (3)
    See also Working Paper (2009)
  3. The effects of inflation uncertainty on interest rates: a nonlinear approach
    Applied Economics, 2010, 42, (23), 2941-2955 Downloads View citations (8)
  4. Türkiye için Reaksiyon Fonksiyonunun Doğrusal Olmayan Modelle Tahmin Edilmesi
    Journal of Humanities and Social Sciences, 2010, 2, (7), 467-490 Downloads

2009

  1. THE ENDOGENOUS AND NON-LINEAR RELATIONSHIP BETWEEN TERRORISM AND ECONOMIC PERFORMANCE: TURKISH EVIDENCE
    Defence and Peace Economics, 2009, 20, (1), 1-10 Downloads View citations (14)
  2. Testing for unit root in nonlinear heterogeneous panels
    Economics Letters, 2009, 104, (1), 5-8 Downloads View citations (73)

2008

  1. Monetary policy rules in practice: Re-examining the case of Turkey
    Physica A: Statistical Mechanics and its Applications, 2008, 387, (16), 4309-4318 Downloads View citations (10)
  2. Nonlinearities in emerging stock markets: evidence from Europe's two largest emerging markets
    Applied Economics, 2008, 40, (20), 2645-2658 Downloads View citations (11)

2007

  1. Are the Transition Stock Markets Efficient? Evidence from Non-Linear Unit Root Tests
    Central Bank Review, 2007, 7, (2), 1-12 Downloads View citations (11)
 
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