Details about Taner Yigit

Access statistics for papers by Taner Yigit.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: pyi18

Working Papers

2019

1. Time-Varying Cointegration and the Kalman Filter
   Working Papers, Department of Economics, University of Missouri
   See also Journal Article Time-varying cointegration and the Kalman filter, Econometric Reviews, Taylor & Francis Journals (2022) (2022)

2007

2. Announcements and Credibility under Inflation Targeting
   Working Papers, Department of Economics, Bilkent University
   See also Journal Article Announcements and credibility under inflation targeting, Economics Letters, Elsevier (2008) View citations (17) (2008)
3. Inflation Targeting: An Indirect Approach to Assess the Direct Impact
   Working Papers, Department of Economics, Bilkent University View citations (7)
   See also Journal Article Inflation targeting: An indirect approach to assess the direct impact, Journal of International Money and Finance, Elsevier (2010) View citations (19) (2010)
4. What Fisher Knew About His Relation, We Sometimes Forget
   Working Papers, Department of Economics, Bilkent University
   See also Journal Article What Fisher knew about his relation, we sometimes forget, Economics Letters, Elsevier (2008) (2008)

2005

5. Pilgrims to Eurozone: How Far, How Fast
   Working Papers, Department of Economics, Bilkent University View citations (10)
   Also in CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague (2005) View citations (11)
   See also Journal Article Pilgrims to the Eurozone: How far, how fast?, Economic Systems, Elsevier (2006) View citations (60) (2006)

2004

6. Convergence of Candidate Countries to the European Union
   Working Papers, Department of Economics, Bilkent University View citations (1)
7. Effect of Moments on Aggregation and Long Memory in Inflation
   Econometric Society 2004 Australasian Meetings, Econometric Society
   Also in Working Papers, Department of Economics, Bilkent University (2002)
8. Effects of Transition and Political Instability on Foreign Direct Investment Inflows: Central Europe and the Balkans
   Working Papers, Department of Economics, Bilkent University View citations (13)
   Also in William Davidson Institute Working Papers Series, William Davidson Institute at the University of Michigan (2004) View citations (11)
   ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies (2004) View citations (19)
9. European Integration, Productivity Growth and Real Convergence
   Working Papers, Department of Economics, Bilkent University View citations (1)
   Also in ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies (2004) View citations (4)
   See also Journal Article European integration, productivity growth and real convergence, European Economic Review, Elsevier (2007) View citations (56) (2007)

2003

10. The effects of transition and political instability on foreign direct investment: Central Europe and the Balkans
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies View citations (4)

2002

11. Effects of Uncertainty on Credit Markets
    Working Papers, Department of Economics, Bilkent University View citations (1)
12. Nominal and real stochastic convergence within transition economies and to the European Union: Evidence from panel data
    ZEI Working Papers, University of Bonn, ZEI - Center for European Integration Studies View citations (18)
13. Shortfalls of Panel Unit Root Testing
    Working Papers, Department of Economics, Bilkent University View citations (2)
    See also Journal Article Shortfalls of panel unit root testing, Economics Letters, Elsevier (2003) View citations (82) (2003)

Journal Articles

2023

1. Pairs trading with wavelet transform
   Quantitative Finance, 2023, 23, (7-8), 1129-1154

2022

2. Time-varying cointegration and the Kalman filter
   Econometric Reviews, 2022, 41, (1), 1-21
   See also Working Paper Time-Varying Cointegration and the Kalman Filter, Working Papers (2019) (2019)

2016

3. A nonparametric unit root test under nonstationary volatility
   Economics Letters, 2016, 140, (C), 6-10

2011

4. With a little help from our friends: The effect of USAID assistance on SME growth in a transition economy
   Journal of Comparative Economics, 2011, 39, (2), 205-220 View citations (9)

2010

5. Inflation targeting: An indirect approach to assess the direct impact
   Journal of International Money and Finance, 2010, 29, (7), 1357-1368 View citations (19)
   See also Working Paper Inflation Targeting: An Indirect Approach to Assess the Direct Impact, Working Papers (2007) View citations (7) (2007)

2009

6. Corruption and Economic Development in Energy-rich Economies
   Comparative Economic Studies, 2009, 51, (2), 165-180 View citations (9)
7. European integration, productivity growth and real convergence: Evidence from the new member states
   Economic Systems, 2009, 33, (2), 127-137 View citations (44)

2008

8. Announcements and credibility under inflation targeting
   Economics Letters, 2008, 100, (2), 249-253 View citations (17)
   See also Working Paper Announcements and Credibility under Inflation Targeting, Working Papers (2007) (2007)
9. Fiscal convergence in the European Union
   The North American Journal of Economics and Finance, 2008, 19, (3), 319-330 View citations (38)
10. What Fisher knew about his relation, we sometimes forget
    Economics Letters, 2008, 101, (3), 193-195
    See also Working Paper What Fisher Knew About His Relation, We Sometimes Forget, Working Papers (2007) (2007)

2007

11. European integration, productivity growth and real convergence
    European Economic Review, 2007, 51, (6), 1370-1395 View citations (56)
    See also Working Paper European Integration, Productivity Growth and Real Convergence, Working Papers (2004) View citations (1) (2004)

2006

12. Pilgrims to the Eurozone: How far, how fast?
    Economic Systems, 2006, 30, (4), 311-327 View citations (60)
    See also Working Paper Pilgrims to Eurozone: How Far, How Fast, Working Papers (2005) View citations (10) (2005)
13. The effects of transition and political instability on foreign direct investment inflows
    The Economics of Transition, 2006, 14, (4), 649-680 View citations (30)

2005

14. Real and nominal stochastic convergence: Are the new EU members ready to join the Euro zone?
    Journal of Comparative Economics, 2005, 33, (2), 387-400 View citations (42)

2004

15. Nominal and real stochastic convergence of transition economies
    Journal of Comparative Economics, 2004, 32, (1), 23-36 View citations (66)

2003

16. Shortfalls of panel unit root testing
    Economics Letters, 2003, 81, (3), 309-313 View citations (82)
    See also Working Paper Shortfalls of Panel Unit Root Testing, Working Papers (2002) View citations (2) (2002)

2001

17. Present value model, heteroscedasticity and parameter stability tests
    Economics Letters, 2001, 73, (3), 375-378 View citations (3)